Bennett--Bernstein, Freedman, and Hoeffding concentration inequalities

Source: url:https://github.com/jtraverso/erdos-81-chordal-clique-partitions/blob/b3423f3e8c8db7c2d1b279673293ef3079faf903/preprints/PAPER_III/05_formalization/lean_v1.4_freeze/Contrib/FreedmanBernstein.lean Authors: Juan Pablo Traverso Gianini, Aristotle Status: verified Main declarations: Contrib.Freedman.subgamma_bernstein_tail Tags: probability-theory, concentration-inequalities, martingales MSC: 60E15, 60G42

Variance-sensitive and finite concentration inequalities

This project develops Bennett--Bernstein sub-gamma estimates, a Freedman--Bernstein inequality for adapted sums, and conditional and independent-variable Hoeffding bounds.