A Bernstein type inequality for sums of selections from three dimensional arrays


We consider the three dimensional array $\mathcal{A} = ${$a_{i,j,k}$}$_{1\le i,j,k \le n}$, with $a_{i,j,k} \in [0,1]$, and the two random statistics $T_{1}:= \sum_{i=1}^n \sum_{j=1}^n a_{i,j,\sigma(i)}$ and $T_{2}:= \sum_{i=1}^{n} a_{i,\sigma(i),\pi(i)}$, where $\sigma$ and $\pi$ are chosen independently from the set of permutations of {$1,2,…,n$}. These can be viewed as natural three dimensional generalizations of the statistic $T_{3} = \sum_{i=1}^{n} a_{i,\sigma(i)}$, considered by Hoeffding (1951). Here we give Bernstein type concentration inequalities for $T_{1}$ and $T_{2}$ by extending the argument for concentration of $T_{3}$ by Chatterjee (2005).

In Statistics and Probability Letters