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# Tag Archives: martingales

## McDiarmid’s inequality

In the previous post of the mini-course, we proved Azuma–Hoeffding inequality. We were able to relax the assumption that were independent but we were dealing only with their sum. Now we are to demonstrate that martingale method lets also to control more general functions (now of independent arguments). … Continue reading

## Azuma-Hoeffding inequality

In this post we will further expand the setting in which concentration inequalities are stated. Remember that we started from the arithmetical mean where all were independent. We first showed that if are sufficiently “light-tailed” (subgaussian), then concentrates above its mean, with a remarkable special … Continue reading