A new kind of modified transportation cost inequalities and polynomial concentration inequalities
Ying Ding and
Xinsheng Zhang
Statistics & Probability Letters, 2011, vol. 81, issue 10, 1524-1534
Abstract:
This paper introduces a new kind of modified transportation cost inequalities and presents some sufficient and necessary conditions for it. Using these conditions, this paper provides some applications of polynomial concentration inequalities to probability measures with no exponential moments. The tensorization property is also provided.
Keywords: Wasserstein; distance; Transportation; cost; inequalities; Polynomial; concentration; inequalities (search for similar items in EconPapers)
Date: 2011
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