School of Technology and Computer Science Seminars
Hoeffding's Inequality for Sums of Weakly Dependent andom Variables
by Sarat Babu Moka (School of Technology and Computer Science, TIFR)
Friday, June 24, 2016
from
to
(Asia/Kolkata)
at A-201 (STCS Seminar Room)
at A-201 (STCS Seminar Room)
Description |
Let X_1, X_2, ... ,X_n be, possibly dependent, [0,1]-valued random variables. The following question is important: What is a sharp upper bound on the probability that their sum is significantly larger (or significantly smaller) than their mean? We see the classical result by Wassily Hoeffding (1963) for independent random variables, and generalize the result to several notions of weak dependence between the random variables. |