On the Missing Factor in Some Concentration Inequalities for Martingales
Probability
2024-12-31 v1 Statistics Theory
Applications
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.2412.20542,
title = {On the Missing Factor in Some Concentration Inequalities for Martingales},
author = {Arun Kumar Kuchibhotla},
journal= {arXiv preprint arXiv:2412.20542},
year = {2024}
}