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In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. In the one-dimensional case, our results supplement those established by Paouris and Valettas in [8].

Probability · Mathematics 2022-07-11 Nguyen Tien Dung

In this work we design a general method for proving moment inequalities for polynomials of independent random variables. Our method works for a wide range of random variables including Gaussian, Boolean, exponential, Poisson and many…

Probability · Mathematics 2012-06-11 Warren Schudy , Maxim Sviridenko

Let $X,X_1,X_2,\ldots$ be i.i.d. ${\mathbb{R}}^d$-valued real random vectors. Assume that ${\mathbf{E}X=0}$, $\operatorname {cov}X=\mathbb{C}$, $\mathbf{E}\Vert X\Vert^2=\sigma ^2$ and that $X$ is not concentrated in a proper subspace of…

Probability · Mathematics 2014-01-15 Friedrich Götze , Andrei Yu. Zaitsev

We show that with respect to the q-Plancherel measure on partitions of size n, the irreducible characters of an Hecke algebra $H_q(S_n)$ are concentrated around the normalized trace of $H_q(S_n)$. More precisely, we prove that the…

Representation Theory · Mathematics 2010-09-23 Pierre-Loïc Méliot

We prove here the concentration of measure inequality for Lipschitz function on the Hamming cube with values in any Banach spaces of finite cotype.

Functional Analysis · Mathematics 2024-12-17 Alexander Borichev , Alexander Volberg

We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…

Probability · Mathematics 2015-04-14 Sascha Bachmann , Giovanni Peccati

Let N > n, and denote by K the convex hull of N independent standard gaussian random vectors in an n-dimensional Euclidean space. We prove that with high probability, the isotropic constant of K is bounded by a universal constant. Thus we…

Metric Geometry · Mathematics 2007-05-23 Bo'az Klartag , Gady Kozma

For a random variable $X$ define $Q(X) = \sup_{x \in \mathbb{R}} \mathbb{P}(X=x)$. Let $X_1, \dots, X_n$ be independent integer random variables. Suppose $Q(X_i) \le \alpha_i \in (0,1]$ for each $i \in \{1, \dots, n\}$. Ju\v{s}kevi\v{c}ius…

Probability · Mathematics 2026-03-12 Valentas Kurauskas

We show that functors like algebraic $K$-theory (such as unitary or symplectic $K$-functors), as well as the higher Grothendieck--Witt groups, possess the local constancy condition for Henselian valuation rings. Namely, taken with finite…

K-Theory and Homology · Mathematics 2024-05-29 Serge Yagunov

We obtain asymptotics of large Hankel determinants whose weight depends on a one-cut regular potential and any number of Fisher-Hartwig singularities. This generalises two results: 1) a result of Berestycki, Webb and Wong [5] for root-type…

Mathematical Physics · Physics 2018-02-28 Christophe Charlier

We obtain dimension-free concentration inequalities for $\ell^p$-norms, $p\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some…

Probability · Mathematics 2009-09-29 Christian Houdré , Philippe Marchal , Patricia Reynaud-Bouret

This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

Probability · Mathematics 2026-05-19 Jiaheng Chen , Daniel Sanz-Alonso

This paper provides a connection between the concentration of a random variable and the distribution of the roots of its probability generating function. Let $X$ be a random variable taking values in $\{0,\ldots,n\}$ with $\mathbb{P}(X =…

Probability · Mathematics 2022-10-10 Marcus Michelen , Julian Sahasrabudhe

Given a centered convex body $K\subseteq\mathbb{R}^n$, we study the optimal value of the constant $\tilde{\Lambda}(K)$ such that there exists an orthonormal basis $\{w_i\}_{i=1}^n$ for which the following reverse dual Loomis-Whitney…

Metric Geometry · Mathematics 2020-02-03 David Alonso-Gutiérrez , Silouanos Brazitikos

Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical…

Probability · Mathematics 2014-04-15 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

Probability · Mathematics 2021-06-24 Andreas Maurer , Massimiliano Pontil

Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…

Probability · Mathematics 2024-08-30 Celine Moucer , Adrien Taylor , Francis Bach

We show that for convex domains in Euclidean space, Cheeger's isoperimetric inequality, spectral gap of the Neumann Laplacian, exponential concentration of Lipschitz functions, and the a-priori weakest requirement that Lipschitz functions…

Metric Geometry · Mathematics 2008-12-24 Emanuel Milman

In this short note, we extend the celebrated results of Tao and Vu, and Krishnapur on the universality of empirical spectral distributions to a wide class of inhomogeneous complex random matrices, by showing that a technical and…

Probability · Mathematics 2020-06-11 Vishesh Jain , Sandeep Silwal

We prove the complete monotonicity on $(0,\infty)^n$ for suitable inverse powers of the spanning-tree polynomials of graphs and, more generally, of the basis generating polynomials of certain classes of matroids. This generalizes a result…

Combinatorics · Mathematics 2014-12-04 Alexander D. Scott , Alan D. Sokal