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#azuma's_inequality

Azuma's inequality

Theorem in probability theory

In probability theory, the Azuma–Hoeffding inequality gives a concentration result for the values of martingales that have bounded differences.

Wed 22nd

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Azuma's inequality McDiarmid's inequality Concentration inequality Bernstein inequalities (probability theory) Inequality (mathematics) Azuma List of inequalities Hoeffding's inequality Matrix Chernoff bound Doob martingale
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