Bernstein-like Concentration and Moment Inequalities for Polynomials of Independent Random Variables: Multilinear Case
Probability
2012-06-11 v2
Abstract
We show that the probability that a multilinear polynomial of independent random variables exceeds its mean by is at most for sufficiently small , where is an absolute constant. This matches (up to constants in the exponent) what one would expect from the central limit theorem. Our methods handle a variety of types of random variables including Gaussian, Boolean, exponential, and Poisson. Previous work by Kim-Vu and Schudy-Sviridenko gave bounds of the same form that involved less natural parameters in place of the variance.
Keywords
Cite
@article{arxiv.1109.5193,
title = {Bernstein-like Concentration and Moment Inequalities for Polynomials of Independent Random Variables: Multilinear Case},
author = {Warren Schudy and Maxim Sviridenko},
journal= {arXiv preprint arXiv:1109.5193},
year = {2012}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1104.4997