Title: Large Deviation Bounds: Binomial and Poisson Rate Functions
Goal:The main goal of this project is to learn the concept of large deviation for sum of i.i.d. random variables. In particular, Chernoff bound and Cramér's upper bound. Examples should include i.i.d. Binomial and Poisson sums.
Remarks: This is essentially a reading project. A lot of materials can be found in the Section 2.4.2 & 2.4.3 of R. van der Hofstad: Random Graphs and Complex Networks: Volume I. book and other references therein.