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We prove generalised concentration inequalities for a class of scaled self-bounding functions of independent random variables, referred to as ${(M,a,b)}$ self-bounding. The scaling refers to the fact that the component-wise difference is…

Probability · Mathematics 2025-09-29 George Crowley , Iñaki Esnaola

We precisely determine the SDP value (equivalently, quantum value) of large random instances of certain kinds of constraint satisfaction problems, ``two-eigenvalue 2CSPs''. We show this SDP value coincides with the spectral relaxation…

Data Structures and Algorithms · Computer Science 2019-06-18 Sidhanth Mohanty , Ryan O'Donnell , Pedro Paredes

We consider the optimization of a smooth and strongly convex objective using constant step-size stochastic gradient descent (SGD) and study its properties through the prism of Markov chains. We show that, for unbiased gradient estimates…

Machine Learning · Statistics 2025-11-25 Ibrahim Merad , Stéphane Gaïffas

Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the classical Smirnov-Bickel-Rosenblatt (SBR) condition; see, for example, Gin\'{e} and Nickl [Probab. Theory Related Fields…

Statistics Theory · Mathematics 2014-09-24 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

We deal with countable alphabet locally compact random subshifts of finite type (the latter merely meaning that the symbol space is generated by an incidence matrix) under the absence of Big Images Property and under the absence of uniform…

Dynamical Systems · Mathematics 2015-09-02 Volker Mayer , Mariusz Urbanski

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…

Probability · Mathematics 2013-03-19 Yu. S. Eliseeva

The success of randomized range finders (RRFs) is typically analyzed via the singular value gaps of a target matrix $A$. In this work, we show that the so-called Frobenius singular value ratio provides a sharper analysis of an RRF's…

Numerical Analysis · Mathematics 2026-03-03 Christopher Wang , Alex Townsend

In this article, we establish a quantitative weighted variant of a far-reaching inequality obtained by A. Cohen, W. Dahmen, I. Daubechies, and R. DeVore in 2003, whose dependence on the $A_p$-weight constant for any $p\in[1,\infty)$ is…

Classical Analysis and ODEs · Mathematics 2025-08-01 Yinqin Li , Dachun Yang , Wen Yuan , Yangyang Zhang , Yirui Zhao

We produce a new proof and extend results by Harrell and Stubbe for the discrete spectrum of a self-adjoint operator. An abstract approach--based on commutator algebra, the Rayleigh-Ritz principle, and an ``optimal'' usage of the…

Spectral Theory · Mathematics 2007-12-31 Mark S. Ashbaugh , Lotfi Hermi

Let $(X,\mu)$ be a standard probability space. An automorphism $T$ of $(X,\mu)$ has the weak Pinsker property if for every $\varepsilon > 0$ it has a splitting into a direct product of a Bernoulli shift and an automorphism of entropy less…

Dynamical Systems · Mathematics 2018-02-19 Tim Austin

We prove a concentration inequality which asserts that, under some mild regularity conditions, every random variable defined on the product of sufficiently many probability spaces exhibits pseudorandom behavior.

Probability · Mathematics 2016-07-26 Pandelis Dodos , Vassilis Kanellopoulos , Konstantinos Tyros

We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified logarithmic-Sobolev inequality to derive…

Probability · Mathematics 2024-05-07 I. Kontoyiannis , M. Madiman

We introduce a framework for obtaining tight mixing times for Markov chains based on what we call restricted modified log-Sobolev inequalities. Modified log-Sobolev inequalities (MLSI) quantify the rate of relative entropy contraction for…

Data Structures and Algorithms · Computer Science 2021-11-08 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

We study a variational problem for the first Schrodinger eigenvalue on closed Riemannian surfaces. More precisely, we explore concentration-compactness properties of sequences formed by its extremal potentials.

Spectral Theory · Mathematics 2010-04-13 Gerasim Kokarev

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

We formulate a generalization of the Restricted Isometry Property (RIP) referred to as the Restricted Quasiconvexity Isometry Property (RQIP) for alpha stable random projections with $0<\alpha<1$. A lower bound on the number of rows for…

Probability · Mathematics 2025-07-04 Sunder Ram Krishnan

Log-Sobolev inequalities (LSIs) upper-bound entropy via a multiple of the Dirichlet form (i.e. norm of a gradient). In this paper we prove a family of entropy-energy inequalities for the binary hypercube which provide a non-linear…

Probability · Mathematics 2019-04-22 Yury Polyanskiy , Alex Samorodnitsky

Our main contribution is a concentration inequality for the symmetric volume difference of a $ C^2 $ convex body with positive Gaussian curvature and a circumscribed random polytope with a restricted number of facets, for any probability…

Metric Geometry · Mathematics 2020-03-02 Steven Hoehner , Gil Kur

The tails of the distribution of a mean zero, variance $\sigma^2$ random variable $Y$ satisfy concentration of measure inequalities of the form $\mathbb{P}(Y \ge t) \le \exp(-B(t))$ for $$ B(t)=\frac{t^2}{2( \sigma^2 + ct)} \quad \mbox{for…

Probability · Mathematics 2014-11-26 Larry Goldstein , Umit Islak

Let $p \in (0,1/2)$ be fixed, and let $B_n(p)$ be an $n\times n$ random matrix with i.i.d. Bernoulli random variables with mean $p$. We show that for all $t \ge 0$, \[\mathbb{P}[s_n(B_n(p)) \le tn^{-1/2}] \le C_p t + 2n(1-p)^{n} + C_p…

Probability · Mathematics 2021-05-07 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney