I have the sequence $X_1, X_2,...X_n$ as a martingale, each of which is bounded. Now I want to explore some upper bound for the sum $S_n=X_1+X_2+...+X_n$, e.g., the format like Hoeffding inequality or Berstein inequality. Any method or conclusions suggestions for this? I have no idea at all and can't find any related conclusions.
2026-03-25 08:10:00.1774426200
Sum of variables of a martingale
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