Large deviations for sums of partly dependent random variables

  • Authors:
  • Svante Janson

  • Affiliations:
  • Department of Mathematics, Uppsala University, P.O. Box 480, SE-751 06 Uppsala, Sweden

  • Venue:
  • Random Structures & Algorithms - Isaac Newton Institute Programme “Computation, Combinatorics and Probability”: Part I
  • Year:
  • 2004

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Abstract

We use and extend a method by Hoeffding to obtain strong large deviation bounds for sums of dependent random variables with suitable dependency structure. The method is based on breaking up the sum into sums of independent variables. Applications are given to U-statistics, random strings and random graphs. © 2004 Wiley Periodicals, Inc. Random Struct. Alg., 2004