Markov tail bound
The first tail inequality in the concentration ladder.
- sources
- 2
- assumptions
- 3
- obligations
- 5
- diagnostics
- 1
- exercises
- 1
- failures
- 2
Paths
Start with theorem trails when you need statements, assumptions, source locators, Lean status, diagnostics, and checkpoints in one place. Use broader reading paths only after the theorem spine is clear.
12 claim-governed paths through the proof spine: theorem statement, assumptions, proof sketch, source locator, formal status, diagnostics, exercises, failure checks, and review queue.
Theorem statements
12/12
Every flagship row opens to a theorem-first trail page.
Source locators
29
Reviewed source-location records attached to trail claims.
Diagnostics
16
Canonical items tied to assumptions or proof steps.
Exercises
13
Topic exercises linked into the trail review surface.
Failure checks
24
Known misuse cases tied to evidence or diagnostics.
Lean exact
9/12
Trails with an exact Lean wrapper for the governed claim.
The first tail inequality in the concentration ladder.
How variance turns Markov into a two-sided deviation bound.
The subadditivity step behind finite-class learning bounds.
The MGF control that turns boundedness into sub-Gaussian tails.
The bounded independent-sum theorem used inside learning bounds.
Hoeffding plus a union bound, with every assumption visible.
The combinatorial bridge from infinite classes to finite growth.
The score-identity route from Fisher information to estimator variance.
The countable bad-event control behind almost-sure arguments.
How summable probabilities become almost-sure finite occurrence.
The geometry step behind covariance, projection, and information bounds.
The bounded-difference concentration route for adaptive sequences.
Longer topic sequences for foundation building, systems work, and research prep.
The classical spine: ERM, uniform convergence, VC dimension, Rademacher complexity. Start here if you want to understand why learning from data works.
From Markov to Matrix Bernstein. The inequality toolkit that every generalization bound, random matrix argument, and stability proof depends on.
Linear maps, matrix operations, norms, eigenspaces, SVD, PCA, Jacobians, and matrix calculus. The algebra spine behind ML theory and neural networks.
Build a tiny MLP before jumping to transformers: linear layers, activations, losses, gradient descent, backprop, softmax, cross-entropy, and generalization checks.
A two-stage decoder-only path: next-token prediction, causal masking, embeddings, transformer blocks, then KV cache, FlashAttention, and modern inference.
A shape-and-memory rebuild track: linear layers, manual backprop, attention ledgers, transformer forward passes, KV cache, roofline reasoning, and accelerator constraints.
Measure theory, Radon-Nikodym, convex duality, martingales, information theory. The serious math infrastructure that separates surface-level from real understanding.
Where classical theory fails and what replaces it. Implicit bias, double descent, NTK, benign overfitting, scaling laws. The frontier of understanding why deep learning works.
Post-training, test-time compute, agents, MoE, Mamba, diffusion, context engineering. The topics that dominate current research and systems work.