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On McDiarmid's concentration inequality

   
@article{ECP2659,
	author = {Emmanuel Rio},
	title = {On McDiarmid's concentration inequality},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {McDiarmid inequality, Concentration inequality, Hoeffding inequality, Vajda's tight lower bound},
	abstract = { 
In this paper we  improve the rate function in the McDiarmid concentration inequality for  separately Lipschitz functions of independent random variables.   In particular the rate function tends to infinity at the boundary. We also prove that in some cases the usual normalization factor is not adequate and may be improved.

},
	pages = {no. 44, 1-11},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2659},    
        url = {http://ecp.ejpecp.org/article/view/2659}}