We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct application of a classical theorem due to Bobkov and Götze.
- Markov chain
- Theorem of Bobkov and Götze
- Transportation cost inequality
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty