94 research outputs found
Upper tails for triangles
With the number of triangles in the usual (Erd\H{o}s-R\'enyi) random
graph , and , we show (for some )
\Pr(\xi> (1+\eta)\E \xi) < \exp[-C_{\eta}\min{m^2p^2\log(1/p),m^3p^3}].
This is tight up to the value of .Comment: 10 page
The missing log in large deviations for triangle counts
This paper solves the problem of sharp large deviation estimates for the
upper tail of the number of triangles in an Erdos-Renyi random graph, by
establishing a logarithmic factor in the exponent that was missing till now. It
is possible that the method of proof may extend to general subgraph counts.Comment: 15 pages. Title changed. To appear in Random Structures Algorithm
Moment inequalities for functions of independent random variables
A general method for obtaining moment inequalities for functions of
independent random variables is presented. It is a generalization of the
entropy method which has been used to derive concentration inequalities for
such functions [Boucheron, Lugosi and Massart Ann. Probab. 31 (2003)
1583-1614], and is based on a generalized tensorization inequality due to
Latala and Oleszkiewicz [Lecture Notes in Math. 1745 (2000) 147-168]. The new
inequalities prove to be a versatile tool in a wide range of applications. We
illustrate the power of the method by showing how it can be used to
effortlessly re-derive classical inequalities including Rosenthal and
Kahane-Khinchine-type inequalities for sums of independent random variables,
moment inequalities for suprema of empirical processes and moment inequalities
for Rademacher chaos and U-statistics. Some of these corollaries are apparently
new. In particular, we generalize Talagrand's exponential inequality for
Rademacher chaos of order 2 to any order. We also discuss applications for
other complex functions of independent random variables, such as suprema of
Boolean polynomials which include, as special cases, subgraph counting problems
in random graphs.Comment: Published at http://dx.doi.org/10.1214/009117904000000856 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
On the method of typical bounded differences
Concentration inequalities are fundamental tools in probabilistic
combinatorics and theoretical computer science for proving that random
functions are near their means. Of particular importance is the case where f(X)
is a function of independent random variables X=(X_1, ..., X_n). Here the well
known bounded differences inequality (also called McDiarmid's or
Hoeffding-Azuma inequality) establishes sharp concentration if the function f
does not depend too much on any of the variables. One attractive feature is
that it relies on a very simple Lipschitz condition (L): it suffices to show
that |f(X)-f(X')| \leq c_k whenever X,X' differ only in X_k. While this is easy
to check, the main disadvantage is that it considers worst-case changes c_k,
which often makes the resulting bounds too weak to be useful.
In this paper we prove a variant of the bounded differences inequality which
can be used to establish concentration of functions f(X) where (i) the typical
changes are small although (ii) the worst case changes might be very large. One
key aspect of this inequality is that it relies on a simple condition that (a)
is easy to check and (b) coincides with heuristic considerations why
concentration should hold. Indeed, given an event \Gamma that holds with very
high probability, we essentially relax the Lipschitz condition (L) to
situations where \Gamma occurs. The point is that the resulting typical changes
c_k are often much smaller than the worst case ones.
To illustrate its application we consider the reverse H-free process, where H
is 2-balanced. We prove that the final number of edges in this process is
concentrated, and also determine its likely value up to constant factors. This
answers a question of Bollob\'as and Erd\H{o}s.Comment: 25 page
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