A Non-Uniform Concentration Inequality for a Random Permutation Sum

作者:Rattanawong Petcharat*
来源:Communications in Statistics - Theory and Methods, 2013, 42(10): 1879-1888.
DOI:10.1080/03610926.2011.599009

摘要

The purpose of this article is to give a non-uniform concentration inequality of a random permutation sum, , where =((1), (2),..., (n)) is a uniformly distributed random permutation of 1, 2,..., n and Y(i, j), i, j=1, 2,..., n are random variables such that Y(i, j)s and all are stochastically independent. To do this, we assume the finiteness of third moment.

  • 出版日期2013-5-15

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