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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…

Probability · Mathematics 2020-06-16 Friedrich Götze , Holger Sambale , Arthur Sinulis

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

We discuss our work on pointwise inequalities for the gradient which are connected with the isoperimetric profile associated to a given geometry. We show how they can be used to unify certain aspects of the theory of Sobolev inequalities.…

Functional Analysis · Mathematics 2014-04-17 Joaquim Martin , Mario Milman

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

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 derive concentration inequalities for maxima of empirical processes associated with Poisson point processes. The proofs are based on a careful application of Ledoux's entropy method. We demonstrate the utility of the obtained…

Probability · Mathematics 2018-07-19 Martin Kroll

We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the…

Probability · Mathematics 2010-12-08 J. -R. Chazottes , F. Redig

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

Probability · Mathematics 2015-07-22 Luisa Beghin , Claudio Macci

In the first part of the paper we study the reflexivity of Sobolev spaces on non-compact and not necessarily reversible Finsler manifolds. Then, by using direct methods in the calculus of variations, we establish uniqueness, location and…

Analysis of PDEs · Mathematics 2016-02-12 Csaba Farkas , Alexandru Kristály , Csaba Varga

We obtain new oscillation inequalities in metric spaces in terms of the Peetre $K-$functional and the isoperimetric profile. Applications provided include a detailed study of Fractional Sobolev inequalities and the Morrey-Sobolev embedding…

Functional Analysis · Mathematics 2014-04-01 Joaquim Martin , Mario Milman

We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment. We also prove some concentration inequalities…

Probability · Mathematics 2012-06-15 Frederique Watbled

We introduce and analyse a class of weighted Sobolev spaces with mixed weights on angular domains. The weights are based on both the distance to the boundary and the distance to the one vertex of the domain. Moreover, we show how the…

Analysis of PDEs · Mathematics 2024-09-30 Petru A. Cioica-Licht , Cornelia Schneider , Markus Weimar

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…

Probability · Mathematics 2024-08-12 Gilles Bonnet , Anna Gusakova

We study a class of logarithmic Sobolev inequalities with a general form of the energy functional. The class generalizes various examples of modified logarithmic Sobolev inequalities considered previously in the literature. Refining a…

Probability · Mathematics 2015-09-28 Radosław Adamczak , Witold Bednorz , Paweł Wolff

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

Probability · Mathematics 2018-08-13 Nguyen Tien Dung

Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…

Numerical Analysis · Mathematics 2019-07-03 Y. Imoto

For a real-valued measurable function $f$ and a nonnegative, nondecreasing function $\phi$, we first obtain a Chebyshev type inequality which provides an upper bound for $\displaystyle \phi(\lambda_{1}) \mu(\{x \in \Omega : f(x) \geq…

Functional Analysis · Mathematics 2022-09-14 M. Ashraf Bhat , G. Sankara Raju Kosuru

Some results on the approximation of functions from the Sobolev spaces on metric graphs by step functions are obtained. The estimates are uniform with respect to all graphs of a given finite length, and the constant factors in the…

Classical Analysis and ODEs · Mathematics 2007-05-23 Michael Solomyak

The present note contains a review of $p$-energies and Sobolev spaces on metric measure spaces that carry a strongly local regular Dirichlet form. These Sobolev spaces are then used to generalize some basic results from the calculus of…

Analysis of PDEs · Mathematics 2018-05-14 Michael Hinz , Dorina Koch , Melissa Meinert