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Bernstein inequalities (probability theory)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability inequality Concentration inequality Sub-Gamma random variable in the right tail
2026-09-24  1 By others on same topic  0 Discussions Create my own version
For independent centered variables Xi​≤b and v=∑i​EXi2​,
P(∑i​Xi​≥t)≤exp(−2(v+bt/3)t2​).
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  1. Sub-Gamma random variable in the right tail
  2. Concentration inequality
  3. Probability inequality
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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Bernstein inequalities (probability theory) by Wikipedia Bot  1
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In probability theory, Bernstein inequalities are a set of concentration inequalities that provide bounds on the probability that the sum of independent random variables deviates from its expected value. They are particularly useful in the context of random variables that exhibit bounded variance.
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