When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence

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Publication:2070641

DOI10.1016/J.SPL.2021.109272zbMATH Open1478.60095arXiv2110.05374OpenAlexW3206825499MaRDI QIDQ2070641FDOQ2070641


Authors: Rui-Ray Zhang Edit this on Wikidata


Publication date: 24 January 2022

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

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.


Full work available at URL: https://arxiv.org/abs/2110.05374




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