A centered random variable is sub-Gaussian with parameter when
For , the Chernoff bound gives
Minimizing at yields . Applying the same argument to proves the left-tail bound.
The moment-generating-function inequality and its version at imply
Comparing the second-order terms as gives . Since ,
A centered is Sub-Gamma random variable in the right tail with variance factor and scale factor when
The corresponding Bernstein's inequality is
A standard squared-sub-Gaussian lemma, obtained by integrating the sub-Gaussian tail or expanding exponential moments, states that
Scaling a sub-Gamma variable by multiplies its variance factor by and its scale by ; independent sums add variance factors and take the largest scale. Decompose
Their sum is therefore sub-Gamma on the right with variance factor
and scale factor
Apply Bernstein to the sum at threshold to obtain
For , convexity of on gives
Consequently
For , independence and concavity of yield
The Chernoff bound therefore gives, for ,
For , the minimizer satisfies
Substitution gives the binary relative entropy
The endpoint cases follow by continuity.
Put . The same calculation, followed by , gives
Thus
The supplied lower bound implies
which proves the second upper-tail estimate. If , the event is empty and the same bound remains true.
For the lower tail, apply the exponential-moment argument with , or equivalently optimize at . It gives
Finally,
for , yielding ; the case follows by a limit.
For fixed disjoint , the random variable has the binomial distribution . A two-sided Chernoff bound gives
When , this is at most
There are at most ordered disjoint pairs , since each vertex can lie in , in , or in neither. The union bound therefore makes the probability of any failure at most
which proves the simultaneous estimate.
We use the following consequence of the Håstad switching lemma. If an unbounded-fan-in layered AND/OR circuit has depth and size , then after successive independent random restrictions, each retaining a suitably small proportion of the currently live variables, the restricted circuit is constant on the leaves of a decision tree of bounded depth with probability at least . To prove this switching-lemma depth reduction, first express the bottom layer as DNFs or CNFs, truncate any term wider than because a random assignment satisfies or kills it except with probability , and then apply the switching lemma with a union bound over at most gates. Replace each surviving bottom gate by its decision tree, switch DNF to CNF or conversely, and repeat. Choosing the constants so each round fails with probability at most proves the claim by a union bound.
Suppose now that . After the rounds, the expected number of live variables is
A Chernoff bound shows that at least variables remain live with probability tending to one. Conditional on the set of live variables, the assigned variables contain, with probability bounded away from zero, sufficiently close to half zeros and half ones that the restricted majority function remains a nonconstant threshold function on live variables. By part (i), its decision-tree depth is then .
With positive probability both conclusions hold: the restricted circuit has bounded decision-tree depth, but the function it computes has depth tending to infinity. This contradiction proves
For each fixed depth, the constants in the reduction may be chosen uniformly to give an absolute positive constant after the usual depth convention is fixed.
For every , the Chernoff bound and the sub-exponential moment-generating bound give
If , choose ; at the endpoint, take a limit from below. This yields
If , let . Since ,
and hence .
The coordinate-deletion functions from part c show that is weakly self-bounding. Its negative centered moment-generating function therefore satisfies the lower-tail concentration for a weakly self-bounding function estimate
Applying the Chernoff bound, for every ,
The exponent is minimized at , giving
For a cumulative distribution function , its quantile function is the generalized inverse
with the infimum allowed to be . For observations , the empirical distribution function is
If are the order statistics, then
The Bennett inequality says that if are independent, , almost surely, and , then
To prove it, convexity of on , followed by the power-series bound for centered , gives
Independence and the Chernoff bound therefore yield
The minimizing value satisfies , namely . Substitution gives the stated exponent.
For independent , the uniform order statistic satisfies
Set . The event means that at least sample points lie in . If this occurs, some -element subset consists entirely of such points. The union bound gives
This is exactly the required inequality for .
A syndrome determines a phase-error set only up to multiplication by : an error of weight and its complement of weight have the same error syndrome. Their probability ratio is
For , maximum likelihood therefore chooses the representative of smaller weight. This is exactly majority-vote decoding of a repetition code: correction succeeds when fewer than half the qubits are flipped, with a random tie-break at when is even.
If , then and . For every fixed , the distance from the mean to the decision boundary in standard deviations is
Thus the logical failure probability tends to zero, in fact exponentially by a Chernoff bound. At the two representatives are equiprobable and decoding cannot improve with . Hence
The Chernoff bound gives, for ,
Writing , elementary differentiation shows that the exponent is minimized at
Substitution gives
Thus is the Legendre transform generated by the sub-Gamma cumulant bound after its natural rescaling.
Put and . Apply the assumed Poisson log-Sobolev inequality to . Since and for ,
After division by , the entropy bound becomes
Because and , integration from to gives
The Chernoff bound and optimization over therefore yield
where is the Legendre transform of a cumulant-generating function, also called the Chernoff-Cramér transform.
A centered random variable is a Sub-Gamma random variable in the right tail with variance factor and scale parameter when
The Chernoff bound with gives
If , the exponent is at least ; if , it is at least . Hence
Bernstein's inequality states that if are independent, centered, almost surely, and , then
For , the elementary exponential-series bound gives
For this follows from , and for it follows by bounding the higher powers using . Taking expectations, using , and then independence yields
Thus the sum is sub-Gamma with parameters , and the preceding Chernoff calculation proves Bernstein's inequality.
For the empirical distribution function, set and
Then , , and
The inverted Bernstein bound gives, with probability at least ,
Since and , this implies the stated bound.
On a grid with mesh proportional to , Hoeffding inequality and a union bound give
The density of has exponential tails. A Chernoff bound therefore shows that is bounded by an absolute constant except on an event of probability . On that event, both the empirical kernel and are uniformly Lipschitz, so every pair is approximated by its nearest grid pair with total error at most . Enlarging constants and using yields
The Chernoff bound and part (b) give
Apply the same argument to and use the union bound to obtain
Put and . For , the Chernoff bound and the assumed cumulant-generating-function estimate give
The optimizer satisfies , and hence
For the left tail, apply the same argument at a negative parameter. If the optimizer satisfies , giving
For , nonnegativity of makes the strict lower-tail event empty, with the boundary handled directly.
A centered random variable is sub-Gaussian with variance parameter when
The Chernoff bound, applied to and , yields
The tail integral formula for moments and the substitution now give
If is formed by attaching one pendant edge to a fixed clique, each copy has a unique clique core. Its number of extensions is the number of ambient edges from that core to outside vertices. At a scale where the core count is tight and its expected extension count diverges sufficiently rapidly, a Chernoff bound uniformly over all possible cores shows that the total count, divided by the extension mean, has the same limiting law as the core count. Non-induced copies are intended; extra ambient edges are not forbidden.
For fixed Poisson mean and capacity , set . The optimized Chernoff bound gives . The lower bound by and Stirling's formula differs by only . Rounding to changes the cost by , proving the displayed formula and the leading scale .
Workload Chernoff bound for independent increments Created 2026-10-07 Updated 2026-10-14
For independent identically distributed traffic increments and constant service , let . If , apply the Chernoff bound at each candidate workload window and sum a geometric series. This bounds the stationary random-walk supremum. It explains the effective bandwidth criterion and distinguishes a queue's infinite-horizon overflow event from a single-window traffic event.