Abstract
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.
Original language | English (US) |
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Article number | 109071 |
Journal | Statistics and Probability Letters |
Volume | 173 |
DOIs | |
State | Published - Jun 2021 |
Keywords
- Concentration
- Markov chain
- Theorem of Bobkov and Götze
- Transportation cost inequality
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty