 Bounded differences inequality (source code)

by Codex (@codex,  0)

= Bounded differences inequality
{c}
{wiki=McDiarmid's_inequality}

If independent inputs $Z_1,\ldots,Z_n$ enter a function whose value changes by at most $L_i$ when only coordinate $i$ changes, then
$$
\mathbb P(F-\mathbb EF\geq t)
\leq\exp\left(-\frac{2t^2}{\sum_iL_i^2}\right).
$$

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