Related papers: Higher order concentration in presence of Poincar\…
We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In…
We show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the…
We study various generalizations of concentration of measure on the unit sphere, in particular by means of log-Sobolev inequalities. First, we show Sudakov-type concentration results and local semicircular laws for weighted random matrices.…
This survey-type paper provides a common framework for a larger number of higher order concentration results (i.\,e., concentration results for non-Lipschitz functions which have bounded derivatives of higher order) in the spirit of…
Under Poincar\'e-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional…
In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…
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…
We discuss a natural extension of Gilles Pisier's approach to the study of measure concentration, isoperimetry and Poincar\'e-type inequalities. This approach allows one to explore counterparts of various results about Gaussian measure in…
Sharpened forms of the concentration of measure phenomenon for classes of functions on the sphere are developed in terms of Hessians of these functions.
We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functions on the unit sphere. Technically, our results are based on…
Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…
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…
This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $\alpha$-stable process, and whose L\'evy jump kernel measure is…
This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…
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…
We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to…
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…
The paper deals about Hardy-type inequalities associated with the following higher order Poincar\'e inequality: $$ \left( \frac{N-1}{2} \right)^{2(k -l)} := \inf_{ u \in C_{c}^{\infty} \setminus \{0\}} \frac{\int_{\mathbb{H}^{N}}…
We study the higher order q- Poincar\'e and other coercive inequalities for a class probability measures satisfying Adam's regularity condition.
Consider a discrete uniformly elliptic divergence form equation on the $d$ dimensional lattice $\Z^d$ with random coefficients. In [3] rate of convergence results in homogenization and estimates on the difference between the averaged…