Extremal Lipschitz functions in the deviation inequalities from the mean

DOI10.1214/ECP.V18-2814MaRDI QIDQ743039zbMATH OpenFDO

Authors D. Dzindzalieta

Publication date 22 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.6300

zbMATH Keywords

deviation from the meanGaussian measureHamming distanceinequalitiesLipschitz functionsprobability metric spacevertex isoperimetric problem

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Inequalities; stochastic orderings (60E15)

Abstract: We obtain an optimal deviation from the mean upper bound �egin{equation} D(x)=sup_{fin F}mu{f-E_{mu} fgeq x},qquad ext{for} xinRlabel{abstr} end{equation} where $F$ is the class of the integrable, Lipschitz functions on probability metric (product) spaces. As corollaries we get exact solutions of $eqrefabstr$ for Euclidean unit sphere $S^{n-1}$ with a geodesic distance and a normalized Haar measure, for $R^n$ equipped with a Gaussian measure and for the multidimensional cube, rectangle, torus or Diamond graph equipped with uniform measure and Hamming distance. We also prove that in general probability metric spaces the $sup$ in $eqrefabstr$ is achieved on a family of distance functions.

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