Optimal re-centering bounds, with applications to rosenthal-type concentration of measure inequalities
© Springer Basel 2013. All rights reserved. For any nonnegative Borel-measurable function f such that f (x) = 0 if and only if x = 0, the best constant Cf in the inequality Ef (X - E X) ≤ Cf E f (X) for all random variables X with a finite mean is obtained. Properties of the constant Cf in the case when f = π·πp for p > 0 are studied. Applications to concentration of measure in the form of Rosenthal-type bounds on the moments of separately Lipschitz functions on product spaces are given.
High Dimensional Probability VI: The Banff Volume
Optimal re-centering bounds, with applications to rosenthal-type concentration of measure inequalities.
High Dimensional Probability VI: The Banff Volume, 81-93.
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