Related papers: From Poincar\'e Inequalities to Nonlinear Matrix C…
We introduce a simple criterion to check coercivity of bilinear forms on subspaces of Hilbert-spaces and Banach-spaces. The presented criterion allows to derive many standard and non-standard variants of Poincar\'e- and Friedrichs-type…
We study first order differential operators with constant coefficients. The main question is under what conditions a generalized Poincar\'e inequality holds. We show that the constant rank condition is sufficient. The concept of the…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
In this paper, we study moment and concentration inequalities for the spectral norm of sums of dependent random matrices. We establish novel Rosenthal-Burkholder inequalities for discrete-time matrix local martingales,…
Pipage rounding is a dependent random sampling technique that has several interesting properties and diverse applications. One property that has been particularly useful is negative correlation of the resulting vector. Unfortunately…
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…
We prove Poincar\'e and Sobolev inequalities in matrix A${}_p$ weighted spaces. We then use these Poincar\'e inequalities to prove existence and regularity results for degenerate systems of elliptic equations whose degeneracy is governed by…
We prove concentration bounds for random Euclidean combinatorial optimization problems with $p$--costs. For bipartite matching and for the (mono- and bi-partite) traveling salesperson problem in dimension $d\ge 3$, we obtain concentration…
The matrix version of the entropy-power inequality for real or complex coefficients and variables is proved using a transportation argument that easily settles the equality case. An application to blind source extraction is given.
We present concentration inequalities on the multislice which are based on (modified) log-Sobolev inequalities. This includes bounds for convex functions and multilinear polynomials. As an application we show concentration results for the…
We prove a version of Talagrand's concentration inequality for subordinated sub-Laplacian on a compact Riemannian manifold using tools from noncommutative geometry. As an application, motivated by quantum information theory, we show that on…
We consider a quasilinear equation involving the $n-$Laplacian and an exponential nonlinearity, a problem that includes the celebrated Liouville equation in the plane as a special case. For a non-compact sequence of solutions it is known…
This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $\alpha$-stable process, and whose L\'evy jump kernel measure is…
We prove a factorization-concentration result for characters of symmetric groups. This is then applied to the asymptotic behaviour of the decomposition of the tensor representations. There are connections with the Pastur-Marcenko…
We present a unified strategy to derive Hardy-Poincar\'e inequalities on bounded and unbounded domains. The approach allows proving a general Hardy-Poincar\'e inequality from which the classical Poincar\'e and Hardy inequalities immediately…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
We prove that for symmetric Markov processes of diffusion type admitting a "carr\'e du champ", the Poincar\'e inequality is equivalent to the exponential convergence of the associated semi-group in one (resp. all) $\L^p(\mu)$ spaces for…
We prove a new general Poincar\'e-type inequality for differential forms on compact Riemannian manifolds with nonempty boundary. When the boundary is isometrically immersed in Euclidean space, we derive a new inequality involving mean and…
In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.
A number of applications require the computation of the trace of a matrix that is implicitly available through a function. A common example of a function is the inverse of a large, sparse matrix, which is the focus of this paper. When the…