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Results tagged with pr.probability
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user 143501
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
4
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1
answer
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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
3
votes
1
answer
347
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Can anyone give a reference to the proof of this concentration inequality?
The following concentration inequality for the supremum of a Gaussian process indexed by a separable metric space appears here: http://math.iisc.ac.in/~manju/GP/6-Concentration%20and%20comparison%20ag …
- 123