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We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

Probability · Mathematics 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su

Concentration of measure is studied, and obtained, for stable and related random vectors.

Probability · Mathematics 2007-05-23 Christian Houdre , Philippe Marchal

This paper focuses on the estimation of the concentration curve of a finite population, when data are collected according to a complex sampling design with different inclusion probabilities. A (design-based) Hajek type estimator for the…

We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…

Probability · Mathematics 2015-09-02 Christos Pelekis , Jan Ramon , Yuyi Wang

A lower bound on the R\'enyi differential entropy of a sum of independent random vectors is demonstrated in terms of rearrangements. For the special case of Boltzmann-Shannon entropy, this lower bound is better than that given by the…

Information Theory · Computer Science 2015-05-07 Liyao Wang , Mokshay Madiman

The issue of missing values is an arising difficulty when dealing with paired data. Several test procedures are developed in the literature to tackle this problem. Some of them are even robust under deviations and control type-I error quite…

Methodology · Statistics 2019-12-12 Lubna Amro , Markus Pauly , Burim Ramosaj

We prove here the concentration of measure inequality for Lipschitz function on the Hamming cube with values in any Banach spaces of finite cotype.

Functional Analysis · Mathematics 2024-12-17 Alexander Borichev , Alexander Volberg

The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…

Probability · Mathematics 2013-03-19 Florence Merlevède , Magda Peligrad

We show that the thermal subadditivity of entropy provides a common basis to derive a strong form of the bounded difference inequality and related results as well as more recent inequalities applicable to convex Lipschitz functions, random…

Statistics Theory · Mathematics 2012-05-09 Andreas Maurer

We study various generalizations of concentration of measure on the unit sphere, in particular by means of log-Sobolev inequalities. First, we show Sudakov-type concentration results and local semicircular laws for weighted random matrices.…

Probability · Mathematics 2024-08-09 Friedrich Götze , Holger Sambale

Considering a general framework of bootstrap with exchangeable weights, we show some concentration inequalities for the supremum of the bootstrap empirical process. On the one hand, we discuss the concentration of the bootstrap empirical…

Statistics Theory · Mathematics 2026-04-06 Guillaume Maillard , Adrien Saumard

This paper presents compact notations for concentration inequalities and convenient results to streamline probabilistic analysis. The new expressions describe the typical sizes and tails of random variables, allowing for simple operations…

Statistics Theory · Mathematics 2020-04-28 Kaizheng Wang

In this work, we contribute to the broader understanding of inverse problems by introducing a versatile multiscale modeling framework tailored to the challenges of sediment concentration estimation. Specifically, we propose a novel approach…

Numerical Analysis · Mathematics 2025-03-14 Jiwei Li , Lingyun Qiu , Zhongjing Wang , Hui Yu , Siqin Zheng

Concentration of measure has been argued to be the fundamental cause of adversarial vulnerability. Mahloujifar et al. presented an empirical way to measure the concentration of a data distribution using samples, and employed it to find…

Machine Learning · Computer Science 2021-03-25 Jack Prescott , Xiao Zhang , David Evans

Mass is a fundamental property of galaxy groups and clusters. In theory weak gravitational lensing will enable an approximately unbiased measurement of mass, but parametric methods for extracting cluster masses from data require the…

Cosmology and Nongalactic Astrophysics · Physics 2017-05-31 Maggie Lieu , Will M. Farr , Michael Betancourt , Graham P. Smith , Mauro Sereno , Ian G. McCarthy

We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…

Probability · Mathematics 2012-07-04 Mark W. Meckes , Stanislaw J. Szarek

We propose a novel generalized method for mass measurements based on phase space singularity structures that can be applied to any event topology with missing energy. Our method subsumes the well-known end-point and transverse mass methods…

High Energy Physics - Phenomenology · Physics 2010-04-06 Ian-Woo Kim

The main focus of this work is the asymptotic behavior of mass-conservative homogeneous fragmentations. Considering the logarithm of masses makes the situation reminiscent of branching random walks. The standard approach is to study {\bf…

Probability · Mathematics 2010-09-30 Nathalie Krell , Alain Rouault

This article considers the question of how much of the mass of an element in a Paley-Wiener space can be concentracted on a given set. We seek bounds in terms of relative densities of the given set. We extend a result of Donoho and Logan…

Classical Analysis and ODEs · Mathematics 2022-10-27 Syed Husain , Friedrich Littmann

We give a concentration inequality for a stochastic version of the facility location problem. We show the objective $C_n = \min_{F \subseteq [0,1]^2}|F|+\sum_{x\in X}\min_{f\in F}\|x-f\|$ is concentrated in an interval of length…

Data Structures and Algorithms · Computer Science 2022-07-26 Sandeep Silwal
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