Tail estimations for normed sums of centered exchangeable random variables

TL;DR

This paper derives exponential and power tail bounds for sums of centered exchangeable random variables, similar to those for independent variables, providing useful probabilistic estimates in dependent settings.

Contribution

It introduces tail estimation bounds for exchangeable variables, extending classical results from independent cases to dependent exchangeable sequences.

Findings

Exponential tail bounds for exchangeable sums

Power tail bounds for exchangeable sums

Extension of independent sum results to exchangeable variables

Abstract

We derive in this short report the exponential as well as power decreasing tail estimations for the sums of centered exchangeable random variables, alike ones for the sums of the centered independent ones.