Related papers: Operation with Concentration Inequalities

Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obtain the strong law of large numbers, the central limit…

For the two-parameter Mittag-Leffler function $E_{\alpha,\beta}$ with $\alpha > 0$ and $\beta \ge 0,$ we consider the question whether $|E_{\alpha,\beta}(z)|$ and $E_{\alpha,\beta}(\Re z)$ are comparable on the whole complex plane. We show…

Let $X$ be a symmetric quasi-Banach function space with Fatou property and let $E$ be an arbitrary symmetric quasi-Banach sequence space. Suppose that $(f_k)_{k\geq0}\subset X$ is a sequence of independent random variables. We present a…

In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…

We give a concentration inequality based on the premise that random variables take values within a particular region. The concentration inequality guarantees that, for any sequence of correlated random variables, the difference between the…

In this paper, we investigate further the weighted $p(x)$-Hardy inequality with the additional term of the form \[ \int_\Omega |\xi|^{p(x)}\mu_{1,\beta} (dx) \leqslant \int_\Omega |\nabla \xi|^{p(x)}\mu_{2,\beta} (dx)+\int_\Omega…

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…

We propose a novel approach to concentration for non-independent random variables. The main idea is to ``pretend'' that the random variables are independent and pay a multiplicative price measuring how far they are from actually being…

Let $\phi: \R^d \longrightarrow \C$ be a compactly supported function which satisfies a refinement equation of the form $\phi(x) = \sum_{k\in\Lambda} c_k \phi(Ax - k),\quad c_k\in\C$, where $\Gamma\subset\R^d$ is a lattice, $\Lambda$ is a…

Let $\Phi$ be a real valued function of one real variable, let $L$ denote an elliptic second order formally self-adjoint differential operator with bounded measurable coefficients, and let $P$ stand for the Poisson operator for $L$. A…

It is known that the inequality \begin{align*}\int_{-W/2}^{W/2}|\widehat{f}(\xi)|^2d\xi\leq \int_{-W/2}^{W/2}|\widehat{|f|^*}(\xi)|^2d\xi \end{align*} between the quadratic spectral concentration of a function and that of its decreasing…

To each partition $\lambda$ with distinct parts we assign the probability $Q_\lambda(x) P_\lambda(y)/Z$ where $Q_\lambda$ and $P_\lambda$ are the Schur $Q$-functions and $Z$ is a normalization constant. This measure, which we call the…

For a random variable $X$ define $Q(X) = \sup_{x \in \mathbb{R}} \mathbb{P}(X=x)$. Let $X_1, \dots, X_n$ be independent integer random variables. Suppose $Q(X_i) \le \alpha_i \in (0,1]$ for each $i \in \{1, \dots, n\}$. Ju\v{s}kevi\v{c}ius…

In this paper we consider the subnormality of block Toeplitz operators $T_\Phi$, where $\Phi$ is an $n\times n$ matrix-valued function on the unit circle $\mathbb T$ of the form $$ \Phi=Q\Phi^* \quad \hbox{($Q$ is a finite Blaschke--Potapov…

Exhibiting a new type of measure concentration, we prove uniform concentration bounds for measurable Lipschitz functions on product spaces, where Lipschitz is taken with respect to the metric induced by a weighted covering of the index set…

The classical Grothendieck inequality is viewed as a statement about representations of functions of two variables over discrete domains by integrals of two-fold products of functions of one variable. An analogous statement is proved,…

Consider a classical Hamiltonian H on the cotangent bundle T*M of a closed orientable manifold M, and let L:TM -> R be its Legendre-dual Lagrangian. In a previous paper we constructed an isomorphism Phi from the Morse complex of the…

We prove here the concentration of measure inequality for Lipschitz function on the Hamming cube with values in any Banach spaces of finite cotype.

We establish an operator--theoretic correspondence between periodic Bernoulli kernels and Hermite polynomials, framed through the umbral calculus and a quantum analogy. Starting from the analytic master function $F^\ast$, the periodic…