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

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  • Zhang, Rui-Ray

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.

Suggested Citation

  • Zhang, Rui-Ray, 2022. "When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence," Statistics & Probability Letters, Elsevier, vol. 181(C).
    • Handle: RePEc:eee:stapro:v:181:y:2022:i:c:s0167715221002340
    DOI: 10.1016/j.spl.2021.109272
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