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6 votes
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Chernoff bound in the not-quite-sub-exponential case

In Terry Tao's notes on Concentration of measure, Exercise 7 indicates that the Chernoff bound can be generalized to sub-exponential random variables: http://terrytao.wordpress.com/2010/01/03/254a-...
Dustin G. Mixon's user avatar
5 votes
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137 views

Large Deviations: Exponential decay in normed spaces

Let $(X_1,X_2,\cdots)$ be a sequence of independent and identically distributed random variables taking values in some general normed space $(V,||\cdot||)$. Denote $\mu=E[X_1]$ and $S_n=\frac{1}{n}[...
Manuel Schmidt's user avatar
3 votes
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166 views

Matrix Chernoff sampling with out replacement

I am interested to know if the matrix Chernoff bound (see Theorem 5.1.1 in https://arxiv.org/pdf/1501.01571.pdf) holds if one samples without replacement. For example, the Bernstein inequality is ...
felasfaw's user avatar
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