Related papers: A note on concentration for polynomials in the Isi…
We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.
We study the Plancherel--Rotach asymptotics of four families of orthogonal polynomials, the Chen--Ismail polynomials, the Berg-Letessier-Valent polynomials, the Conrad--Flajolet polynomials I and II. All these polynomials arise in…
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…
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…
Via a covariance representation based on characteristic functions, a known elementary proof of the Gaussian concentration inequality is presented. A few other applications are briefly mentioned.
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
We establish Hoeffding-type concentration inequalities for the low and high tail bounds of sums of exchangeable random variables. Our results exhibit an anti-symmetry in such tail bounds due to the assumption of exchangeability, a…
Through a new powerful potential-theoretic analysis, this paper is devoted to discovering the geometrically equivalent isocapacity forms of Chou-Wang's Sobolev type inequality and Tian-Wang's Moser-Trudinger type inequality for the fully…
It is an open question whether the fractional parts of nonlinear polynomials at integers have the same fine-scale statistics as a Poisson point process. Most results towards an affirmative answer have so far been restricted to almost sure…
We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form $\mathrm{Ent}_{\mu}(e^f) \le \tfrac{\rho}{2} \mathbb{E}_\mu e^f \Gamma(f)^2$ for some difference operator $\Gamma$, and show how it implies two-level…
The technique of $Q$-polinomials are used to derive the $w$- constraints in the two-matrix and Kontsevich-like model at finite $N$. These constraints are closed and form Lie algebra. They are associated with the matrices, $\lambda…
The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…
Constant-specified and exponential concentration inequalities play an essential role in the finite-sample theory of machine learning and high-dimensional statistics area. We obtain sharper and constants-specified concentration inequalities…
We derive the Hasse principle and weak approximation for pencils of certain varieties in the spirit of work by Colliot-Th\'el\`ene,Sansuc and Harpaz-Skorobogatov-Wittenberg. Our varieties are defined through polynomials in many variables…
In the paper, we consider the extended Gross-Witten-Wadia unitary matrix model by introducing a logarithmic term in the potential. The partition function of the model can be expressed equivalently in terms of the Toeplitz determinant with…
For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.
Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…
The aim of the paper is twofold. Firstly, by using the constant rank level set theorem from differential geometry, we establish sharp upper bounds for the dimensions of the solution sets of polynomial variational inequalities under mild…
Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…
The large-time asymptotics of the solutions to a class of degenerate parabolic cross-diffusion systems is analyzed. The equations model the interaction of an arbitrary number of population species in a bounded domain with no-flux boundary…