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The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the way, bounds are obtained on martingale differences associated with the random sequences, which may be of independent interest. As applications of the main result, concentration inequalities are also derived for inhomogeneous Markov chains and hidden Markovdoi:10.1214/07-aop384 fatcat:diioawnzwzf43nug7hdu5cqvgm