Related papers: A concentration inequality for product spaces
This paper studies the concentration properties of random codes. Specifically, we show that, for discrete memoryless channels, the error exponent of a randomly generated code with pairwise-independent codewords converges in probability to…
We prove anti-concentration bounds for the inner product of two independent random vectors. For example, we show that if $A,B$ are subsets of the cube $\{\pm 1\}^n$ with $|A| \cdot |B| \geq 2^{1.01 n}$, and $X \in A$ and $Y \in B$ are…
Let $r \in \mathbb{N}\cup\{\infty\}$ be a fixed number and let $P_j\,\, (1 \leq j\leq r )$ be the projection onto the closed subspace $\mathcal{M}_j$ of $\mathscr{H}$. We are interested in studying the sequence $P_{i_1}, P_{i_2}, \ldots…
We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the…
We discuss optimal constants in a recent result of Rudelson and Vershynin on marginal densities. We show that if $f$ is a probability density on $\R^n$ of the form $f(x)=\prod_{i=1}^n f_i(x_i)$, where each $f_i$ is a density on $\R$, say…
Recent development in high-dimensional statistical inference has necessitated concentration inequalities for a broader range of random variables. We focus on sub-Weibull random variables, which extend sub-Gaussian or sub-exponential random…
We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…
We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.
We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…
In the context of a large class of stochastic processes used to describe the dynamics of wealth growth, we prove a set of inequalities establishing necessary and sufficient conditions in order to avoid infinite wealth concentration. These…
Consider $n$ complex random matrices $X_1,\ldots,X_n$ of size $d\times d$ sampled i.i.d. from a distribution with mean $E[X]=\mu$. While the concentration of averages of these matrices is well-studied, the concentration of other functions…
We prove that an approximated version of the Brunn--Minkowski inequality with volume distortion coefficient implies a Gaussian concentration-of-measure phenomenon. Our main theorem is applicable to discrete spaces.
Finding a good way to model probability densities is key to probabilistic inference. An ideal model should be able to concisely approximate any probability while being also compatible with two main operations: multiplications of two models…
We introduce a sharpness functional for probabilistic models that quantifies sharpness as an intrinsic property of the probability distribution. The measure is derived based on a rank-based concentration principle that tracks upward…
We introduce a concentration property for probability measures on $\scriptstyle{R^n}$, which we call Property~($\scriptstyle\tau$); we show that this property has an interesting stability under products and contractions (Lemmas 1,~2,~3).…
We study quantitative stability results for different classes of Sobolev inequalities on general compact Riemannian manifolds. We prove that, up to constants depending on the manifold, a function that nearly saturates a critical Sobolev…
We develop a new technique for proving concentration inequalities which relate between the variance and influences of Boolean functions. Using this technique, we 1. Settle a conjecture of Talagrand [Tal97] proving that $$\int_{\left\{…
We prove some positivity results on the coefficients in the complexified Hilbert polynomial of a semi-stable object. After applying these results on the classical slope stability conditions, we get sequences of quadratic inequalities for…
In the paper we study the infimum convolution inequalites. Such an inequality was first introduced by B. Maurey to give the optimal concentration of measure behaviour for the product exponential measure. We show how IC-inequalities are tied…
A product of compact normal spaces is normal; the product of a countably infinite collection of non-trivial spaces is normal if and only if it is countably paracompact and each of its finite sub-products is normal; if all powers of a space…