Related papers: Some notes on concentration for $\alpha$-subexpone…

This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely…

In this note we produce generalized versions of the classical inequalities of Hardy and of Hilbert and we establish their equivalence. Our methods rely on the H^1-BMOA duality. We produce a class of examples to establish that the…

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…

In this paper, we explore some links between transforms derived by Stein's method and concentration inequalities. In particular, we show that the stochastic domination of the zero bias transform of a random variable is equivalent to…

This paper establishes sharp dimension-free concentration inequalities and expectation bounds for the deviation of the sum of simple random tensors from its expectation. As part of our analysis, we use generic chaining techniques to obtain…

We improve on several mixed weak type inequalities both for the Hardy-Littlewood maximal function and for Calder\'on-Zygmund operators. These type of inequalities were considered by Muckenhoupt and Wheeden and later on by Sawyer estimating…

We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.

For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration…

For a contraction $C_0$-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincar\'e inequalities for the symmetric and anti-symmetric part of the generator. As applications, non-exponential convergence…

The classical uncertainty principles deal with functions on abelian groups. In this paper, we discuss the uncertainty principles for finite index subfactors which include the cases for finite groups and finite dimensional Kac algebras. We…

In this paper ideas of different types of convergence of a sequence of random variables in probability, namely, statistical convergence of order $\alpha$ in probability, strong $p$-Ces$\grave{\mbox{a}}$ro summability of order $\alpha$ in…

The paper is devoted to establishing some general exponential inequalities for supermartingales. The inequalities improve or generalize many exponential inequalities of Bennett, Freedman, de la Pe\~{n}a, Pinelis and van de Geer. Moreover,…

The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades are focused on multivariate regular variation, while the rest…

We consider Kemp's q-analogue of the binomial distribution. Several convergence results involving the classical binomial, the Heine, the discrete normal, and the Poisson distribution are established. Some of them are q-analogues of…

We provide a characterization for anti-concentration of inhomogeneous random walks in non-abelian groups. In application we extend the classical bounds by Erdos-Littlewood-Offord and Sarkozy-Szemeredi to non-abelian settings.

A concentration property of the functional ${-}\log f(X)$ is demonstrated, when a random vector X has a log-concave density f on $\mathbb{R}^n$. This concentration property implies in particular an extension of the Shannon-McMillan-Breiman…

As an extension to the paper by Breuer, Grinshpon, and White \cite{B}, we study the linear statistics for the eigenvalues of the Schr\"odinger operator with random decaying potential with order ${\cal O}(x^{-\alpha})$ ($\alpha>0$) at…

In this paper we provide necessary and sufficient conditions for the $\textnormal{weak}(1,p)$ boundedness, $1< p<\infty,$ of convolution operators on locally compact (Hausdorff) topological groups. So, we generalize a classical result due…

The univariate extreme value theory deals with the convergence in type of powers of elements of sequences of cumulative distribution functions on the real line when the power index gets infinite. In terms of convergence of random variables,…

In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…