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Results tagged with large-deviations
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user 64449
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Large deviation/concentration inequality for submartingale
For convenience, suppose that $D_0 = 0$ and $M_0=0$. The lower bound $D_{t+1} - D_t \ge \Delta$ implies that $D_{t} \ge \Delta t$ a.s., i.e., $D_t$ grows at least linearly with $t$. Thus, for any $t \ …
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