Concentration Inequalities for Bounded Random Vectors

Abstract

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions to obtain multivariate concentration inequalities.

9 pages, no figures

References in corpus (1)

• A Likelihood Ratio Approach for Probabilistic Inequalities

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