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Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities

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  • Ding, Ying

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.

Suggested Citation

  • Ding, Ying, 2014. "Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 77-85.
    • Handle: RePEc:eee:stapro:v:94:y:2014:i:c:p:77-85
    DOI: 10.1016/j.spl.2014.07.013
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    References listed on IDEAS

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    1. Ding, Ying & Zhang, Xinsheng, 2011. "A new kind of modified transportation cost inequalities and polynomial concentration inequalities," Statistics & Probability Letters, Elsevier, vol. 81(10), pages 1524-1534, October.
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    Cited by:

    1. Ding, Ying, 2015. "A note on quadratic transportation and divergence inequality," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 115-123.
    2. Daniel Lacker, 2018. "Liquidity, Risk Measures, and Concentration of Measure," Mathematics of Operations Research, INFORMS, vol. 43(3), pages 813-837, August.
    3. Daniel Lacker, 2015. "Liquidity, risk measures, and concentration of measure," Papers 1510.07033, arXiv.org, revised Oct 2015.

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