Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities

Ying Ding

Statistics & Probability Letters, 2014, vol. 94, issue C, 77-85

Abstract: In this paper, we study Wasserstein-Divergence transportation inequalities which are the generalization of classical transportation inequalities. We present sufficient and necessary conditions for them separately, which coincide in the limit case. Using this kind of inequalities, we establish polynomial concentration inequalities for probability measures with no exponential moments.

Keywords: Wasserstein distance; Rényi divergence; Transportation inequalities; Polynomial concentration inequalities (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2014.07.013

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