Related papers: Generalizations of Some Concentration Inequalities

Let $\{W_t\}_{t=1}^{\infty}$ be a finite state stationary Markov chain, and suppose that $f$ is a real-valued function on the state space. If $f$ is bounded, then Gillman's expander Chernoff bound (1993) provides concentration estimates for…

In this paper, new versions of Chebyshev's, Minkowski's and Holder's type inequalities are studied by using a monotone measure-base universal integral on an arbitrary measurable space. This paper generalizes some previous results obtained…

We give Hoeffding and Bernstein-type concentration inequalities for the largest eigenvalue of sums of random matrices arising from a Markov chain. We consider time-dependent matrix-valued functions on a general state space, generalizing…

Let $\Omega=(a,b)\subset\mathbb{R}$, $0\leq m,n\in L^{1}(\Omega)$, $\lambda,\mu>0$ be real parameters, and $\phi:\mathbb{R}\rightarrow\mathbb{R}$ be an odd increasing homeomorphism. In this paper we consider the existence of positive…

We derive Lyapunov-type inequalities for general third order nonlinear equations involving multiple $\psi$-Laplacian operators of the form \begin{equation*} (\psi_{2}((\psi_{1}(u'))'))' + q(x)f(u) = 0, \end{equation*} where $\psi_{2}$ and…

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

It is well known that isoperimetric inequalities imply in a very general measure-metric-space setting appropriate concentration inequalities. The former bound the boundary measure of sets as a function of their measure, whereas the latter…

In this work, we obtain an existence of nontrivial solutions to a minimization problem involving a fractional Hardy-Sobolev type inequality in the case of inner singularity. Precisely, for $\lambda>0$ we analyze the attainability of the…

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…

An inequality by Samorodnitsky states that if $f : \mathbb{F}_2^n \to \mathbb{R}$ is a nonnegative boolean function, and $S \subseteq [n]$ is chosen by randomly including each coordinate with probability a certain $\lambda = \lambda(q,\rho)…

We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and use a new formula for the density of a random variable…

A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…

In this paper we obtain a generalization of some integral inequalities related to Chebyshev`s functional by using a generalized Katugampola fractional integral.

Let $(E,\|.\|)$ be a Banach space and let $(\Omega,\mu)$ be a Lebesgue measure space. We characterize, for all $p>0$, measurable functions $u:\Omega\rightarrow \mathbb{R}$ for which \begin{equation*} \left\| \int_{\Omega} f\,d\mu…

An inequality of Brascamp-Lieb-Luttinger generalizes the Riesz-Sobolev inequality, stating that certain multilinear functionals, acting on nonnegative functions of one real variable with prescribed distribution functions, are maximized when…

We establish sharp inequalities involving the incomplete Beta and Gamma functions. These inequalities arise in the approximation of generalized Bernstein functions by higher order Thorin-Bernstein functions. Furthermore, new properties of a…

Following the concentration of the measure theory formalism, we consider the transformation $\Phi(Z)$ of a random variable $Z$ having a general concentration function $\alpha$. If the transformation $\Phi$ is $\lambda$-Lipschitz with…

We present simple randomized and exchangeable improvements of Markov's inequality, as well as Chebyshev's inequality and Chernoff bounds. Our variants are never worse and typically strictly more powerful than the original inequalities. The…

It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…