JIPAM

A Note on the Martingale Inequality  
 
  Authors: Yu Miao,  
  Keywords: Bounded Martingale; Deviation bound; Hoeffding inequality; Martingale inequality.  
  Date Received: 26/04/06  
  Date Accepted: 29/09/06  
  Subject Codes:

60G42, 60E15.

  
  Editors: Feng Qi,  
 
  Abstract:

In this paper, we will establish a martingale inequality, which extends the classic Hoeffding inequality in some sense. In addition, our inequality improves the results of Lee and Su [7] (2002) in some cases.;


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