Let $Z=(z_0,z_2,...,z_{N-1})$ be a vector with Chi-square distributed random variables ($zi=a_ia_i^*, a_i:CN(0,1)$ :Complex scalar gaussian), and consider $f:R^N->R, (f(Z)=||Z||_2$) as function unbounded with respect to Z. Is it possible to calculate its tail bound with the Martingale difference sequence (MDS), from Azuma-Hoeffding? And if yes, How I should calculate MDS bounds ($b_i$) in which $|D_i|<=b_i$ might be bounded, where Di are defined as
$$ D_i=E[||Z||_2|z_0,z_1,...,z_i]-E[||Z||_2|z_0,z_1,...,z_{i-1}]**** $$ How it is possible to calculate these Conditional Expecation?