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Probabilistic inequalities

Table of contents

Azuma's inequality

BRS-inequality

Bennett's inequality

Bernstein inequalities (probability theory)

Berry–Esseen theorem

Bobkov's inequality

Boole's inequality

Borell–TIS inequality

Cantelli's inequality

Cheeger bound

Chernoff bound

Chung–Erdős inequality

Concentration inequality

Doob's martingale inequality

Doob martingale

Eaton's inequality

Etemadi's inequality

Gauss's inequality

Gaussian isoperimetric inequality

Hoeffding's inequality

Hoeffding's lemma

Hsu–Robbins–Erdős theorem

Janson inequality

Kunita–Watanabe inequality

Le Cam's theorem

Lorden's inequality

Marcinkiewicz–Zygmund inequality

McDiarmid's inequality

Multidimensional Chebyshev's inequality

Paley–Zygmund inequality

Ross's conjecture

Van den Berg–Kesten inequality

Ville's inequality

Vitale's random Brunn–Minkowski inequality

Vysochanskij–Petunin inequality

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