Related papers: Concentration on Poisson spaces via modified $\Phi…

This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…

We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequalities for chaos variables (in spirit of Talagrand and…

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

We develop a technique to obtain new symmetrization inequalities that provide a unified framework to study Sobolev inequalities, concentration inequalities and sharp integrability of solutions of elliptic equations

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…

There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…

Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…

We obtain a critical imbedding and then, concentration-compactness principles for fractional Sobolev spaces with variable exponents. As an application of these results, we obtain the existence of many solutions for a class of critical…

We consider the Poisson equation with homogeneous Dirichlet conditions in a family of domains in $R^{n}$ indexed by a small parameter $\epsilon$. The domains depend on $\epsilon$ only within a ball of radius proportional to $\epsilon$ and,…

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

We consider the approximation of Poisson type problems where the source is given by a singular measure and the domain is a convex polygonal or polyhedral domain. First, we prove the well-posedness of the Poisson problem when the source…

Covariance representations are developed for the uniform distributions on the Euclidean spheres in terms of spherical gradients and Hessians. They are applied to derive a number of Sobolev type inequalities and to recover and refine the…

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…

In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…

We establish a universal framework for concentration inequalities based on invariance under diffeomorphism groups. Given a probability measure $\mu$ on a space $E$ and a diffeomorphism $\psi: E \to F$, concentration properties transfer…

Let $Y$ be a nonnegative random variable with mean $\mu$ and finite positive variance $\sigma^2$, and let $Y^s$, defined on the same space as $Y$, have the $Y$ size biased distribution, that is, the distribution characterized by…

We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…