论文标题
自变量的急剧有限样本浓度
Sharp finite-sample concentration of independent variables
论文作者
论文摘要
我们展示了Sanov定理在大偏差方面的扩展,控制了I.I.D.的尾巴概率。具有匹配浓度和抗浓缩边界的随机变量。该结果具有一般范围,适用于任何大小的样本,并且使用基本技术具有简短的信息理论证明。
We show an extension of Sanov's theorem on large deviations, controlling the tail probabilities of i.i.d. random variables with matching concentration and anti-concentration bounds. This result has a general scope, applies to samples of any size, and has a short information-theoretic proof using elementary techniques.