Concentration inequalities and martingale inequalities: a survey. (English) Zbl 1111.60010

Summary: We examine a number of generalized and extended versions of concentration inequalities and martingale inequalities. These inequalities are effective for analyzing processes with quite general conditions as illustrated in an example for an infinite Polya process and web graphs.


60E15 Inequalities; stochastic orderings
60G42 Martingales with discrete parameter
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