Concentration of measure without independence: a unified approach via the martingale method

DOI10.1007/978-1-4939-7005-6_6zbMath1387.60037arXiv1602.00721OpenAlexW2253472364MaRDI QIDQ2406342

Maxim Raginsky, Leonid (Aryeh) Kontorovich

Publication date: 27 September 2017

Full work available at URL: https://arxiv.org/abs/1602.00721

zbMATH Keywords

martingale methodtransportation inequalitiesAzuma-Hoeffding concentration inequalityWasserstein matrices

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

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