Martingales, Poincaré type inequalities, and deviation inequalities
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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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Cites work
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Cited in
(22)- Martingale inequalities and the jackknife estimate of variance
- Pointwise inequalities for ergodic averages and reversed martingales.
- Speed of dispersion for a class of martingales
- The KLS isoperimetric conjecture for generalized Orlicz balls
- Concentration and deviation inequalities in infinite dimensions via covariance representations
- Remarks on moment inequalities and identities for martingales
- Poincaré inequalities and dimension free concentration of measure
- From dimension free concentration to the Poincaré inequality
- Concentration inequalities for additive functionals: a martingale approach
- Multiple sets exponential concentration and higher order eigenvalues
- Noncommutative martingale deviation and Poincaré type inequalities with applications
- Baum-Katz-Nagaev type results for martingales
- Poisson-type deviation inequalities for curved continuous-time Markov chains
- scientific article; zbMATH DE number 3860104 (Why is no real title available?)
- Poincaré-type inequalities via stochastic integrals
- A martingale bound for the variation and analogue of the Muckenhoupt criterion for a weighted Poincaré inequality on \(\mathbb R\).
- Hardy Martingales and Jensen's inequality
- Deviation probability bounds for fractional martingales and related remarks
- Martingale inequalities of type Dzhaparidze and van Zanten
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- Deviation inequalities for Banach space valued martingales differences sequences and random fields
- Inequalities for dominated martingales
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