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pointguard0
pointguard0
16:48
4
Q: Large deviation bound for squared norm of the sum of two random variables

pointguard0I want to pose this question as general as possible and ask for reference of what to do in similar situations. I'll incrementally add details to narrow down the problem. I want to derive large deviation bound for $\| X + Y \|_2^2$, where $X$ and $Y$ are $p$-dimensional dependent vectors; I b...

probability statistics normal-distribution concentration-of-measure large-deviation-theory

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