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Results tagged with measure-concentration
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user 143501
4
votes
1
answer
422
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Concentration inequality for the law of iterated logarithm
The following question arose in one of my research projects. Before stating it, let me give a short background. We all know the law of iterated logarithm. It states that if $X_1,\ldots,X_n$ are i.i.d. …
- 123
3
votes
0
answers
181
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Concentration Inequalities for the Exponential of Weighted Bernoulli Sums
I want a concentration inequality for the exponential of a weighted sum of independent Bernoulli random variables around its mean, for one of my research works. I was wondering if there is a well know …
- 123