Generalizations of some concentration inequalities

DOI10.1016/J.SPL.2021.109298zbMATH Open1481.60037arXiv2108.01479OpenAlexW3212819213MaRDI QIDQ2070596FDOQ2070596

Authors: M. Ashraf Bhat, G. Sankara Raju Kosuru 

Publication date: 24 January 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: For a real-valued measurable function $f$ and a nonnegative, nondecreasing function $phi$, we first obtain a Chebyshev type inequality which provides an upper bound for $displaystylephi(lambd{a}_1)mu(xinOmega:f(x)geqlambd{a}_1)+su{m}_{k=2}^{n}left(phi(lambd{a}_k)-phi(lambd{a}_{k-1})ight)mu(xinOmega:f(x)geqlambd{a}_k),$ where $0<lambd{a}_1<lambd{a}_{2}cdotslambd{a}_n<infty$. Using this, generalizations of a few concentration inequalities such as Markov, reverse Markov, Bienaym'e-Chebyshev, Cantelli and Hoeffding inequalities are obtained.

Full work available at URL: https://arxiv.org/abs/2108.01479

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zbMATH Keywords

Hoeffding's inequalityMarkov's inequalityChebyshev's inequalityCantelli's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Integration with respect to measures and other set functions (28A25)

Cites Work

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Cited In (8)

• An inequality for correlated measurable functions
• Title not available (Why is that?)
• Sharp inequalities of Bienaymé-Chebyshev and Gauß type for possibly asymmetric intervals around the mean
• Title not available (Why is that?)
• Optimal re-centering bounds, with applications to Rosenthal-type concentration of measure inequalities
• Efficiency and concentration inequalities on \(\mathbb{R}^ k\)
• On McDiarmid's concentration inequality
• A generalization of Lévy's concentration-variance inequality

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