On McDiarmid's inequality for Hamming distance

Abstract

We improve the rate function of McDiarmid's inequality for Hamming distance. In particular, applying our result to the separately Lipschitz functions of independent random variables, we also refine the convergence rate function of McDiarmid's inequality around a median. Moreover, a non-uniform bound for the distance between the medians and the mean is also given. We also give some extensions of McDiarmid's inequalities to the case of nonnegative functionals of dependent random variables.