somewhere near the beginning.

victory is mine over probability!

Filed under: General — Alex @ 7:38 pm 3/28/2007

Ha! Things are looking up. I just read through the first 15 pages of one of our recommended readings for large deviations, on concentration of measure inequalities– 15 pages in under 45 minutes is nontrivial, folks :). At first I was scared because I couldn’t for the life of me figure out why

 \mathbb{E}X = \int_0^\infty \mathbb{P}\{X \geq t \} \: dt,

and that was literally the first equation on the first page! But then I decided to go with it for the nonce, and the rest went so smooth, I had learned about Bernstein’s inequality before I knew it. If the rest of the reading goes like this, I might remember stuff! I certainly understand it.

Oh, and I did figure out how to prove that heart stopper: use Fubini. I have seen this before, in a different context, when I was taking Papadakis’ fourier analysis course. See what I mean about forgetting stuff? At least this time forgetting helped me to figure out for myself how to prove it.

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