Chernoff Bounds

نویسنده

  • Wolfgang Mulzer
چکیده

If m = 2, i.e., P = (p, 1 − p) and Q = (q, 1 − q), we also write DKL(p‖q). The Kullback-Leibler divergence provides a measure of distance between the distributions P and Q: it represents the expected loss of efficiency if we encode an m-letter alphabet with distribution P with a code that is optimal for distribution Q. We can now state the general form of the Chernoff Bound: Theorem 1.1. Let X1, . . . , Xn be independent random variables with Xi ∈ {0, 1} and Pr[Xi = 1] = p, for i = 1, . . . n. Set X := ∑n i=1Xi. Then, for any t ∈ [0, 1− p], we have Pr[X ≥ (p+ t)n] ≤ e−DKL(p+t‖p)n.

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تاریخ انتشار 2015