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While classical concentration inequalities are typically restricted to two special cases -- independence and martingale difference sequences -- we extend concentration inequalities to a much broader class of stochastic processes by relaxing…

Probability · Mathematics 2026-02-25 Changqing Liu

Recent progress in multilinear harmonic analysis naturally raises questions about the local behaviour of the best constant (or bound) in the general Brascamp--Lieb inequality as a function of the underlying linear transformations. In this…

Classical Analysis and ODEs · Mathematics 2017-06-07 Jonathan Bennett , Neal Bez , Michael G. Cowling , Taryn C. Flock

We propose algebraic criteria that yield sharp H\"{o}lder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the…

Probability · Mathematics 2013-10-08 Wei-Kuo Chen , Nikos Dafnis , Grigoris Paouris

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

Probability · Mathematics 2021-06-24 Andreas Maurer , Massimiliano Pontil

An inequality of Brascamp-Lieb-Luttinger generalizes the Riesz-Sobolev inequality, stating that certain multilinear functionals, acting on nonnegative functions of one real variable with prescribed distribution functions, are maximized when…

Classical Analysis and ODEs · Mathematics 2017-06-12 Michael Christ

This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…

Probability · Mathematics 2012-11-09 Pierre Del Moral , Emmanuel Rio

The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…

Probability · Mathematics 2022-05-16 Daniel J. Fresen

The entropy power inequality (EPI) and the Brascamp-Lieb inequality (BLI) are fundamental inequalities concerning the differential entropies of linear transformations of random vectors. The EPI provides lower bounds for the differential…

Information Theory · Computer Science 2021-09-28 Venkat Anantharam , Varun Jog , Chandra Nair

The Busenberg--Travis cross-diffusion system for segregating populations is approximated by the compressible Navier--Stokes--Korteweg equations on the torus, including a density-dependent viscosity and drag forces. The Korteweg term can be…

Analysis of PDEs · Mathematics 2024-11-12 J. A. Carrillo , X. Chen , B. Du , A. Jüngel

Let X Nv(0, {\Lambda}) be a normal vector in v dimensions, where {\Lambda} is diagonal. With reference to the truncated distribution of X on the interior of a v-dimensional Euclidean ball, we completely prove a variance inequality and a…

Statistics Theory · Mathematics 2013-11-26 Rahul Mukerjee , S. H. Ong

We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…

Probability · Mathematics 2023-11-06 José Ulises Márquez-Urbina , Orimar Sauri

This paper establishes a necessary and sufficient condition for $L^p$-boundedness of a class of multilinear functionals which includes both the Brascamp-Lieb inequalities and generalized Radon transforms associated to algebraic incidence…

Classical Analysis and ODEs · Mathematics 2022-01-31 Philip T Gressman

A central limit theorem is shown for moderately interacting particles in the whole space. The interaction potential approximates singular attractive or repulsive potentials of sub-Coulomb type. It is proved that the fluctuations become…

Probability · Mathematics 2024-05-27 Li Chen , Alexandra Holzinger , Ansgar Jüngel

Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…

Computation · Statistics 2016-12-06 Arnak S. Dalalyan

We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…

Probability · Mathematics 2014-07-14 Dario Cordero-Erausquin , Nathael Gozlan

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

Probability · Mathematics 2015-07-22 Elizabeth S. Meckes , Mark W. Meckes

We investigate the equilibrium behavior for the decentralized cheap talk problem for real random variables and quadratic cost criteria in which an encoder and a decoder have misaligned objective functions. In prior work, it has been shown…

Information Theory · Computer Science 2021-11-16 Ertan Kazıklı , Serkan Sarıtaş , Sinan Gezici , Tamás Linder , Serdar Yüksel

We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the…

Probability · Mathematics 2023-09-08 Heshan Aravinda

We adapt an induction-on-scales argument of Bennett, Bez, Buschenhenke, Cowling, and Flock to establish a global near-monotonicity statement for the nonlinear Brascamp-Lieb functional under a certain heat-flow, from which follows a…

Classical Analysis and ODEs · Mathematics 2024-01-17 Jennifer Duncan

We prove a general duality result showing that a Brascamp--Lieb type inequality is equivalent to an inequality expressing subadditivity of the entropy, with a complete correspondence of best constants and cases of equality. This open a new…

Functional Analysis · Mathematics 2008-01-29 Eric A. Carlen , Dario Cordero-Erausquin