Related papers: Bernstein type's concentration inequalities for sy…
Higher order Bernstein- and Markov-type inequalities are established for trigonometric polynomials on compact subsets of the real line and algebraic polynomials on compact subsets of the unit circle. In the case of Markov-type inequalities…
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…
New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. G\"{o}tze. Their tensorization…
In a first part, we prove Bernstein-type deviation inequalities for bifurcating Markov chains (BMC) under a geometric ergodicity assumption, completing former results of Guyon and Bitseki Penda, Djellout and Guillin. These preliminary…
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…
We prove a new concentration inequality for U-statistics of order two for uniformly ergodic Markov chains. Working with bounded and $\pi$-canonical kernels, we show that we can recover the convergence rate of Arcones and Gin{\'e} who proved…
We review some simple techniques based on monotone mass transport that allow to obtain transport-type inequalities for any log-concave probability measure, and for more general measures as well. We discuss quantitative forms of these…
We introduce a symmetrization technique that allows us to translate a problem of controlling the deviation of some functionals on a product space from their mean into a problem of controlling the deviation between two independent copies of…
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector $X \in \mathbb{R}^n$ with independent subgaussian components. The core technique of the paper is based on the entropy method combined with…
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
We establish transportation cost inequalities (TCI) with respect to the quantum Wasserstein distance by introducing quantum extensions of well-known classical methods: first, using a non-commutative version of Ollivier's coarse Ricci…
Linear particle transport in stochastic media is key to such relevant applications as neutron diffusion in randomly mixed immiscible materials, light propagation through engineered optical materials, and inertial confinement fusion, only to…
We derive concentration inequalities for maxima of empirical processes associated with Poisson point processes. The proofs are based on a careful application of Ledoux's entropy method. We demonstrate the utility of the obtained…
We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field…
We are interested in Sobolev type inequalities and their relationship with concentration properties on higher dimensions. We consider unbounded spin systems on the d-dimensional lattice with interactions that increase slower than a…
Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…
Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…
This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…
The Entropy method provides a powerful framework for proving scalar concentration inequalities by establishing functional inequalities like Poincare and log-Sobolev inequalities. These inequalities are especially useful for deriving…