English

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 ff of independent random variables exceeds its mean by λ\lambda is at most eλ2/(RqVar(f))e^{-\lambda^2 / (R^q Var(f))} for sufficiently small λ\lambda, where RR 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