Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent -subgaussian random variables

DOI10.1016/J.SPL.2023.109979OpenAlexW4388923083MaRDI QIDQ6152239FDOQ6152239

Authors: Yuta Tanoue 

Publication date: 13 February 2024

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

Full work available at URL: https://doi.org/10.1016/j.spl.2023.109979

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zbMATH Keywords

concentration inequalityweak law of large numbersacceptable\(\varphi\)-subgaussian random variable

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Cites Work

• High-dimensional probability. An introduction with applications in data science
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• Probability Inequalities for Sums of Bounded Random Variables
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• Some applications of concentration inequalities to statistics
• Moment inequalities and weak convergence for negatively associated sequences
• A note on the almost sure convergence of sums of negatively dependent random variables
• Probability Inequalities for the Sum of Independent Random Variables
• Convergence of series of dependent \(\varphi \)-sub-Gaussian random variables
• Non-asymptotic theory of random matrices: extreme singular values
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• Large deviations for sums of partly dependent random variables
• Advanced Lectures on Machine Learning
• Liquidity, risk measures, and concentration of measure
• Concentration inequalities for sums and martingales
• Learning from networked examples
• Concentration of dynamic risk measures in a Brownian filtration
• Using Black-Box Compression Algorithms for Phase Retrieval

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