Goldstein, Larry; Işlak, Ümit - In: Statistics & Probability Letters 86 (2014) C, pp. 17-23
The tails of the distribution of a mean zero, variance σ2 random variable Y satisfy concentration of measure inequalities of the form P(Y≥t)≤exp(−B(t)) forB(t)=t22(σ2+ct)for t≥0,andB(t)=tc(logt−loglogt−σ2c)for te whenever there exists a zero biased coupling of Y bounded by c,...