Timeline for Extension of the Azuma-Hoeffding inequality (when the differences are bounded with large probability)
Current License: CC BY-SA 3.0
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| Jun 10, 2014 at 13:59 | comment | added | user118866 | Thank you! I found your references very interesting and I will read them carefully. But I Dubhashi-Panconesi book my question is left as an exercise, so I think there should be an easy way to prove it.. | |
| Jun 10, 2014 at 10:23 | comment | added | Scott Armstrong | I would also recommend the new book of Boucheron, Lugosi and Massart. In particular, their "exponential Efron-Stein" inequality gives a way of strongly bounding fluctuations when one does not have an absolute Lipschitz bound like in McDiarmid's inequality. | |
| Jun 10, 2014 at 9:34 | history | answered | Aryeh Kontorovich | CC BY-SA 3.0 |