The multiplicative version of azuma's inequality, with an application to contention analysis
W Kuszmaul, Q Qi - arXiv preprint arXiv:2102.05077, 2021 - arxiv.org
W Kuszmaul, Q Qi
arXiv preprint arXiv:2102.05077, 2021•arxiv.orgAzuma's inequality is a tool for proving concentration bounds on random variables. The
inequality can be thought of as a natural generalization of additive Chernoff bounds. On the
other hand, the analogous generalization of multiplicative Chernoff bounds has, to our
knowledge, never been explicitly formulated. We formulate a multiplicative-error version of
Azuma's inequality. We then show how to apply this new inequality in order to greatly
simplify (and correct) the analysis of contention delays in multithreaded systems managed …
inequality can be thought of as a natural generalization of additive Chernoff bounds. On the
other hand, the analogous generalization of multiplicative Chernoff bounds has, to our
knowledge, never been explicitly formulated. We formulate a multiplicative-error version of
Azuma's inequality. We then show how to apply this new inequality in order to greatly
simplify (and correct) the analysis of contention delays in multithreaded systems managed …
Azuma's inequality is a tool for proving concentration bounds on random variables. The inequality can be thought of as a natural generalization of additive Chernoff bounds. On the other hand, the analogous generalization of multiplicative Chernoff bounds has, to our knowledge, never been explicitly formulated. We formulate a multiplicative-error version of Azuma's inequality. We then show how to apply this new inequality in order to greatly simplify (and correct) the analysis of contention delays in multithreaded systems managed by randomized work stealing.
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