Bounded Differences Inequality (aka Azuma-Hoeffding Inequality) // TRAIN BRAIN

Bounded Differences Inequality (aka Azuma-Hoeffding Inequality)

MIT 18.226 Probabilistic Methods in Combinatorics, Fall 2024
Instructor: Yufei Zhao
View the complete course: https://ocw.mit.edu/courses/18-226-probabilistic-methods-in-combinatorics-fall-2022/
YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP61cYB5ymvFiEbIb-wWHfaqO
An important tail bound in probabilistic analysis. A Lipschitz function with independent random inputs is concentrated about its mean. Two applications: (1) coupon collector problem (2) chromatic number of a random graph.
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