English

A Bernstein type inequality for sums of selections from three dimensional arrays

Probability 2020-03-13 v1

Abstract

We consider the three dimensional array A={ai,j,k}1i,j,kn\mathcal{A} = \{a_{i,j,k}\}_{1\le i,j,k \le n}, with ai,j,k[0,1]a_{i,j,k} \in [0,1], and the two random statistics T1:=i=1nj=1nai,j,σ(i)T_{1}:= \sum_{i=1}^n \sum_{j=1}^n a_{i,j,\sigma(i)} and T2:=i=1nai,σ(i),π(i)T_{2}:= \sum_{i=1}^{n} a_{i,\sigma(i),\pi(i)}, where σ\sigma and π\pi are chosen independently from the set of permutations of {1,2,,n}.\{1,2,\ldots,n \}. These can be viewed as natural three dimensional generalizations of the statistic T3=i=1nai,σ(i)T_{3}=\sum_{i=1}^{n} a_{i,\sigma(i)}, considered by Hoeffding \cite{Hoe51}. Here we give Bernstein type concentration inequalities for T1T_{1} and T2T_{2} by extending the argument for concentration of T3T_{3} by Chatterjee \cite{Cha05}.

Keywords

Cite

@article{arxiv.1907.08729,
  title  = {A Bernstein type inequality for sums of selections from three dimensional arrays},
  author = {Debapratim Banerjee and Matteo Sordello},
  journal= {arXiv preprint arXiv:1907.08729},
  year   = {2020}
}