Martingales, Poincaré type inequalities, and deviation inequalities (Q1266262)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales, Poincaré type inequalities, and deviation inequalities |
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Martingales, Poincaré type inequalities, and deviation inequalities (English)
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8 November 1999
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The aim of this work is to obtain concentration inequalities for some measures with martingale methods. They are obtained from deviation inequalities for diffusions on Riemannian manifolds, or for Lévy processes on Euclidean spaces. Relations to Poincaré type inequalities are also used.
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deviation inequalities
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martingale methods
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