Deviation inequalities for separately Lipschitz functionals of iterated random functions
From MaRDI portal
Publication:468728
DOI10.1016/J.SPA.2014.08.001zbMath1301.60055OpenAlexW1995723465MaRDI QIDQ468728
Publication date: 7 November 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2014.08.001
martingalesmoment inequalitiesexponential inequalitiesWasserstein distancesiterated random functions
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05)
Related Items (14)
Concentration inequalities for non-causal random fields ⋮ Deviation inequalities for martingales with applications ⋮ Concurrent neural network: a model of competition between times series ⋮ Deviation inequalities for stochastic approximation by averaging ⋮ Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances ⋮ Exponential inequalities for nonstationary Markov chains ⋮ High-dimensional VAR with low-rank transition ⋮ Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations ⋮ Empirical measures: regularity is a counter-curse to dimensionality ⋮ Large and moderate deviations for the left random walk on GL d (R) ⋮ Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces ⋮ On concentration of the empirical measure for radial transport costs ⋮ Convergence of adapted empirical measures on \(\mathbb{R}^d\) ⋮ Deviation inequalities for separately Lipschitz functionals of composition of random functions
Cites Work
- Unnamed Item
- Unnamed Item
- Constructive quantization: approximation by empirical measures
- Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
- Hoeffding's inequality for supermartingales
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- Optimal concentration inequalities for dynamical systems
- Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
- On McDiarmid's concentration inequality
- Large deviation exponential inequalities for supermartingales
- Moment inequalities for sums of dependent random variables under projective conditions
- Asymptotic theory of finite dimensional normed spaces. With an appendix by M. Gromov: Isoperimetric inequalities in Riemannian manifolds
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Large deviations for martingales.
- A general class of exponential inequalities for martingales and ratios
- Central limit theorems for the Wasserstein distance between the empirical and the true distributions
- Exponential inequalities for dynamical measures of expanding maps of the interval
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Optimum bounds for the distributions of martingales in Banach spaces
- Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
- Some probabilistic inequalities for martingales
- Moment bounds and concentration inequalities for slowly mixing dynamical systems
- Concentration inequalities for dependent random variables via the martingale method
- A large deviation approach to some transportation cost inequalities
- Convergence properties of functional estimates for discrete distributions
- Optimal Re-centering Bounds, with Applications to Rosenthal-type Concentration of Measure Inequalities
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Exponential Bounds for Large Deviations
- Iterated Random Functions
- Inégalités de Hoeffding pour les fonctions lipschitziennes de suites dépendantes
- Optimal Transport
- Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
This page was built for publication: Deviation inequalities for separately Lipschitz functionals of iterated random functions
