Deviation inequalities for separately Lipschitz functionals of iterated random functions
نویسندگان
چکیده
منابع مشابه
Extremal Lipschitz functions in the deviation inequalities from the mean∗
We obtain an optimal deviation from the mean upper bound D(x) def = sup f∈F μ{f −Eμf ≥ x}, for x ∈ R (0.1) where F is the complete class of integrable, Lipschitz functions on probability metric (product) spaces. As corollaries we get exact solutions of (0.1) for Euclidean unit sphere Sn−1 with a geodesic distance function and a normalized Haar measure, for R equipped with a Gaussian measure and...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2015
ISSN: 0304-4149
DOI: 10.1016/j.spa.2014.08.001