Large deviations for sums of partly dependent random variables

被引：108

作者：

Janson, S ^{[1
]}

机构：

[1] Uppsala Univ, Dept Math, SE-75106 Uppsala, Sweden

来源：

RANDOM STRUCTURES & ALGORITHMS | 2004年 / 24卷 / 03期

关键词：

D O I：

10.1002/rsa.20008

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

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. (C) 2004 Wiley Periodicals, Inc.

引用

页码：234 / 248

页数：15

共 22 条

[1] PROBABILITIES OF LARGE DEVIATIONS FOR U-STATISTICS AND VONMISES FUNCTIONALS [J].