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arXiv · 1310.5448

Multivariate Concentration Inequalities with Size Biased Couplings

Subhankar Ghosh·Umit Islak
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Abstract

Let $\mathbf{W}=(W_1,W_2,...,W_k)$ be a random vector with nonnegative coordinates having nonzero and finite variances. We prove concentration inequalities for $\mathbf{W}$ using size biased couplings that generalize the previous univariate results. Two applications on local dependence and counting patterns are provided.

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Subhankar Ghosh, Umit Islak. 2013-10-21. Multivariate Concentration Inequalities with Size Biased Couplings. https://arxiv.org/abs/1310.5448

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