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Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…
In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…
The systematic errors inherent in the QCD sum rule approach to meson wavefunctions are examined in the context of QCD in 1+1 spacetime dimensions in the large N limit where the theory is exactly solvable. It is shown that the truncation of…
We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…
We prove concentration bounds for the following classes of quantum states: (i) output states of shallow quantum circuits, answering an open question from [DPMRF22]; (ii) injective matrix product states; (iii) output states of dense…
Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t g(X_s)ds$ where $g$ is a unbounded observable of the…
Almost 10 years ago, Impagliazzo and Kabanets (2010) gave a new combinatorial proof of Chernoff's bound for sums of bounded independent random variables. Unlike previous methods, their proof is constructive. This means that it provides an…
We provide new direct methods to establish symmetrization results in the form of mass concentration (i.e., integral) comparison for fractional elliptic equations of the type $(-\Delta)^{s}u=f$ $(0<s<1)$ in a bounded domain $\Omega$,…
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…
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…
Let $X,X_1,X_2,\ldots$ be i.i.d. ${\mathbb{R}}^d$-valued real random vectors. Assume that ${\mathbf{E}X=0}$, $\operatorname {cov}X=\mathbb{C}$, $\mathbf{E}\Vert X\Vert^2=\sigma ^2$ and that $X$ is not concentrated in a proper subspace of…
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…
Based on the Chernoff approximation, we provide a general approximation result for convex monotone semigroups which are continuous w.r.t. the mixed topology on suitable spaces of continuous functions. Starting with a family $(I(t))_{t\geq…
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…
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…
In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…
We study the relative entropy of the empirical probability vector with respect to the true probability vector in multinomial sampling of $k$ categories, which, when multiplied by sample size $n$, is also the log-likelihood ratio statistic.…
Motivated by the inverse Littlewood-Offord problem for linear forms, we study the concentration of quadratic forms. We show that if this form concentrates on a small ball with high probability, then the coefficients can be approximated by a…
We utilize operational methods to generalize the Chernoff inequality and prove a new result that relates the moment bound to strictly absolute monotonic functions. We show that the Chernoff bound is part of a continuum of probability…