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  Volume 7, Issue 5, Article 187
 
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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