Related papers: Operation with Concentration Inequalities

We study the effect of approximation errors in assessing the extreme behavior of heavy-tailed random objects. We give conditions for the approximation error such that the standard asymptotic results hold for the classical Hill estimator and…

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…

In this work, we investigate how to develop sharp concentration inequalities for sub-Weibull random variables, including sub-Gaussian and sub-exponential distributions. Although the random variables may not be sub-Guassian, the tail…

Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…

Given a Lipschitz function $f:\{1,...,d\}^\mathbb{N} \to \mathbb{R}$, for each $\beta>0$ we denote by $\mu_\beta$ the equilibrium measure of $\beta f$ and by $h_\beta$ the main eigenfunction of the Ruelle Operator $L_{\beta f}$. Assuming…

A real valued function $f$ defined on a real open interval $I$ is called $\Phi$-monotone if, for all $x,y\in I$ with $x\leq y$ it satisfies $$ f(x)\leq f(y)+\Phi(y-x), $$ where $\Phi:[0,\ell(I)[\,\to\mathbb{R}_+$ is a given nonnegative…

Consider $n$ complex random matrices $X_1,\ldots,X_n$ of size $d\times d$ sampled i.i.d. from a distribution with mean $E[X]=\mu$. While the concentration of averages of these matrices is well-studied, the concentration of other functions…

We devote this note to correct an estimate concerning mixed inequalities for the generalized maximal function $M_\Phi$, when certain properties of the associated Young function $\Phi$ are assumed. Although the obtained estimates turn out to…

This paper studies algebraic and analytic structures associated with the Lerch zeta function, extending the complex variables viewpoint taken in part II. The Lerch transcendent $\Phi(s, z, c)$ is obtained from the Lerch zeta function…

We study the family of Fourier-Laplace transforms $$ F_{\alpha,\beta}(z)= \operatorname*{F.p.} \int_{0}^{\infty} t^{\beta}\exp(\mathrm{i} t^{\alpha}-\mathrm{i} z t)\:\mathrm{d} t, \quad \operatorname*{Im} z<0, $$ for $\alpha>1$ and…

We consider a probabilistic approach to compute the Wiener--Young $\Phi$-variation of fractal functions in the Takagi class. Here, the $\Phi$-variation is understood as a generalization of the quadratic variation or, more generally, the…

We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…

Many sequence-to-sequence tasks in natural language processing are roughly monotonic in the alignment between source and target sequence, and previous work has facilitated or enforced learning of monotonic attention behavior via specialized…

Let $T$ be a bounded linear operator on a Hilbert space $H$ such that \[ \alpha[T^*,T]:=\sum_{n=0}^\infty \alpha_n T^{*n}T^n\ge 0. \] where $\alpha(t)=\sum_{n=0}^\infty \alpha_n t^n$ is a suitable analytic function in the unit disc…

A new class of integrals involving the product of $\Xi$-functions associated with primitive Dirichlet characters is considered. These integrals give rise to transformation formulas of the type $F(z, \alpha,\chi)=F(-z,…

We obtain dimension-free concentration inequalities for $\ell^p$-norms, $p\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some…

We consider Weierstra\ss\ and Takagi-van der Waerden functions with critical degree of roughness. In this case, the functions have vanishing $p^{\text{th}}$ variation for all $p>1$ but are also nowhere differentiable and hence not of…

In this paper, we consider functionals of the form $H_\alpha(u)=F(u)+\alpha G(u)$ with $\alpha\in[0,+\infty)$, where $u$ varies in a set $U\neq\emptyset$ (without further structure). We first revisit a result stating that, excluding at most…

The main aim of this paper is to investigate the Hardy-Littlewood type Theorem and the Heinz type inequality on functions induced by a differential operator. We first prove a more general Hardy-Littlewood type theorem for the Dirichlet…