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Related papers: Generalizations of Some Concentration Inequalities

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We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

Probability · Mathematics 2021-06-24 Andreas Maurer , Massimiliano Pontil

We study a generalization of the Fr\'echet mean on metric spaces, which we call $\phi$-means. Our generalization is indexed by a convex function $\phi$. We find necessary and sufficient conditions for $\phi$-means to be finite and provide a…

Statistics Theory · Mathematics 2024-08-15 Andrea Aveni , Sayan Mukherjee

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

Let $\Omega$ be an $n$-dimensional compact Riemannian manifold $(n \geq 3)$ with $C^\infty$ boundary, and consider $L^2$-normalized eigenfunctions $ - \Delta \phi_{\lambda} = \lambda^2 \phi_\lambda$ with Dirichlet or Neumann boundary…

Analysis of PDEs · Mathematics 2026-03-11 Hans Christianson , John A. Toth

Concentration properties of functionals of general Poisson processes are studied. Using a modified $\Phi$-Sobolev inequality a recursion scheme for moments is established, which is of independent interest. This is applied to derive moment…

Probability · Mathematics 2022-03-17 Anna Gusakova , Holger Sambale , Christoph Thaele

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…

Probability · Mathematics 2019-07-05 Ioannis Papageorgiou

We consider the full shift $T:\Omega\to\Omega$ where $\Omega=A^{\mathbb N}$, $A$ being a finite alphabet. For a class of potentials which contains in particular potentials $\phi$ with variation decreasing like $O(n^{-\alpha})$ for some…

Dynamical Systems · Mathematics 2020-02-19 J. -R. Chazottes , J. Moles , E. Ugalde

Starting from concentration of measure hypotheses on $m$ random vectors $Z_1,\ldots, Z_m$, this article provides an expression of the concentration of functionals $\phi(Z_1,\ldots, Z_m)$ where the variations of $\phi$ on each variable…

Probability · Mathematics 2023-06-27 Cosme Louart , Romain Couillet

Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…

Combinatorics · Mathematics 2022-06-01 Lutz Warnke

Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t g(X_s)ds$ where $g$ is a unbounded observable of the…

Probability · Mathematics 2010-02-11 Fuqing Gao , Arnaud Guillin , Liming Wu

We prove several different anti-concentration inequalities for functions of independent Bernoulli-distributed random variables. First, motivated by a conjecture of Alon, Hefetz, Krivelevich and Tyomkyn, we prove some "Poisson-type"…

Combinatorics · Mathematics 2023-06-22 Jacob Fox , Matthew Kwan , Lisa Sauermann

We give a concentration inequality based on the premise that random variables take values within a particular region. The concentration inequality guarantees that, for any sequence of correlated random variables, the difference between the…

Probability · Mathematics 2020-02-21 Go Kato

The purpose of this paper is twofold. We first prove a weighted Sobolev inequality and part of a weighted Morrey's inequality, where the weights are a power of the mean curvature of the level sets of the function appearing in the…

Analysis of PDEs · Mathematics 2011-11-14 Xavier Cabre , Manel Sanchon

We derive new concentration bounds for time averages of measurement outcomes in quantum Markov processes. This generalizes well-known bounds for classical Markov chains which provide constraints on finite time fluctuations of time-additive…

Quantum Physics · Physics 2023-07-19 Federico Girotti , Juan P. Garrahan , Mădălin Guţă

The generalized Marcum functions $Q_{\mu}(x,y)$ and $P_{\mu}(x,y)$ have as particular cases the non-central $\chi^2$ and gamma cumulative distributions, which become central distributions (incomplete gamma function ratios) when the…

Classical Analysis and ODEs · Mathematics 2014-06-25 J. Segura

The idea of the restricted mean has been used to establish a significantly improved version of Markov's inequality that does not require any new assumptions. The result immediately extends on Chebyshev's inequalities and Chernoff's bound.…

Statistics Theory · Mathematics 2023-08-09 Joan del Castillo

We study Markov processes on weighted directed hypergraphs where the state of at most one vertex can change at a time. Our setting is general enough to include simplicial epidemic processes, processes on multilayered networks or even the…

Probability · Mathematics 2024-10-10 Dániel Keliger , Balázs Ráth

For functions $f(z)= z+ a_2 z^2 + a_3 z^3 + \cdots$ in various subclasses of normalized analytic functions, we consider the problem of estimating the generalized Zalcman coefficient functional $\phi(f,n,m;\lambda):=|\lambda a_n a_m…

Complex Variables · Mathematics 2016-11-10 V. Ravichandran , Shelly Verma

In this preprint we consider generalizations of discrete and integral Cauchy--Bunyakovskii inequalities by the method of mean values with some applications. Mostly the material is compiled as a short survey but some results are proved. Main…

History and Overview · Mathematics 2022-03-29 S. M. Sitnik

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