Local tail bounds for functions of independent random variables
| dc.creator | Devroye, Luc | |
| dc.creator | Lugosi, Gábor | |
| dc.date | 2007-12-11 | |
| dc.date.accessioned | 2026-07-07T08:51:49Z | |
| dc.date.available | 2026-07-07T08:51:49Z | |
| dc.description | It is shown that functions defined on $\{0,1,...,r-1\}^n$ satisfying certain conditions of bounded differences that guarantee sub-Gaussian tail behavior also satisfy a much stronger ``local'' sub-Gaussian property. For self-bounding and configuration functions we derive analogous locally subexponential behavior. The key tool is Talagrand's [Ann. Probab. 22 (1994) 1576--1587] variance inequality for functions defined on the binary hypercube which we extend to functions of uniformly distributed random variables defined on $\{0,1,...,r-1\}^n$ for $r\ge2$. | |
| dc.description | Published in at http://dx.doi.org/10.1214/00911797000000088 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0712.1686 | |
| dc.identifier | http://arxiv.org/abs/0712.1686 | |
| dc.identifier | Annals of Probability 2008, Vol. 36, No. 1, 143-159 | |
| dc.identifier | doi:10.1214/00911797000000088 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/145067 | |
| dc.subject | Probability | |
| dc.subject | 60F10 (Primary) | |
| dc.title | Local tail bounds for functions of independent random variables | |
| dc.type | text |