Local tail bounds for functions of independent random variables

Abstract

It is shown that functions defined on {0, 1, …, r−1}ⁿ satisfying certain conditions of bounded differences that guarantee sub-Gaussian tail behavior also satisfy a much stronger “local” sub-Gaussian property. For self-bounding and configuration functions we derive analogous locally subexponential behavior. The key tool is Talagrand’s [Ann. Probab. 22 (1994) 1576–1587] variance inequality for functions defined on the binary hypercube which we extend to functions of uniformly distributed random variables defined on {0, 1, …, r−1}ⁿ for r≥2.