Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables

When addressing various financial problems, such as estimating stock portfolio risk, it is necessary to derive the distribution of sum dependent random variables. Although deriving this requires identifying joint these variables, exact estimation variables difficult. Therefore, in recent years, studies have been conducted on bound with dependence uncertainty. In study, we obtain an improved Hoeffding inequality for bounded Further, expand above result case sub-Gaussian