Variance and exponential estimates via coupling |
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| Authors: | Pierre Collet |
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| Institution: | (1) Centre de Physique Théorique, CNRS UMR 7644 Ecole Polytechnique, F-91128 Palaiseau Cedex, FRANCE |
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| Abstract: | We give a proof of Devroye and exponential inequalities based on a coupling. We mostly deal with the case of continuous random
variables with dynamical systems in mind (and their rather special mixing properties) although the approach is more general. |
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| Keywords: | concentration inequalities moments ineqqualities large deviations |
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