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Concentration inequalities for very rare events on a multiplicative scale
Let $E_1, \dots, E_N$ be independent events, each of probability $p$, where $p$ is very close to $0$. Let $A_N = \frac{1}{N} ( 1_{E_1} + \dots + 1_{E_N} )$ be the proportion of the events $E_i$ that ...