×

Exponential bounds and tails for additive random recursive sequences. (English) Zbl 1158.60309

Summary: 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 U. Rösler [RAIRO, Inform. Théor. Appl. 25, No. 1, 85–100 (1991; Zbl 0718.68026); Stochastic Processes Appl. 42, No. 2, 195–214 (1992; Zbl 0761.60015)] and R. Neininger [Stat. Decis. 23, No. 2, 131–146 (2005; Zbl 1092.60014)] 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 Y. Kasahara [J. Math. Kyoto Univ. 18, 209–219 (1978; Zbl 0421.40009)].

MSC:

60C05 Combinatorial probability
05C80 Random graphs (graph-theoretic aspects)
60E10 Characteristic functions; other transforms
68W40 Analysis of algorithms