Bounded Differences Inequality and Azuma-Hoeffding Inequality

Learn about the Bounded Differences Inequality, also known as Azuma-Hoeffding Inequality, in this 20-minute mathematics lecture from MIT's Probabilistic Methods in Combinatorics course. Explore how Lipschitz functions with independent random inputs concentrate around their mean, with practical applications demonstrated through the coupon collector problem and determining the chromatic number of random graphs. Professor Yufei Zhao delivers an in-depth examination of this fundamental tail bound concept essential for probabilistic analysis.