When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence

Autor:	Zhang, Rui-Ray
Rok vydání:	2021
Předmět:	Mathematics - Probability Mathematics - Combinatorics
Druh dokumentu:	Working Paper
DOI:	10.1016/j.spl.2021.109272
Popis:	We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type inequality for the summation of graph-dependent bounded variables. These results extend McDiarmid's bounded difference inequality to the dependent cases. Comment: To appear in Statistics & Probability Letters
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2110.05374 Zobrazit plný text záznamu View this record from Arxiv