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In this note we derive a sharp concentration inequality for the supremum of a smooth random field over a finite dimensional set. It is shown that this supremum can be bounded with high probability by the value of the field at some…

Statistics Theory · Mathematics 2013-07-08 Denis Belomestny , Vladimir Spokoiny

We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…

Mathematical Finance · Quantitative Finance 2026-03-11 Yunfan Zhao

This article has two main objectives. The first one is to show Kuttler-Sigillito's type inequalities involving the mixed Neumann-Dirichlet, mixed Steklov-Dirichlet, and mixed Robin-Dirichlet eigenvalue problems. We will provide examples on…

Analysis of PDEs · Mathematics 2021-10-14 Stine Marie Berge

We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.

Information Theory · Computer Science 2009-09-24 Yaming Yu

We develop concentration inequalities for the $l_\infty$ norm of vector linear processes with sub-Weibull, mixingale innovations. This inequality is used to obtain a concentration bound for the maximum entrywise norm of the lag-$h$…

Statistics Theory · Mathematics 2024-10-18 Eduardo Fonseca Mendes , Fellipe Lopes

We consider a variational problem with boundary singularity and Dirichlet condition. We give a blow-up analysis for sequences of solutions of an equation with exponential nonlinearity. Also, we derive a compactness criterion under some…

Analysis of PDEs · Mathematics 2018-10-26 Samy Skander Bahoura

We give a uniform estimate and an inequality for solutions of an equation with Dirichlet boundary condition.

Analysis of PDEs · Mathematics 2024-10-29 Samy Skander Bahoura

We prove sharp anti-concentration results for log-concave random variables on the real line in both the discrete and continuous setting. Our approach is elementary and uses majorization techniques to recover and extend some recent and not…

Probability · Mathematics 2025-05-12 Tulio Gaxiola , James Melbourne , Vincent Pigno , Emma Pollard

This paper introduces a version of decoupling and randomization to establish concentration inequalities for double-indexed permutation statistics. The results yield, among other applications, a new combinatorial Hanson-Wright inequality and…

Statistics Theory · Mathematics 2026-03-23 Mingxuan Zou , Jingfan Xu , Peng Ding , Fang Han

We consider a Boolean model $Z$ driven by a Poisson particle process $\eta$ on a metric space $\mathbb{Y}$. We study the random variable $\rho(Z)$, where $\rho$ is a (deterministic) measure on $\mathbb{Y}$. Due to the interaction of…

Probability · Mathematics 2017-03-16 Günter Last , Fabian Gieringer

Matrix concentration inequalities give bounds for the spectral-norm deviation of a random matrix from its expected value. These results have a weak dimensional dependence that is sometimes, but not always, necessary. This paper identifies…

Probability · Mathematics 2016-08-05 Joel A. Tropp

In this note, we improve some concentration inequalities for martingales with bounded increments. These results recover the missing factor in Freedman-style inequalities and are near optimal. We also provide minor refinements of…

Probability · Mathematics 2024-12-31 Arun Kumar Kuchibhotla

This paper presents concentration inequalities and laws of large numbers under weak assumptions of irrelevance, expressed through lower and upper expectations. The results are variants and extensions of De Cooman and Miranda's recent…

Probability · Mathematics 2009-08-18 Fabio Gagliardi Cozman

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field…

Probability · Mathematics 2013-09-19 Francois Bolley , Arnaud Guillin , Cedric Villani

In this article, we study the distribution of values of Dirichlet $L$-functions, the distribution of values of the random models for Dirichlet $L$-functions, and the discrepancy between these two kinds of distributions. For each question,…

Number Theory · Mathematics 2022-09-23 Zikang Dong , Weijia Wang , Hao Zhang

The aim of this paper is to study a dimorphic property associated with two different sums of identically independent Bernoulli random variables having two different families of probability mass functions. In addition, we give two…

Number Theory · Mathematics 2022-01-03 taekyun Kim , Dae san kim , Hyunseok Lee , Seongho Park

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

Probability · Mathematics 2020-05-15 Friedrich Götze , Holger Sambale , Arthur Sinulis

We obtain dimension-free concentration inequalities for $\ell^p$-norms, $p\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some…

Probability · Mathematics 2009-09-29 Christian Houdré , Philippe Marchal , Patricia Reynaud-Bouret

In the first part of this expository paper, we present and discuss the interplay of Dirichlet polynomials in some classical problems of number theory, notably the Lindel\"of Hypothesis. We review some typical properties of their means and…

Number Theory · Mathematics 2017-07-13 Michel Weber