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We prove a concentration inequality for invariant means on topological groups, namely for such adapted to a chain of amenable topological subgroups. The result is based on an application of Azuma's martingale inequality and provides a…

Functional Analysis · Mathematics 2024-01-29 Friedrich Martin Schneider

The Bonami-Beckner hypercontractive inequality is a powerful tool in Fourier analysis of real-valued functions on the Boolean cube. In this paper we present a version of this inequality for matrix-valued functions on the Boolean cube. Its…

Quantum Physics · Physics 2016-11-15 Avraham Ben-Aroya , Oded Regev , Ronald de Wolf

Inequality indices are quantitative scores that gauge the divergence of wealth distributions in human societies from the "ground state" of pure communism. While inequality indices were devised for socioeconomic applications, they are…

Statistical Mechanics · Physics 2017-03-31 I. Eliazar

We prove stability estimates for the Bakry-Emery bound on Poincar\'e and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting…

Functional Analysis · Mathematics 2018-09-17 Thomas A. Courtade , Max Fathi

We establish variation and oscillation inequalities for convolution products of probability measures on Z.

Classical Analysis and ODEs · Mathematics 2011-08-23 Karin Reinhold , Anna Savvopoulou

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

Functional Analysis · Mathematics 2010-11-11 Emanuel Milman

In this paper, we obtain a $p$-th moment bound for the suprema of a log-concave-tailed nonhomogeneous chaos process, which is optimal in some special cases. A crucial ingredient of the proof is a novel decoupling inequality, which may be of…

Probability · Mathematics 2024-05-14 Guozheng Dai , Zhonggen Su , Vladimir Ulyanov , Hanchao Wang

We derive Concentration of Measure (CoM) inequalities for randomized Toeplitz matrices. These inequalities show that the norm of a high-dimensional signal mapped by a Toeplitz matrix to a low-dimensional space concentrates around its mean…

Information Theory · Computer Science 2016-11-17 Borhan M. Sanandaji , Tyrone L. Vincent , Michael B. Wakin

Lower bounds for the R\'enyi entropies of sums of independent random variables taking values in cyclic groups of prime order under permutations are established. The main ingredients of our approach are extended rearrangement inequalities in…

Combinatorics · Mathematics 2021-10-20 Mokshay Madiman , Liyao Wang , Jae Oh Woo

Let $(M,g)$ be a smooth compact Riemannian manifold of dimension $n \geq 2$. This paper concerns to the validity of the optimal Riemannian $L^1$-Entropy inequality \[ {\bf Ent}_{dv_g}(u) \leq n \log \left(A_{opt} \|D u\|_{BV(M)} +…

Analysis of PDEs · Mathematics 2014-09-30 Jurandir Ceccon , Leandro Cioletti

We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…

Theoretical Economics · Economics 2026-03-13 Frank Yang , Kai Hao Yang

Potential functions in highly pertinent applications, such as deep learning in over-parameterized regime, are empirically observed to admit non-isolated minima. To understand the convergence behavior of stochastic dynamics in such…

Machine Learning · Computer Science 2025-02-18 Yun Gong , Zebang Shen , Niao He

We derive two concentration inequalities for linear functions of log-concave distributions: an enhanced version of the classical Brascamp--Lieb concentration inequality, and an inequality quantifying log-concavity of marginals in a manner…

Mathematical Physics · Physics 2021-11-23 Alexander Magazinov , Ron Peled

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

Probability · Mathematics 2009-01-22 Leonid , Kontorovich , Kavita Ramanan

We study inequalities connecting a product of uniform norms of polynomials with the norm of their product. Generalizing Gel'fond-Mahler inequality for the unit disk and Kneser-Borwein inequality for the segment $[-1,1]$, we prove an…

Complex Variables · Mathematics 2013-07-23 Igor E. Pritsker

In an earlier work made by the first author with J. Turi (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008), the solution of a stochastic variational inequality modeling an…

Analysis of PDEs · Mathematics 2011-12-21 Alain Bensoussan , Laurent Mertz

We prove an endpoint version of the uniform Sobolev inequalities in Kenig-Ruiz-Sogge [8]. It was known that strong type inequalities no longer hold at the endpoints; however, we show that restricted weak type inequalities hold there, which…

Analysis of PDEs · Mathematics 2018-07-31 Tianyi Ren , Yakun Xi , Cheng Zhang

This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…

Probability · Mathematics 2012-11-05 Stephane Boucheron , Maud Thomas

We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…

Optimization and Control · Mathematics 2023-12-19 Karthik Elamvazhuthi , Matt Jacobs

The proximal alternating linearized minimization method (PALM) suits well for solving block-structured optimization problems, which are ubiquitous in real applications. In the cases where subproblems do not have closed-form solutions, e.g.,…

Optimization and Control · Mathematics 2023-05-19 Yukuan Hu , Xin Liu
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