Time-uniform Chernoff bounds via nonnegative supermartingales
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Publication:2188432
DOI10.1214/18-PS321zbMath1456.60054arXiv1808.03204OpenAlexW3028378217MaRDI QIDQ2188432
Aaditya Ramdas, Steven R. Howard, Jon D. McAuliffe, Jasjeet Sekhon
Publication date: 11 June 2020
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.03204
Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Sample path properties (60G17) Random matrices (algebraic aspects) (15B52)
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