When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence
Probability
2021-11-01 v2 Combinatorics
Abstract
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.
Cite
@article{arxiv.2110.05374,
title = {When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence},
author = {Rui-Ray Zhang},
journal= {arXiv preprint arXiv:2110.05374},
year = {2021}
}
Comments
To appear in Statistics & Probability Letters