Revisiting Concentration of Missing Mass

19 May 2020  ·  Maciej Skorski ·

We revisit the problem of \emph{missing mass concentration}, developing a new method of estimating concentration of heterogenic sums, in spirit of celebrated Rosenthal's inequality. As a result we slightly improve the state-of-art bounds due to Ben-Hamou at al., and simplify the proofs.

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