Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent \(\varphi\)-subgaussian random variables

DOI10.1016/j.spl.2023.109979OpenAlexW4388923083MaRDI QIDQ6152239

Yuta Tanoue

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.109979

zbMATH Keywords

concentration inequalityweak law of large numbersacceptable\(\varphi\)-subgaussian random variable

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Cites Work

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• Concentration Inequalities for Sums and Martingales
• Probability Inequalities for Sums of Bounded Random Variables
• Advanced Lectures on Machine Learning
• Some applications of concentration inequalities to statistics

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