In probability theory, concentration inequalities provide mathematical bounds on the probability of a random variable deviating from some value (typically, its expected value). The deviation or other function of the random variable can be thought of as a secondary random variable.
In probability theory, concentration inequalities provide mathematical bounds on the probability of a random variable deviating from some value (typically, its expected value). The deviation or other function of the random variable can be thought of as a secondary random variable.
Source: Wikipedia "Concentration inequality" · CC BY-SA 4.0
Share this article: X · Bluesky