Large deviation upper bounds for sums of positively associated indicators
Probability
2014-12-22 v2
Abstract
We give exponential upper bounds for , in particular , where is a sum of indicator random variables that are positively associated. These bounds allow, in particular, a comparison with the independent case. We give examples in which we compare with a famous exponential inequality for sums of correlated indicators, the Janson inequality. Here our bound sometimes proves to be superior to Janson's bound.
Cite
@article{arxiv.1408.0294,
title = {Large deviation upper bounds for sums of positively associated indicators},
author = {Matthias Löwe and Franck Vermet},
journal= {arXiv preprint arXiv:1408.0294},
year = {2014}
}
Comments
15 pages