Azuma-hoeffding Inequality

The Azuma-Hoeffding Inequality is a concentration inequality that bounds the probability of deviation for a martingale sequence with bounded differences, providing exponential tail decay akin to the classical Hoeffding inequality for independent random variables.

14

Publications

641

Citations

22

Authors

15

Institutions

Publications per year

2017–2026

2

Variants

Azuma's Inequality

Authors

22

  1. MA
    Markos A. Katsoulakis

    University of Massachusetts Amherst, United States

    2 publications · 38 citations

    2

    h-index

  2. KG
    Konstantinos Gourgoulias

    University of Massachusetts Amherst, United States

    2 publications · 38 citations

    2

    h-index

  3. PB
    Peter Bierhorst

    National Institute of Standards and Technology, United States

    2 publications · 80 citations

    2

    h-index

  4. LR
    Luc Rey-Bellet

    University of Massachusetts Amherst, United States

    2 publications · 38 citations

    2

    h-index

  5. IS
    Igal Sason

    Technion – Israel Institute of Technology, Israel

    2 publications · 35 citations

    2

    h-index

1–5 of 22

Venues

  1. arXiv (Cornell University)

    Repository · 3 publications · 41 citations

    3

    h-index

  2. IEEE Transactions on Information Theory

    1 publications · 28 citations

    1

    h-index

  3. Electronic Communications in Probability

    ECP · 1 publications · 16 citations

    1

    h-index

  4. Combinatorics Probability Computing

    1 publications · 22 citations

    1

    h-index

  5. 1

    h-index

1–5