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We prove near-tight concentration of measure for polynomial functions of the Ising model under high temperature. For any degree $d$, we show that a degree-$d$ polynomial of a $n$-spin Ising model exhibits exponential tails that scale as…

Probability · Mathematics 2017-10-12 Constantinos Daskalakis , Nishanth Dikkala , Gautam Kamath

We present precise multilevel exponential concentration inequalities for polynomials in Ising models satisfying the Dobrushin condition. The estimates have the same form as two-sided tail estimates for polynomials in Gaussian variables due…

Probability · Mathematics 2019-06-18 Radosław Adamczak , Michał Kotowski , Bartłomiej Polaczyk , Michał Strzelecki

Random union sets $Z$ associated with stationary Poisson processes of $k$-cylinders in $\mathbb{R}^d$ are considered. Under general conditions on the typical cylinder base a concentration inequality for the volume of $Z$ restricted to a…

Probability · Mathematics 2019-08-07 Anastas Baci , Carina Betken , Anna Gusakova , Christoph Thaele

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

Probability · Mathematics 2020-05-15 Friedrich Götze , Holger Sambale , Arthur Sinulis

A classic result by Carbery and Wright states that a polynomial of Gaussian random variables exhibits anti-concentration in the following sense: for any degree $d$ polynomial $f$, one has the estimate $P( |f(x)| \leq \varepsilon \cdot…

Probability · Mathematics 2023-01-18 Stephen Tu , Ross Boczar

In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…

Probability · Mathematics 2021-04-26 Friedrich Götze , Holger Sambale , Arthur Sinulis

We consider the one-dimensional Littlewood-Offord problem for general Ising models. More precisely, we consider the concentration function \[Q_n(x,v)=P\left(\sum_{i=1}^{n}\varepsilon_iv_i\in(x-1,x+1)\right),\] where $x\in\mathbb{R}$,…

Probability · Mathematics 2026-01-16 Yinshan Chang

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

This is a companion paper of a recent one, entitled {\sl Integral concentration of idempotent trigonometric polynomials with gaps}. New results of the present work concern $L^1$ concentration, while the above mentioned paper deals with…

Classical Analysis and ODEs · Mathematics 2008-12-01 Aline Bonami , Szilárd Gy. Révész

We show sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. Here we focus on differentiable functions on the Euclidean space in presence of a…

Probability · Mathematics 2019-11-26 Friedrich Götze , Holger Sambale

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

For random systems of $K$ polynomials in $N + 1$ real variables which include the models of Kostlan (1987) and Shub and Smale (1993), we prove that the number of zeros on the unit sphere for $K = N$ or the Hausdorff measure of the zero set…

Probability · Mathematics 2024-05-21 Eliran Subag

We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…

Probability · Mathematics 2017-10-25 J. -R. Chazottes , P. Collet , F. Redig

This note describes the concentration phenomenon for a high dimensional sub-gaussian vector \( X \). In the Gaussian case, for any linear operator \( Q \), it holds \( P\bigl( \| Q X \|^{2} - tr (B) > 2 \sqrt{x\, tr(B^{2})} + 2 \| B \| x…

Probability · Mathematics 2024-06-11 Vladimir Spokoiny

We estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G\"otze and Zaitsev (1998). We show that the estimation of concentration functions…

Probability · Mathematics 2014-02-28 F. Götze , A. Yu. Zaitsev

We consider a family of infinite dimensional product measures with tails between Gaussian and exponential, which we call $p$-exponential measures. We study their measure-theoretic properties and in particular their concentration. Our…

Statistics Theory · Mathematics 2020-10-09 Sergios Agapiou , Masoumeh Dashti , Tapio Helin

Our main contribution is a concentration inequality for the symmetric volume difference of a $ C^2 $ convex body with positive Gaussian curvature and a circumscribed random polytope with a restricted number of facets, for any probability…

Metric Geometry · Mathematics 2020-03-02 Steven Hoehner , Gil Kur

We consider directed random polymers in $(d+1)$ dimensions with nearly gamma i.i.d. disorder. We study the partition function $Z_{N,\omega}$ and establish exponential concentration of $\log Z_{N,\omega}$ about its mean on the subgaussian…

Probability · Mathematics 2013-03-26 Kenneth S. Alexander , Nikos Zygouras

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

We study high-dimensional Laplace-type integrals $I(\lambda):=(\lambda/2\pi)^{d/2}\int_{\mathbb R^d} g(x)e^{-\lambda f(x)}dx$ in the regime where both $d$ and $\lambda$ are large. Existing rigorous Laplace-expansion results in growing…

Classical Analysis and ODEs · Mathematics 2026-03-13 Alexander Katsevich , Anya Katsevich
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