论文标题

Azuma-hoeffding为一类urn模型的界限

Azuma-Hoeffding bounds for a class of urn models

论文作者

Dasgupta, Amites

论文摘要

我们获得了Azuma界限,以远离一类urn模型的极限。该方法包括使用替换矩阵的特征向量将变量与某些线性组合联系起来,从而引入适当的蛋黄酱。一些重复的特征值的情况也被考虑使用Jordan载体。

We obtain Azuma bounds for the probabilities of being away from the limit for a class of urn models. The method consists of relating the variables to certain linear combinations using eigenvectors of the replacement matrix, thus bringing in appropriate martingales. Some cases of repeated eigenvalues are also considered using Jordan vectors.

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