Related papers: Multiscale functional inequalities in probability:…
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In a companion article, we introduced the notion of multiscale (first-order) functional inequalities, which extend standard functional inequalities like…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…
In this article, we establish weighted strong and weak type inequalities for non-commutative square functions that naturally arise in the analysis of differences between ball averages and martingale sequences within the framework of group…
In this short article we show a particular version of the Hedberg inequality which can be used to derive, in a very simple manner, functional inequalities involving Sobolev and Besov spaces in the general setting of Lebesgue spaces of…
Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…
Functionals (i.e. functions of functions) are widely used in quantum field theory and solid-state physics. In this paper, functionals are given a rigorous mathematical framework and their main properties are described. The choice of the…
Inequalities are established for certain trilinear scalar-valued functionals. These functionals act on measurable functions of one real variable, are defined by integration over two- or three-dimensional spaces, and are controlled in terms…
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…
This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…
This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…
In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
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…
The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…
For a wide range of pairs of mixed norm spaces such that one space is contained in another, we characterize all cases when contractive norm inequalities hold. In particular, this yields such results for many pairs of weighted Bergman…
Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…
For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…