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math.PR2020★ 2 cited
Concentration inequality using unconfirmed knowledge
Go Kato
We give a concentration inequality based on the premise that random variables take values within a particular region. The concentration inequality guarantees that, for any sequence…
math.PR2019
A Tight Bound of Tail Probabilities for a Discrete-time Martingale with Uniformly Bounded Jumps
Go Kato
We investigate the properties of a discrete-time martingale , where all differences between adjacent random variables are limited to be not more…