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2 votes

General distributions with the "transportation-cost inequality" property to piece log-concav...

(A) Nathael Gozlan proved that a distribution $\mu$ satisfies a $T_2$ inequality if and only if all finite tensor products of $\mu$ satisfy a subgaussian concentration property. (B) and (B') For fini …
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3 votes

Does log-concave approximable distribution satisfy transportation-cost inequality?

Let's try again. The theorem of Otto and Villani implies that every distribution $\nu$ which is log-concave in the sense you define satisfies a transportation-cost inequality. There are many distrib …
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0 votes

Do subgaussian variables obey the slightly-stronger-than-Chernoff tail bound?

It depends on exactly what you mean by "of the form ($*$)". As Davide points out (and as you certainly know if you've been reading Boucheron, Lugosi, and Massart), for centered subgaussian random var …
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8 votes
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concentration inequality for averages of dependent random variables

Without further assumptions you can't do better than the union bound (which should be $n e^{-\epsilon^2}$ as you've written things). If $X_i$ are identically distributed and the events $(|X_i| > \eps …
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2 votes

Levy's isoperimetric inequality for sphere

A different symmetrization-based proof is given in this review article by Schechtman (pp. 7-8); see the previous page for references.
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