Timeline for Concentration inequality of joint event over time of a submartingale
Current License: CC BY-SA 4.0
2 events
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| Sep 21, 2022 at 17:28 | comment | added | Sung-En Chiu | Yes, the union bound is tight in the exponent in this case. But what I was looking for was to tighten the constant B. Even though it is just a constant, in practice it can be very large if we simply use the union-bound summation like what you did. | |
| Feb 4, 2022 at 5:05 | history | answered | Yuval Peres | CC BY-SA 4.0 |