A Linear Programming Inequality with Applications to Concentration of Measure

Details A Linear Programming Inequality with Applications to Concentration of Measure A Linear Programming Inequality with Applications to Concentration of Measure

2006-10-24

arxiv.org/abs/math/0610712v1

Mathematics

Functional Analysis

9 pages

Scientific paper

We prove an elementary yet useful inequality bounding the maximal value of
certain linear programs. This leads directly to a bound on the martingale
difference for arbitrarily dependent random variables, providing a
generalization of some recent concentration of measure results. The linear
programming inequality may be of independent interest.

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