Toward a usable theory of Cherno Bounds for heterogeneous and partially dependent random variables

نویسنده

  • Alan Siegel
چکیده

Let X be a sum of real valued random variables and have a bounded mean EEX]. The generic Chernoo-Hoeeding estimate for large deviations of X is: PrfX?EEX] ag min 0 e ?(a+EEX]) EEe X ], which applies with a 0 to random variables with very small tails. At issue is how to use this method to attain sharp and useful estimates. We present a number of Chernoo-Hoeeding bounds for sums of random variables that may have a variety of dependent relationships and that may be heterogeneously distributed. 1 Summary In the analysis of probabilistic algorithms, some of the following problems may arise, possibly in complex combinations.

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تاریخ انتشار 1992