Some superconcentration inequalities for extrema of stationary Gaussian Processes
Probability
2015-03-24 v1
Abstract
This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian concentration. The arguments rely on the hypercontractive approach developed by Chatterjee for superconcentration variance bounds. Some statistical illustrations complete the exposition.
Keywords
Cite
@article{arxiv.1503.06563,
title = {Some superconcentration inequalities for extrema of stationary Gaussian Processes},
author = {Kevin Tanguy},
journal= {arXiv preprint arXiv:1503.06563},
year = {2015}
}
Comments
10 pages