Concentration Inequalities from Likelihood Ratio Method

Abstract

We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various distributions are developed without the idea of minimizing moment generating functions.

43 pages, no figure

References in corpus (3)

• New Optional Stopping Theorems and Maximal Inequalities on Stochastic Processes
• New Probabilistic Inequalities from Monotone Likelihood Ratio Property
• A Likelihood Ratio Approach for Probabilistic Inequalities