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A Large Deviation Inequality for Functions of Independent, Multi-Way Choices

Published online by Cambridge University Press:  01 March 1998

D. A. GRABLE
Affiliation:
Institut für Informatik, Humboldt-Universität zu Berlin, Unter den Linden 6, D-10099 Berlin, Germany (e-mail: grable@informatik.hu-berlin.de)

Abstract

Often when analysing randomized algorithms, especially parallel or distributed algorithms, one is called upon to show that some function of many independent choices is tightly concentrated about its expected value. For example, the algorithm might colour the vertices of a given graph with two colours and one would wish to show that, with high probability, very nearly half of all edges are monochromatic.

The classic result of Chernoff [3] gives such a large deviation result when the function is a sum of independent indicator random variables. The results of Hoeffding [5] and Azuma [2] give similar results for functions which can be expressed as martingales with a bounded difference property. Roughly speaking, this means that each individual choice has a bounded effect on the value of the function. McDiarmid [9] nicely summarized these results and gave a host of applications. Expressed a little differently, his main result is as follows.

Type
Research Article
Copyright
1998 Cambridge University Press

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