Concentration inequalities for separately convex functions
Concentration inequalities for separately convex functions
We provide new comparison inequalities for separately convex functions of independent random variables. Our method is based on the decomposition in Doob martingale. However, we only impose that the martingale increments are stochastically bounded. For this purpose, building on the results of Bentkus (Lith. Math. J. 48 (2008) 237–255; Lith. …