Related papers: Generalizations of Some Concentration Inequalities

In this work, a generalization of Chebyshev functional is presented. New inequalities of Gruss type via Pompeiu's mean value theorem are established. Improvements of some old inequalities are proved. A generalization of pre-Gruss inequality…

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.…

For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…

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 obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.

For the functions $f$, which can be represented in the form of the convolution $f(x)=\frac{a_{0}}{2}+\frac{1}{\pi}\int\limits_{-\pi}^{\pi}\sum\limits_{k=1}^{\infty}e^{-\alpha k^{r}}\cos(kt-\frac{\beta\pi}{2})\varphi(x-t)dt$,…

Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…

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…

We derive concentration inequalities for empirical means $\frac{1}{t} \int_0^t f(X_s) ds$ where $X_s$ is an irreducible Markov jump process on a finite state space and $f$ some observable. Using a Feynman-Kac semigroup we first derive a…

We show several variants of concentration inequalities on the sphere stated as subgaussian estimates with optimal constants. For a Lipschitz function, we give one-sided and two-sided bounds for deviation from the median as well as from the…

Let $(\Omega,g)$ be a piecewise-smooth, bounded convex domain in $\R^2$ and consider $L^2$-normalized Neumann eigenfunctions $\phi_{\lambda}$ with eigenvalue $\lambda^2$ and $u_{\lambda}:= \phi_{\lambda} |_{\partial \Omega}$ the associated…

We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…

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…

The convolution of a discrete measure, $x=\sum_{i=1}^ka_i\delta_{t_i}$, with a local window function, $\phi(s-t)$, is a common model for a measurement device whose resolution is substantially lower than that of the objects being observed.…

In this article, we establish Hoeffding's inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding's inequality for…

This paper studies Hoeffding's inequality for Markov chains under the generalized concentrability condition defined via integral probability metric (IPM). The generalized concentrability condition establishes a framework that interpolates…

The matrix Markov inequality by Ahlswede was stated using the Loewner anti-order between positive definite matrices. Wang use this to derive several other Chebyshev and Chernoff-type inequalities (Hoeffding, Bernstein, empirical Bernstein)…

We obtain the inequality $$\int_{\Omega}|\nabla u(x)|^ph(u(x))dx\leq C(n,p)\int_{\Omega} \left( \sqrt{ |\nabla^{(2)} u(x)||{\cal T}_{h,C}(u(x))|}\right)^{p}h(u(x))dx,$$ where $\Omega\subseteq {\bf R}^n$ and $n\ge 2$, $u:\Omega\rightarrow…

In this short paper we find that the Sobolev inequality $$\frac 1{p-2}\left[\left(\int f^{p} d\mu\right)^{2/p} - \int f^2 d\mu\right] \le C \int |\nabla f|^2 d\mu$$ ($p\ge 0$) is equivalent to the exponential convergence of the Markov…

We observe that the technique of Markov contraction can be used to establish measure concentration for a broad class of non-contracting chains. In particular, geometric ergodicity provides a simple and versatile framework. This leads to a…