2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/118081We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some recent concentration of measure results. The linear programming inequality may be of independent interest.9 pagesFunctional AnalysisProbability90C05; 60A99; 46B20text