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We study various generalizations of concentration of measure on the unit sphere, in particular by means of log-Sobolev inequalities. First, we show Sudakov-type concentration results and local semicircular laws for weighted random matrices.…

Probability · Mathematics 2024-08-09 Friedrich Götze , Holger Sambale

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

Probability · Mathematics 2007-05-23 Sergey G. Bobkov

We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the…

Probability · Mathematics 2023-09-08 Heshan Aravinda

We derive two-sided bounds for moments of linear combinations of coordinates od unconditional log-concave vectors. We also investigate how well moments of such combinations may be approximated by moments of Gaussian random variables.

Probability · Mathematics 2015-01-06 Rafał Latała

We derive two concentration inequalities for linear functions of log-concave distributions: an enhanced version of the classical Brascamp--Lieb concentration inequality, and an inequality quantifying log-concavity of marginals in a manner…

Mathematical Physics · Physics 2021-11-23 Alexander Magazinov , Ron Peled

We establish a reversal of Lyapunov's inequality for monotone log-concave sequences, settling a conjecture of Havrilla-Tkocz and Melbourne-Tkocz. A strengthened version of the same conjecture is disproved through counter example. We also…

Information Theory · Computer Science 2021-11-16 James Melbourne , Gerardo Palafox-Castillo

An elementary proof is provided of sharp bounds for the varentropy of random vectors with log-concave densities, as well as for deviations of the information content from its mean. These bounds significantly improve on the bounds obtained…

Probability · Mathematics 2019-03-06 Matthieu Fradelizi , Mokshay Madiman , Liyao Wang

This note contributes to the understanding of generalized entropy power inequalities. Our main goal is to construct a counter-example regarding monotonicity and entropy comparison of weighted sums of independent identically distributed…

Information Theory · Computer Science 2021-10-20 Mokshay Madiman , Piotr Nayar , Tomasz Tkocz

The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

Information Theory · Computer Science 2024-05-07 Sergey Bobkov , Mokshay Madiman

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

Probability · Mathematics 2009-01-22 Leonid , Kontorovich , Kavita Ramanan

Threshold-type counts based on multivariate occupancy models with log concave marginals admit bounded size biased couplings under weak conditions, leading to new concentration of measure results for random graphs, germ-grain models in…

Probability · Mathematics 2017-05-25 Jay Bartroff , Larry Goldstein , Ümit Işlak

A lower bound on the probability $P(0<X<\delta)$ for all real $\delta>0$ and all random variables $X$ with log-concave p.d.f.'s such that $EX=0$ and $EX^2=1$ is obtained.

Probability · Mathematics 2026-02-09 Iosif Pinelis

In this paper, we provide explicit lower bounds with respect to some quantities of interest (parameters of the underlying distribution, dimension, geometrical characteristics of the domain, position of the origin, etc.) on the spectral gap…

Functional Analysis · Mathematics 2024-03-27 Michel Bonnefont , Aldéric Joulin

In this work we study the concentration properties of log-concave measures that are curved only on a subspace of directions. Proofs uses an adapted version of the stochastic localization process.

Functional Analysis · Mathematics 2025-01-23 Pierre Bizeul

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

Probability · Mathematics 2015-07-22 Elizabeth S. Meckes , Mark W. Meckes

We introduce a new generalization of relative entropy to non-negative vectors with sums $\gt 1$. We show in a purely combinatorial setting, with no probabilistic considerations, that in the presence of linear constraints defining a convex…

Information Theory · Computer Science 2024-05-08 Kostas N. Oikonomou

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…

Probability · Mathematics 2013-09-19 Francois Bolley , Arnaud Guillin , Cedric Villani

We develop the notion of discrete degrees of freedom of a log-concave sequence and use it to prove that geometric distribution minimises R\'enyi entropy of order infinity under fixed variance, among all discrete log-concave random variables…

Probability · Mathematics 2023-05-09 Jacek Jakimiuk , Daniel Murawski , Piotr Nayar , Semen Słobodianiuk

We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures…

Probability · Mathematics 2020-02-25 Matthieu Fradelizi , Jiange Li , Mokshay Madiman

During the last two decades, concentration of measure has been a subject of various exciting developments in convex geometry, functional analysis, statistical physics, high-dimensional statistics, probability theory, information theory,…

Information Theory · Computer Science 2015-10-13 Maxim Raginsky , Igal Sason