A contribution to the theory of Chernoff bounds

Chernoff bounds on pairwise error probabilities of space-time codes

We derive Chernoff bounds on pairwise error probabilities of coherent and noncoherent space-time signaling schemes. First, general Chernoff bound expressions are derived for a correlated Ricean fading channel and correlated additive Gaussian noise. Then, we specialize the obtained results to the cases of space-timeseparable noise, white noise, and uncorrelated fading. We derive approximate Cher...

Probability of error, equivocation, and the Chernoff bound

-I4 ET US consider the usual decision-theory problem of classifying an observation X ss coming from one of m possible classes (hypotheses) C,, CZ, * , C,. Let nl, .a * , 7~,,, denote the a priori probabilities on the hypotheses, and let p,(x), * * * , p,(x) denote the conditional probability density functions given the true hypothesis. Let us assume that these are known. Then it is well knoti t...

Lecture 03 : Chernoff Bounds and Intro to Spectral Graph Theory 3 1 . 1 Hoeffding ’ s Inequality

Geometric Applications of Chernoff-type Estimates

In this paper we present a probabilistic approach to some geometric problems in asymptotic convex geometry. The aim of this paper is to demonstrate that the well known Chernoff bounds from probability theory can be used in a geometric context for a very broad spectrum of problems, and lead to new and improved results. We begin by briefly describing Chernoff bounds, and the way we will use them....

IRWIN AND JOAN JACOBS CENTER FOR COMMUNICATION AND INFORMATION TECHNOLOGIES On Improved Bounds for Probability Metrics and f- Divergences

Derivation of tight bounds for probability metrics and f -divergences is of interest in information theory and statistics. This paper provides elementary proofs that lead, in some cases, to significant improvements over existing bounds; they also lead to the derivation of some existing bounds in a simplified way. The inequalities derived in this paper relate between the Bhattacharyya parameter,...