Related papers: Concentration inequalities on the multislice and f…
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…
Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…
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 prove concentration inequalities for general functions of weakly dependent random variables satisfying the Dobrushin condition. In particular, we show Talagrand's convex distance inequality for this type of dependence. We apply our…
We are interested in Sobolev type inequalities and their relationship with concentration properties on higher dimensions. We consider unbounded spin systems on the d-dimensional lattice with interactions that increase slower than a…
We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form $\mathrm{Ent}_{\mu}(e^f) \le \tfrac{\rho}{2} \mathbb{E}_\mu e^f \Gamma(f)^2$ for some difference operator $\Gamma$, and show how it implies two-level…
In the paper we pursue the analysis from the section 5 of the Talagrand's paper "Sample boundedness of stochastic processes under increment conditions." Ann. Probab. 18, No. 1, 1-49. In particular we give the proof of some Sobolev…
We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…
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.…
We develop a new technique for proving concentration inequalities which relate between the variance and influences of Boolean functions. Using this technique, we 1. Settle a conjecture of Talagrand [Tal97] proving that $$\int_{\left\{…
Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…
This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…
We prove a log-Sobolev inequality for a certain class of log-concave measures in high dimension. These are the probability measures supported on the unit cube in R^n whose density takes the form exp(-H) where the function H is assumed to be…
We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functions on the unit sphere. Technically, our results are based on…
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…
We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…
We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…
We estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G\"otze and Zaitsev (1998). We show that the estimation of concentration functions…
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 introduce a symmetrization technique that allows us to translate a problem of controlling the deviation of some functionals on a product space from their mean into a problem of controlling the deviation between two independent copies of…