Exponential bounds and tails for additive random recursive sequences

Exponential bounds and tail estimates are derived for additive random recursive sequences, which typically arise as functionals of recursive structures, of random trees or in recursive algorithms. In particular they arise as parameters of divide and conquer type algorithms. We derive tail bound...

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Main Authors: Ludger Rüschendorf, Eva-Maria Schopp
Format: Article
Language:English
Published: Discrete Mathematics & Theoretical Computer Science 2007-01-01
Series:Discrete Mathematics & Theoretical Computer Science
Online Access:http://www.dmtcs.org/dmtcs-ojs/index.php/dmtcs/article/view/662
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author Ludger Rüschendorf
Eva-Maria Schopp
author_facet Ludger Rüschendorf
Eva-Maria Schopp
author_sort Ludger Rüschendorf
collection DOAJ
description Exponential bounds and tail estimates are derived for additive random recursive sequences, which typically arise as functionals of recursive structures, of random trees or in recursive algorithms. In particular they arise as parameters of divide and conquer type algorithms. We derive tail bounds from estimates of the Laplace transforms and of the moment sequences. For the proof we use some classical exponential bounds and some variants of the induction method. The paper generalizes results of R"osler (% citeyearNP{Roesler:91}, % citeyearNP{Roesler:92}) and % citeN{Neininger:05} on subgaussian tails to more general classes of additive random recursive sequences. It also gives sufficient conditions for tail bounds of the form $exp(-a t^p)$ which are based on a characterization of citeN{Kasahara:78}.
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spelling doaj.art-b32b47d6b0844c6bbc96a4bff37257742022-12-22T01:30:43ZengDiscrete Mathematics & Theoretical Computer ScienceDiscrete Mathematics & Theoretical Computer Science1462-72641365-80502007-01-0191Exponential bounds and tails for additive random recursive sequencesLudger RüschendorfEva-Maria SchoppExponential bounds and tail estimates are derived for additive random recursive sequences, which typically arise as functionals of recursive structures, of random trees or in recursive algorithms. In particular they arise as parameters of divide and conquer type algorithms. We derive tail bounds from estimates of the Laplace transforms and of the moment sequences. For the proof we use some classical exponential bounds and some variants of the induction method. The paper generalizes results of R"osler (% citeyearNP{Roesler:91}, % citeyearNP{Roesler:92}) and % citeN{Neininger:05} on subgaussian tails to more general classes of additive random recursive sequences. It also gives sufficient conditions for tail bounds of the form $exp(-a t^p)$ which are based on a characterization of citeN{Kasahara:78}.http://www.dmtcs.org/dmtcs-ojs/index.php/dmtcs/article/view/662
spellingShingle Ludger Rüschendorf
Eva-Maria Schopp
Exponential bounds and tails for additive random recursive sequences
Discrete Mathematics & Theoretical Computer Science
title Exponential bounds and tails for additive random recursive sequences
title_full Exponential bounds and tails for additive random recursive sequences
title_fullStr Exponential bounds and tails for additive random recursive sequences
title_full_unstemmed Exponential bounds and tails for additive random recursive sequences
title_short Exponential bounds and tails for additive random recursive sequences
title_sort exponential bounds and tails for additive random recursive sequences
url http://www.dmtcs.org/dmtcs-ojs/index.php/dmtcs/article/view/662
work_keys_str_mv AT ludgerruschendorf exponentialboundsandtailsforadditiverandomrecursivesequences
AT evamariaschopp exponentialboundsandtailsforadditiverandomrecursivesequences