Strong modified transportation cost inequalities on k-concave probability measures with heavy tails

Publication date: Available online 11 July 2018Source: Statistics & Probability LettersAuthor(s): Ying Ding, Xinsheng Zhang, Longxiang FangAbstractIn this paper, we study strong modified transportation cost inequalities for k-concave probability measures with heavy tails. We provide the polynomial-type concentration, dual representation, and tensorization properties for this kind of inequalities. And we provide integral sufficient conditions for k−concave measures (−1<k<0) on R to satisfy such inequalities.

Source: Statistics and Probability Letters - July 12, 2018 Category: Statistics Source Type: research