Related papers: Improved Concentration Bounds for Gaussian Quadrat…

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and…

Derived from the results in [Giang et al.: \emph{Convolutions for the Fourier transforms with geometric variables and applications}, Math. Nachr. 283(12) (2010), 1758--1770], in this paper, we devoted to studying the boundedness properties…

This paper provides closed-form formulas for a multidimensional two-sided matching problem with transferable utility and heterogeneity in tastes. When the matching surplus is quadratic, the marginal distributions of the characteristics are…

We introduce a new framework for analyzing (Quasi-}Newton type methods applied to non-smooth optimization problems. The source of randomness comes from the evaluation of the (approximation) of the Hessian. We derive, using a variant of…

In this paper, we study inequalities involving polynomials and quasimodular forms. More precisely, we focus on the monotonicity of the functions of the form $t \mapsto t^m F(it)$ where $F$ is a quasimodular form and $m > 0$. As an…

We study Markov processes on weighted directed hypergraphs where the state of at most one vertex can change at a time. Our setting is general enough to include simplicial epidemic processes, processes on multilayered networks or even the…

We establish a Talenti-type symmetrization result in the form of mass concentration (i.e. integral comparison) for very general linear nonlocal elliptic problems, equipped with homogeneous Dirichlet boundary conditions. In this framework,…

In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. In the one-dimensional case, our results supplement those established by Paouris and Valettas in [8].

We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and use a new formula for the density of a random variable…

We survey recent results related to the concentration of eigenfunctions. We also prove some new results concerning ball-concentration, as well as showing that eigenfunctions saturating lower bounds for $L^1$-norms must also, in a measure…

We give a new, elementary proof of a key inequality used by Rudelson in the derivation of his well-known bound for random sums of rank-one operators. Our approach is based on Ahlswede and Winter's technique for proving operator Chernoff…

We study concentration inequalities for the number of real roots of the classical Kac polynomials $$f_{n} (x) = \sum_{i=0}^n \xi_i x^i$$ where $\xi_i$ are independent random variables with mean 0, variance 1, and uniformly bounded…

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…

We strengthen the volume inequalities for L_p zonoids of even isotropic measures and for their duals, which are due to Ball, Barthe and Lutwak, Yang, Zhang. Along the way, we prove a stronger version of the Brascamp-Lieb inequality for a…

We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error…

Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…

We consider the Gittins index for a normal distribution with unknown mean $\theta$ and known variance where $\theta$ has a normal prior. In addition to presenting some monotonicity properties of the Gittins index, we derive an approximation…

In this note, we show that the relative entropy of an empirical distribution of $n$ samples drawn from a set of size $k$ with respect to the true underlying distribution is exponentially concentrated around its expectation, with central…

We study high-dimensional Laplace-type integrals $I(\lambda):=(\lambda/2\pi)^{d/2}\int_{\mathbb R^d} g(x)e^{-\lambda f(x)}dx$ in the regime where both $d$ and $\lambda$ are large. Existing rigorous Laplace-expansion results in growing…