Thermodynamics and concentration
Statistics Theory
2012-05-09 v1 Statistics Theory
Abstract
We show that the thermal subadditivity of entropy provides a common basis to derive a strong form of the bounded difference inequality and related results as well as more recent inequalities applicable to convex Lipschitz functions, random symmetric matrices, shortest travelling salesmen paths and weakly self-bounding functions. We also give two new concentration inequalities.
Cite
@article{arxiv.1205.1595,
title = {Thermodynamics and concentration},
author = {Andreas Maurer},
journal= {arXiv preprint arXiv:1205.1595},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.3150/10-BEJ341 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)