From fe1f87fcf26eb1587213abbcbecb119413dd1860 Mon Sep 17 00:00:00 2001 From: nate stemen Date: Mon, 17 Mar 2025 17:41:56 -0700 Subject: [PATCH 1/2] fix Chernoff bound expressions --- appendix.Rmd | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/appendix.Rmd b/appendix.Rmd index 8e2bb25..f893533 100644 --- a/appendix.Rmd +++ b/appendix.Rmd @@ -912,8 +912,8 @@ We focus on a restricted class of random variables, i.e. the case when our rando :::{.theorem #chernoff-bound name="Chernoff bound"} Let $X=\sum_i^n X_i$ where $X_i =1$ with probability $p_i$ and $X_i=0$ with probability $(1-p_i)$, and all $X_i$ are independent. Let $\mu=E[X] = \sum_i^n p_i$. Then: -- *Upper tail*: $P(X \geq (1+\delta)\mu) \leq e^-\frac{\delta^2}{2+\delta}\mu$ for all $\delta > 0$ -- *Lower tail*: $P(X \leq (1-\delta)\mu) \leq e^{\mu\delta^2/2}$ for all $0 \leq \delta \leq 1$ +- *Upper tail*: $P(X \geq (1+\delta)\mu) \leq e^{-\frac{\delta^2}{2+\delta}\mu}$ for all $\delta > 0$ +- *Lower tail*: $P(X \leq (1-\delta)\mu) \leq e^{-\mu\delta^2/2}$ for all $0 < \delta < 1$ ::: @@ -974,8 +974,8 @@ You can find a nice proof [here](https://math.mit.edu/~goemans/18310S15/chernoff ```{theorem, chernoff-bound2, name="Chernoff bound"} Suppose $X_1, \dots, X_t$ are independent random variables taking values in $\{0,1\}$. Let $M_t= (X_1 + \dots X_t)/t$ denote their average value. Then for any $0 < \epsilon < 1$, -- (Multiplicative) $Pr[M_t - \mu \leq -\epsilon \mu] \leq \exp^{-\frac{t\mu\epsilon^2}{2}}$ and $Pr[M_t - \mu \geq \epsilon \mu] \leq \exp^{-\frac{t\mu\epsilon^2}{3}}$ -- (Additive) $Pr[M_t - \mu \leq -\epsilon ] \leq exp^{-2t\epsilon^2}$ and $Pr[M_t - \mu \geq \epsilon ] \leq \exp^{-2t\epsilon^2}$ +- (Multiplicative) $Pr[M_t - \mu \leq -\epsilon \mu] \leq \exp\left(-\frac{t\mu\epsilon^2}{2}\right)$ and $Pr[M_t - \mu \geq \epsilon \mu] \leq \exp\left(-\frac{t\mu\epsilon^2}{3}\right)$ +- (Additive) $Pr[M_t - \mu \leq -\epsilon ] \leq exp\left(-2t\epsilon^2\right)$ and $Pr[M_t - \mu \geq \epsilon ] \leq \exp\left(-2t\epsilon^2\right)$ ``` From 5929e8a051d44b58d57619cf947e16ce0bbaf7c8 Mon Sep 17 00:00:00 2001 From: nate stemen Date: Mon, 17 Mar 2025 17:45:56 -0700 Subject: [PATCH 2/2] s/fund/foundation --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index dfe5cb7..13ccb09 100644 --- a/README.md +++ b/README.md @@ -4,7 +4,7 @@ # README -[![Unitary Fund](https://img.shields.io/badge/Supported%20By-UNITARY%20FUND-brightgreen.svg?style=for-the-badge)](http://unitary.fund) +[![Unitary Foundation](https://img.shields.io/badge/Supported%20By-UNITARY%20FOUNDATION-brightgreen.svg?style=for-the-badge)](https://unitary.foundation) > Program is an embodiment of an algorithm. Algorithms works on information, programs works on data. - Donald Knuth.