Article ID Journal Published Year Pages File Type
1151721 Statistics & Probability Letters 2014 9 Pages PDF
Abstract

In this paper, we study Wasserstein-Divergence transportation inequalities which are the generalization of classical transportation inequalities. We present sufficient and necessary conditions for them separately, which coincide in the limit case. Using this kind of inequalities, we establish polynomial concentration inequalities for probability measures with no exponential moments.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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