Hoeffding's inequality

Discussion in 'Advanced Applied Math' started by lexapro8585, Dec 1, 2022.

  1. lexapro8585

    lexapro8585

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    Hello
    I want to know what does it mean if upload_2022-12-1_18-13-52.png in Hoeffding's inequality
    photo_2022-12-01_15-58-16.jpg
     

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    lexapro8585, Dec 1, 2022
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  2. lexapro8585

    HallsofIvy

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    It's close to trivial! The only place t appears on the right is in the numerator of a fraction so, as t goes to infinity that fraction goes to infinity, but that means the exponent is going to negative infinity so the exponential goes to 0.
    On the left, a sum CAN'T be greater than infinity! So the probability on the left is also 0.

    As t goes to 0, that inequality reduces to "0= 0".
     
    HallsofIvy, Sep 3, 2023
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