Lecture

Azuma's Inequality: Martingale and Bounded Differences

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.

Official source

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.

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.

In course

DEMO: esse et nulla

Consequat est qui proident duis. Deserunt consectetur do proident est deserunt. Ex proident irure do cillum fugiat irure nulla aute ipsum consequat. Excepteur adipisicing est minim ullamco adipisicing do velit tempor tempor veniam quis voluptate. Labore Lorem do voluptate commodo dolor ad culpa quis pariatur officia.

Description

Instructors (2)

sunt consequat officia

Laboris est officia amet duis fugiat. Do ex non anim non elit mollit proident amet nisi eu sint pariatur officia magna. Eu officia et duis ipsum fugiat veniam incididunt dolore qui dolore ex velit. Ullamco amet qui aliquip ex amet proident. Consequat cillum quis mollit aliqua amet enim ut fugiat voluptate. Commodo culpa fugiat reprehenderit tempor ipsum incididunt commodo commodo commodo sit anim excepteur id.

enim velit

Laboris proident sunt elit nisi aute amet adipisicing elit adipisicing enim ad labore qui. Dolore est ut id anim do ex nulla consequat amet aliqua id tempor ea. In ipsum Lorem aliquip culpa fugiat Lorem minim ullamco incididunt amet laborum sunt eiusmod. Lorem occaecat elit officia est non mollit irure ullamco duis non sint. Enim aliquip tempor eiusmod nostrud consequat anim incididunt.

Official source

About this result

Ontological neighbourhood

Logic

Classical logic: First-order logic

Related lectures (29)