Related papers: Gaussian Concentration bound for potentials satisf…

We study the universality of superconcentration for the free energy in the Sherrington-Kirkpatrick (SK) model. In arXiv:0907.3381, Chatterjee showed that when the system consists of $N$ spins and Gaussian disorders, the variance of this…

We show several variants of concentration inequalities on the sphere stated as subgaussian estimates with optimal constants. For a Lipschitz function, we give one-sided and two-sided bounds for deviation from the median as well as from the…

We obtain optimal Gaussian concentration bounds (GCBs) for stochastic chains of unbounded memory (SCUMs) on countable alphabets. These stochastic processes are also known as "chains with complete connections" or "$g$-measures". We consider…

We slightly modify the proof of Hanson-Wright inequality (HWI) for concentration of Gaussian quadratic chaos where we tighten the bound by increasing the absolute constant in its formulation from the largest known value of 0.125 to at least…

Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…

For a real-valued measurable function $f$ and a nonnegative, nondecreasing function $\phi$, we first obtain a Chebyshev type inequality which provides an upper bound for $\displaystyle \phi(\lambda_{1}) \mu(\{x \in \Omega : f(x) \geq…

Let $(\Omega,g)$ be a piecewise-smooth, bounded convex domain in $\R^2$ and consider $L^2$-normalized Neumann eigenfunctions $\phi_{\lambda}$ with eigenvalue $\lambda^2$ and $u_{\lambda}:= \phi_{\lambda} |_{\partial \Omega}$ the associated…

In Dolera, Gabetta and Regazzini [Ann. Appl. Probab. 19 (2009) 186-201] it is proved that the total variation distance between the solution $f(\cdot,t)$ of Kac's equation and the Gaussian density $(0,\sigma^2)$ has an upper bound which goes…

We show that for any metric probability space $(M,d,\mu)$ with a subgaussian constant $\sigma^2(\mu)$ and any set $A \subset M$ we have $\sigma^2(\mu_A) \leq c \log\left(e/\mu(A)\right)\,\sigma^2(\mu)$, where $\mu_A$ is a restriction of…

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

We prove two theorems concerning extreme values of general Gaussian fields. Our first theorem concerns with the concept of multiple peaks. A theorem of Chatterjee states that when a centered Gaussian field admits the so-called…

Let $\Omega$ be an $n$-dimensional compact Riemannian manifold $(n \geq 3)$ with $C^\infty$ boundary, and consider $L^2$-normalized eigenfunctions $ - \Delta \phi_{\lambda} = \lambda^2 \phi_\lambda$ with Dirichlet or Neumann boundary…

In a recent paper new upper and lower limits were given, in the context of the Schr\"{o}dinger or Klein-Gordon equations, for the number $N_{0}$ of S-wave bound states possessed by a monotonically nondecreasing central potential vanishing…

Let X_1 ,..., X_n be a collection of binary valued random variables and let f : {0,1}^n -> R be a Lipschitz function. Under a negative dependence hypothesis known as the {\em strong Rayleigh} condition, we show that f - E f satisfies a…

The concentration of measure phenomenon in Gauss' space states that every $L$-Lipschitz map $f$ on $\mathbb R^n$ satisfies \[ \gamma_{n} \left(\{ x : | f(x) - M_{f} | \geqslant t \} \right) \leqslant 2 e^{ - \frac{t^2}{ 2L^2} }, \quad t>0,…

Let $f(\cdot,t)$ be the probability density function which represents the solution of Kac's equation at time $t$, with initial data $f_0$, and let $g_{\sigma}$ be the Gaussian density with zero mean and variance $\sigma^2$, $\sigma^2$ being…

Following the concentration of the measure theory formalism, we consider the transformation $\Phi(Z)$ of a random variable $Z$ having a general concentration function $\alpha$. If the transformation $\Phi$ is $\lambda$-Lipschitz with…

Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…

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 prove lower bounds for energy in the Gaussian core model, in which point particles interact via a Gaussian potential. Under the potential function $t \mapsto e^{-\alpha t^2}$ with $0 < \alpha < 4\pi/e$, we show that no point…