Related papers: Hoeffding's inequality for non-irreducible Markov …
We study Neumann functions for divergence form, second order elliptic systems with bounded measurable coefficients in a bounded Lipschitz domain or a Lipschitz graph domain. We establish existence, uniqueness, and various estimates for the…
We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type…
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…
We study generalized Poincar\'e inequalities. We prove that if a function satisfies a suitable inequality of Poincar\'e type, then the Hardy-Littlewood maximal function also obeys a meaningful estimate of similar form. As a by-product, we…
For a real-valued measurable function $f$ and a nonnegative, nondecreasing function $\phi$, we first obtain a Chebyshev type inequality which provides an upper bound for $\displaystyle \phi(\lambda_{1}) \mu(\{x \in \Omega : f(x) \geq…
We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…
In this short article we show a particular version of the Hedberg inequality which can be used to derive, in a very simple manner, functional inequalities involving Sobolev and Besov spaces in the general setting of Lebesgue spaces of…
We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…
Hoeffding's inequality is a fundamental tool widely applied in probability theory, statistics, and machine learning. In this paper, we establish Hoeffding's inequalities specifically tailored for an irreducible and positive recurrent…
Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…
We prove several functional and geometric inequalities only assuming the linearity and a quantitative $\mathrm{L}^\infty$-to-Lipschitz smoothing of the heat semigroup in metric-measure spaces. Our results comprise a Buser inequality, a…
We extend Hoeffding's lemma to general-state-space and not necessarily reversible Markov chains. Let $\{X_i\}_{i \ge 1}$ be a stationary Markov chain with invariant measure $\pi$ and absolute spectral gap $1-\lambda$, where $\lambda$ is…
This paper studies Hoeffding's inequality for Markov chains under the generalized concentrability condition defined via integral probability metric (IPM). The generalized concentrability condition establishes a framework that interpolates…
We improve the rate function of McDiarmid's inequality for Hamming distance. In particular, applying our result to the separately Lipschitz functions of independent random variables, we also refine the convergence rate function of…
This paper develops a Hoeffding inequality for the partial sums $\sum_{k=1}^n f (X_k)$, where $\{X_k\}_{k \in \mathbb{Z}_{> 0}}$ is an irreducible Markov chain on a finite state space $S$, and $f : S \to [a, b]$ is a real-valued function.…
The paper is devoted to the study of Gromov-Hausdorff convergence and stability of irreversible metric-measure spaces, both in the compact and noncompact cases. While the compact setting is mostly similar to the reversible case developed by…
We consider nonhomogeneous fractional $p$-Laplace equations defined on a bounded nonsmooth domain which goes beyond the Lipschitz category. Under a sufficient flatness assumption on the domain in the sense of Reifenberg, we establish…
On any metric space, I provide an intrinsic characterization of those complex-valued functions which are uniform limits of Lipschitz functions. There are applications to function theory on complete Riemannian manifolds and, in particular,…
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…
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…