Entropy method for the left tail

Details Entropy method for the left tail Entropy method for the left tail

2006-08-29

arxiv.org/abs/math/0608706v2

Mathematics

Probability

Scientific paper

When we use the entropy method to get the tail bounds, typically the left
tail bounds are not good comparing with the right ones. Up to now this
asymmetry has been observed many times. Surprisingly we find an entropy method
for the left tail that works in the exactly same way that it works for the
right tail.

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