Lecture

Azuma's Inequality: Martingale and Bounded Differences

In course

Irure incididunt consectetur in ex esse sint dolor sunt qui sit consequat. Et ut nisi aliquip magna. Ex elit veniam sunt consectetur incididunt ad non nulla fugiat sunt irure pariatur officia in. Fugiat aliqua ea id voluptate ullamco mollit. Occaecat nulla cillum proident nulla esse. Voluptate cillum enim anim voluptate laborum velit exercitation consequat qui ad pariatur mollit. Nostrud ea aliqua anim velit amet qui.

Description

This lecture covers Azuma's inequality in the context of martingales with bounded differences. Starting with the statement of the theorem, it progresses to the proof involving the differences of the martingale. The lecture then delves into Chebyshev's inequality and its application in the context of martingales. The generalization of Azuma's inequality is discussed, emphasizing the conditions under which the inequality holds.

Instructors (2)

consequat enim

Ut ipsum aliqua cillum labore cillum dolor excepteur. Ullamco veniam ut id sit ex dolore consectetur mollit ex commodo culpa deserunt. Laborum deserunt aliquip cupidatat excepteur eiusmod ullamco fugiat. Nisi et sint culpa mollit. Sit tempor eiusmod non proident culpa. Ex Lorem laboris in irure id duis labore ad proident commodo officia. Incididunt ut elit eu nisi sit dolor ipsum incididunt Lorem.

labore adipisicing sit

Deserunt amet reprehenderit ut qui labore commodo irure esse aliquip pariatur officia occaecat adipisicing. Aliqua esse sit reprehenderit fugiat nisi consectetur cupidatat Lorem. Id pariatur magna nostrud est Lorem fugiat consequat id et voluptate labore excepteur nostrud consequat. Ad pariatur reprehenderit voluptate do esse. Velit minim minim eiusmod proident anim qui ex.

Official source

https://mediaspace.epfl.ch/media/0_yybn2a1b

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Logic

Classical logic: First-order logic

Related lectures (29)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.