Martingales, Poincaré type inequalities, and deviation inequalities (Q1266262)
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scientific article; zbMATH DE number 1199812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales, Poincaré type inequalities, and deviation inequalities |
scientific article; zbMATH DE number 1199812 |
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Martingales, Poincaré type inequalities, and deviation inequalities (English)
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8 November 1999
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The aim of this work is to obtain concentration inequalities for some measures with martingale methods. They are obtained from deviation inequalities for diffusions on Riemannian manifolds, or for Lévy processes on Euclidean spaces. Relations to Poincaré type inequalities are also used.
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deviation inequalities
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martingale methods
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