Azuma-Hoeffding bounds for a class of urn models
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DOI: 10.1016/j.spl.2023.109940
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References listed on IDEAS
- Franchini, Simone, 2017. "Large deviations for generalized Polya urns with arbitrary urn function," Stochastic Processes and their Applications, Elsevier, vol. 127(10), pages 3372-3411.
- Grama, Ion & Haeusler, Erich, 2000. "Large deviations for martingales via Cramér's method," Stochastic Processes and their Applications, Elsevier, vol. 85(2), pages 279-293, February.
- Janson, Svante, 2004. "Functional limit theorems for multitype branching processes and generalized Pólya urns," Stochastic Processes and their Applications, Elsevier, vol. 110(2), pages 177-245, April.
- Smythe, R. T., 1996. "Central limit theorems for urn models," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 115-137, December.
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Keywords
Urn models; Martingales; Azuma inequality; Large deviation;All these keywords.
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