On the Missing Factor in Some Concentration Inequalities for Martingales
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866909443955884032 |
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| author | Kuchibhotla, Arun Kumar |
| author_facet | Kuchibhotla, Arun Kumar |
| contents | In this note, we improve some concentration inequalities for martingales with bounded increments. These results recover the missing factor in Freedman-style inequalities and are near optimal. We also provide minor refinements of concentration inequalities for functions of independent random variables. These proofs use techniques from the works of Bentkus and Pinelis. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_20542 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the Missing Factor in Some Concentration Inequalities for Martingales Kuchibhotla, Arun Kumar Probability Statistics Theory Applications In this note, we improve some concentration inequalities for martingales with bounded increments. These results recover the missing factor in Freedman-style inequalities and are near optimal. We also provide minor refinements of concentration inequalities for functions of independent random variables. These proofs use techniques from the works of Bentkus and Pinelis. |
| title | On the Missing Factor in Some Concentration Inequalities for Martingales |
| topic | Probability Statistics Theory Applications |
| url | https://arxiv.org/abs/2412.20542 |