Related papers: The concentration inequality for a discrete height…
Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A…
We prove a concentration inequality for sequential dynamical systems of the unit interval enjoying an exponential loss of memory in the BV norm, and we investigate several of its consequences. In particular, this covers compositions of…
In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field…
The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…
We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the…
This paper is focused on the moderate-deviations analysis of binary hypothesis testing. The analysis relies on a concentration inequality for discrete-parameter martingales with bounded jumps, where this inequality forms a refinement to the…
The spatial variation and temporal variation in surface potential are important error sources in various precision experiments and deserved to be considered carefully. In the former case, the theoretical analysis shows that this effect…
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…
Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the…
We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…
Motivated by recent research of Nikitin et al. (J.Phys.D vol. 49, 055301(2009)), we examine the effects of interatomic interactions on adatom surface diffusion. By using a mean-field approach in the random walk problem, we derive a…
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high…
Choosing models from a hypothesis space is a frequent task in approximation theory and inverse problems. Cross-validation is a classical tool in the learner's repertoire to compare the goodness of fit for different reconstruction models.…
We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to…
We derive explicit central moment inequalities for random variables that admit a Stein coupling, such as exchangeable pairs, size--bias couplings or local dependence, among others. The bounds are in terms of moments (not necessarily…
An asymmetric exclusion model on an open chain with random rates for hopping particles, where overtaking is also possible, is studied numerically and by computer simulation. The phase structure of the model and the density profiles near the…
We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…