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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

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

Probability · Mathematics 2017-05-12 Andreas Maurer

Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…

Probability · Mathematics 2020-08-04 Tomas Juškevičius , Valentas Kurauskas

Let $X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n}X_ka_k $ with respect to the arithmetic structure of…

Probability · Mathematics 2023-04-06 Friedrich Götze , Andrei Yu. Zaitsev

Li and Hu recently established variance-type O(1/n) bounds for the sample mean of independent random vectors under sublinear expectations. We extend their results to the exponential concentration regime. For bounded, independent R^d-valued…

Statistics Theory · Mathematics 2026-02-26 Nahom Seyoum

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n} X_k a_k$ with respect to the arithmetic structure of…

Probability · Mathematics 2022-08-04 Yulia S. Eliseeva , Friedrich Götze , Andrei Yu. Zaitsev

We prove extensions of classical concentration inequalities for random variables which have $\alpha$-subexponential tail decay for any $\alpha \in (0,2]$. This includes Hanson--Wright type and convex concentration inequalities. We also…

Probability · Mathematics 2022-12-09 Holger Sambale

Initially motivated by the study of the non-asymptotic properties of non-parametric tests based on permutation methods, concentration inequalities for uniformly permuted sums have been largely studied in the literature. Recently, Delyon et…

Probability · Mathematics 2018-05-10 Mélisande Albert

In this paper we give anticoncentration bounds for sums of independent random vectors in finite-dimensional vector spaces. In particular, we asymptotically establish a conjecture of Leader and Radcliffe (1994) and a question of Jones…

Probability · Mathematics 2023-08-15 Tomas Juškevičius , Valentas Kurauskas

We provide moment bounds for expressions of the type $(X^{(1)} \otimes \dots \otimes X^{(d)})^T A (X^{(1)} \otimes \dots \otimes X^{(d)})$ where $\otimes$ denotes the Kronecker product and $X^{(1)}, \dots, X^{(d)}$ are random vectors with…

Probability · Mathematics 2021-06-28 Stefan Bamberger , Felix Krahmer , Rachel Ward

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…

Functional Analysis · Mathematics 2022-09-14 M. Ashraf Bhat , G. Sankara Raju Kosuru

Consider a quadratic polynomial $Q(\xi_{1},\dots,\xi_{n})$ of independent Rademacher random variables $\xi_{1},\dots,\xi_{n}$. To what extent can $Q(\xi_{1},\dots,\xi_{n})$ concentrate on a single value? This quadratic version of the…

Combinatorics · Mathematics 2023-12-22 Matthew Kwan , Lisa Sauermann

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n}a_k X_k$ with respect to the arithmetic structure of coefficients…

Probability · Mathematics 2021-12-03 Yulia S. Eliseeva , Friedrich Götze , Andrei Yu. Zaitsev

Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…

Probability · Mathematics 2016-01-14 Sascha Bachmann

Many problems in combinatorial linear algebra require upper bounds on the number of solutions to an underdetermined system of linear equations $Ax = b$, where the coordinates of the vector $x$ are restricted to take values in some small…

Probability · Mathematics 2018-08-23 Asaf Ferber , Vishesh Jain , Yufei Zhao

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n}X_ka_k $ with respect to the arithmetic structure of coefficients…

Probability · Mathematics 2018-05-22 Friedrich Götze , Andrei Yu. Zaitsev

We introduce a general framework for studying anticoncentration and local limit theorems for random variables, including graph statistics. Our methods involve an interplay between Fourier analysis, decoupling, hypercontractivity of Boolean…

Probability · Mathematics 2022-03-09 Ashwin Sah , Mehtaab Sawhney

Let $X,X_1,...,X_n$ be independent identically distributed random variables. In this paper we study the behavior of the concentration functions of the weighted sums $\sum\limits_{k=1}^{n}a_k X_k$ with respect to the arithmetic structure of…

Probability · Mathematics 2015-05-12 Yulia S. Eliseeva , Friedrich Götze , Andrei Yu. Zaitsev

For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…

Statistics Theory · Mathematics 2019-11-14 Robert E. Gallagher , Louis J. M. Aslett , David Steinsaltz , Ryan R. Christ

We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…

Probability · Mathematics 2008-02-03 V. de la Pena , Stephen J. Montgomery-Smith , Jerzy Szulga