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arXiv · 2110.05374

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

Rui-Ray Zhang
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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.

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Rui-Ray Zhang. 2021-10-11. When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence. https://doi.org/10.1016/j.spl.2021.109272

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