A new kind of modified transportation cost inequalities and polynomial concentration inequalities

This paper introduces a new kind of modified transportation cost inequalities and presents some sufficient and necessary conditions for it. Using these conditions, this paper provides some applications of polynomial concentration inequalities to probability measures with no exponential moments. The tensorization property is also provided.

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Year of publication:	2011
Authors:	Ding, Ying ; Zhang, Xinsheng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 10, p. 1524-1534
Publisher:	Elsevier
Keywords:	Wasserstein distance Transportation cost inequalities Polynomial concentration inequalities

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009143317