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Large deviations for sums of partly dependent random variables
Author(s) -
Janson Svante
Publication year - 2004
Publication title -
random structures and algorithms
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.314
H-Index - 69
eISSN - 1098-2418
pISSN - 1042-9832
DOI - 10.1002/rsa.20008
Subject(s) - struct , sum of normally distributed random variables , random variable , mathematics , dependency (uml) , exchangeable random variables , random graph , algebra of random variables , discrete mathematics , statistics , combinatorics , convergence of random variables , computer science , artificial intelligence , graph , programming language
We use and extend a method by Hoeffding to obtain strong large deviation bounds for sums of dependent random variables with suitable dependency structure. The method is based on breaking up the sum into sums of independent variables. Applications are given to U ‐statistics, random strings and random graphs. © 2004 Wiley Periodicals, Inc. Random Struct. Alg., 2004