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  • 标题:Transportation Approach to Some Concentration Inequalities in Product Spaces
  • 本地全文:下载
  • 作者:Dembo, Amir ; Zeitouni, Ofer
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:1996
  • 卷号:1
  • 页码:83-90
  • DOI:10.1214/ECP.v1-979
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:Using a transportation approach we prove that for every probability measures $P,Q_1,Q_2$ on $\Omega^N$ with $P$ a product measure there exist r.c.p.d. $\nu_j$ such that $\int \nu_j (\cdot|x) dP(x) = Q_j(\cdot)$ and $$ \int dP (x) \int \frac{dP}{dQ_1} (y)^\beta \frac{dP}{dQ_2} (z)^\beta (1+\beta (1-2\beta))^{f_N(x,y,z)} d\nu_1 (y|x) d\nu_2 (z|x) \le 1 \;, $$ for every $\beta \in (0,1/2)$. Here $f_N$ counts the number of coordinates $k$ for which $x_k \neq y_k$ and $x_k \neq z_k$. In case $Q_1=Q_2$ one may take $\nu_1=\nu_2$. In the special case of $Q_j(\cdot)=P(\cdot|A)$ we recover some of Talagrand's sharper concentration inequalities in product spaces.
  • 关键词:Mathematics;Concentration inequalities, product spaces, transportation.;60E15,28A35.
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