An algorithmic proof of the Chernoff-Hoeffding bound
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چکیده
We provide a simple algorithmic argument to “explain” the concentration of measure phenomenon observed in the sum of independent random variables. Roughly speaking, we observe that without concentration of measure it would be possible to predict the outcome of a coin toss with probability greater than 1/2. We use this idea to derive an alternative proof of a Chernoff-Hoeffding bound for large deviations.
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تاریخ انتشار 2013