Related papers: Large deviations and Chernoff bound for certain co…
This paper develops an optimal Chernoff type bound for the probabilities of large deviations of sums $\sum_{k=1}^n f (X_k)$ where $f$ is a real-valued function and $(X_k)_{k \in \mathbb{Z}_{\ge 0}}$ is a finite state Markov chain with an…
Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…
The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…
We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certain case; other bounds…
Exploiting quantum measurements is a promising route for preparation of correlated quantum states. We use methods from large deviation theory to solve this problem exactly for a specific system: the deterministic quantum East circuit with…
We establish the large deviation principle for a topological Markov shift over infinite alphabet which satisfies strong combinatorial assumptions called ``finite irreducibility'' or ``finite primitiveness''. More precisely, we assume the…
In this article we consider an extension of the classical Curie-Weiss model in which the global and deterministic external magnetic field is replaced by local and random external fields which interact with each spin of the system. We prove…
The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…
An identity between two versions of the Chernoff bound on the probability a certain large deviations event, is established. This identity has an interpretation in statistical physics, namely, an isothermal equilibrium of a composite system…
Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…
We consider decision problems on finite sets of hypotheses represented by pairwise different shift-invariant states on a quantum spin chain. The decision in favor of one of the hypotheses is based on outputs of generalized measurements…
We obtain large deviations for a class of dependent random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0, 1)\cup (1, 2]$. This class includes ergodic sums of observables in the domain of attraction of an…
By combining the Minkowski inequality and the quantum Chernoff bound, we derive easy-to-compute upper bounds for the error probability affecting the optimal discrimination of Gaussian states. In particular, these bounds are useful when the…
Let $\Sigma_{A}(\mathbb{N})$ be a topologically mixing countable Markov shift with the BIP property over the alphabet $\mathbb{N}$ and $f: \Sigma_{A}(\mathbb{N}) \rightarrow \mathbb{R}$ a potential satisfying the Walters condition with…
In probability theory, the Chernoff bound gives exponentially decreasing bounds on tail distributions for sums of independent random variables and such bound is applied at different fields in science and engineering. In this work, we…
We study generalisations of a simple, combinatorial proof of a Chernoff bound similar to the one by Impagliazzo and Kabanets (RANDOM, 2010). In particular, we prove a randomized version of the hitting property of expander random walks and…
Using local density correlation functions for a one-dimensional spin system, we introduce a correlation function difference (CFD) which compares correlations on a given site between a full system of size $L$ and its restriction to $\ell<L$…
We consider level-2 large deviations for the one-sided countable full shift without assuming the existence of Bowen's Gibbs state. To deal with non-compact closed sets, we provide a sufficient condition in terms of inducing which ensures…
Chernoff's bound binds a tail probability (ie. $Pr(X \ge a)$, where $a \ge EX$). Assuming that the distribution of $X$ is $Q$, the logarithm of the bound is known to be equal to the value of relative entropy (or minus Kullback-Leibler…
The paper that is commented by Touchette contains a computational study which opens the door to a desirable generalization of the standard large deviation theory (applicable to a set of $N$ nearly independent random variables) to systems…