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

Rui-Ray Zhang

Statistics & Probability Letters, 2022, vol. 181, issue C

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.

Keywords: Concentration inequalities; Dependency graphs (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2021.109272

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