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We derive sharp upper and lower bounds for the pointwise concentration function of the maximum statistic of $d$ identically distributed real-valued random variables. Our first main result places no restrictions either on the common marginal…

Statistics Theory · Mathematics 2025-08-04 Matias D. Cattaneo , Ricardo P. Masini , William G. Underwood

Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…

Statistical Mechanics · Physics 2023-09-11 Haroldo V. Ribeiro , Angel A. Tateishi , Ervin K. Lenzi , Richard L. Magin , Matjaz Perc

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…

Statistics Theory · Mathematics 2015-07-28 Rémi Bardenet , Odalric-Ambrym Maillard

Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…

Probability · Mathematics 2016-01-14 Sascha Bachmann

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

Probability · Mathematics 2013-11-05 Xinjia Chen

In this paper we study kinetically rough surfaces which display anomalous scaling in their local properties such as roughness, or height-height correlation function. By studying the power spectrum of the surface and its relation to the…

Statistical Mechanics · Physics 2009-10-30 Juan M. Lopez , Miguel A. Rodriguez , Rodolfo Cuerno

Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…

Classical Analysis and ODEs · Mathematics 2023-03-09 Franck Barthe , Michal Strzelecki

We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…

Mathematical Finance · Quantitative Finance 2026-03-11 Yunfan Zhao

The concentration of measure phenomenon may be summarized as follows: a function of many weakly dependent random variables that is not too sensitive to any of its individual arguments will tend to take values very close to its expectation.…

Probability · Mathematics 2016-11-18 Aryeh Kontorovich , Maxim Raginsky

We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…

Statistical Mechanics · Physics 2015-04-16 Sergei Fedotov , Nickolay Korabel

Height functions of growing random surfaces are often conjectured to be superconcentrated, meaning that their variances grow sublinearly in time. This article introduces a new concept, called subroughness, meaning that there exist two…

Probability · Mathematics 2022-05-10 Sourav Chatterjee

Concentration inequalities are widely used for analyzing machine learning algorithms. However, current concentration inequalities cannot be applied to some of the most popular deep neural networks, notably in natural language processing.…

Machine Learning · Statistics 2021-03-22 Rémy Garnier , Raphaël Langhendries

We study the electric double layer by combining the effects of ion finite size and dielectric decrement. At high surface potential, both mechanisms can cause saturation of the counter-ion concentration near a charged surface. The modified…

Soft Condensed Matter · Physics 2015-03-31 Yasuya Nakayama , David Andelman

We derive novel concentration inequalities that bound the statistical error for a large class of stochastic optimization problems, focusing on the case of unbounded objective functions. Our derivations utilize the following key tools: 1) A…

Machine Learning · Statistics 2026-01-01 Jeremiah Birrell

An investigation of the effect of surface diffusion in random deposition model is made by analytical methods and reasoning. For any given site, the extent to which a particle can diffuse is decided by the morphology in the immediate…

Soft Condensed Matter · Physics 2011-12-14 Baisakhi Mal , Subhankar Ray , J. Shamanna

Considering supercritical Bernoulli percolation on $\mathbb{Z}^d$, Garet and Marchand [GM09] proved a diffusive concentration for the graph distance. In this paper, we sharpen this result by establishing the subdiffusive concentration…

Probability · Mathematics 2025-08-27 Van Hao Can , Van Quyet Nguyen

Data scarcity drives the need for more sample-efficient large language models. In this work, we use the double descent phenomenon to holistically compare the sample efficiency of discrete diffusion and autoregressive models. We show that…

Machine Learning · Computer Science 2025-09-30 Ahmad Fraij , Sam Dauncey

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…

Probability · Mathematics 2022-01-26 C Cuny , J Dedecker , F Merlevède

We show sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. Here we focus on differentiable functions on the Euclidean space in presence of a…

Probability · Mathematics 2019-11-26 Friedrich Götze , Holger Sambale

We revisit the problem of \emph{missing mass concentration}, developing a new method of estimating concentration of heterogenic sums, in spirit of celebrated Rosenthal's inequality. As a result we slightly improve the state-of-art bounds…

Statistics Theory · Mathematics 2020-05-25 Maciej Skorski