i have a simple question about Azuma-Hoffding inequality.
If {X0,X1,…Xn} is a martingale, since it is both a supermartingale and submartingale and λ>0, we have the Azum-Hoeffding inequality :
P(\mid X_n - X_0 \mid \geq \lambda) \leq 2\exp(\frac{-\lambda²}{2\sum_{i=1}^{n} c_{k}^2})
My question is, if {\displaystyle \left\{X_{0},X_{1},\dots X_n \right\}} is just a supermartingale i can say that
P(\mid X_n - X_0 \mid \geq \lambda) \leq 2\exp(\frac{-\lambda²}{2\sum_{i=1}^{n} c_{k}^2})
Thanks.
