Related papers: A note on the Hanson-Wright inequality for random …
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].
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…
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…
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…
We prove here the concentration of measure inequality for Lipschitz function on the Hamming cube with values in any Banach spaces of finite cotype.
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…
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…
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…
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…
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…
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…
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…
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 =…
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…
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…
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…
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…
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…
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…
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…