Timeline for concentration inequality for averages of dependent random variables
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
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| Oct 7, 2015 at 20:28 | history | edited | gappy3000 | CC BY-SA 3.0 |
fixed a typo on the union bound
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| Feb 22, 2013 at 18:41 | vote | accept | gappy3000 | ||
| Feb 22, 2013 at 18:40 | answer | added | Mark Meckes | timeline score: 8 | |
| Feb 22, 2013 at 16:26 | comment | added | tipanverella | I asked because you can get large deviation estimates if you have second moments estimates for the sum. This would imply (with some luck) exponential bounds for the probability of the sum. But of course this would require some covariance specification. | |
| Feb 22, 2013 at 15:24 | history | edited | gappy3000 | CC BY-SA 3.0 |
added 76 characters in body; deleted 267 characters in body
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| Feb 22, 2013 at 15:19 | comment | added | gappy3000 | Brendan, thanks for point out the inequality typo. tipanverella: the rvs can be arbitrarily dependent. | |
| Feb 22, 2013 at 15:14 | history | edited | gappy3000 | CC BY-SA 3.0 |
added 308 characters in body; added 11 characters in body; deleted 2 characters in body
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| Feb 22, 2013 at 14:24 | comment | added | tipanverella | What is known about the dependency? | |
| Feb 22, 2013 at 7:13 | comment | added | Brendan McKay | Why did you put $\gt$ in one place and $\ge$ in the other places? | |
| Feb 22, 2013 at 5:20 | history | asked | gappy3000 | CC BY-SA 3.0 |