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In the averaging process on a graph $G = (V, E)$, a random mass distribution $\eta$ on $V$ is repeatedly updated via transformations of the form $\eta_{v}, \eta_{w} \mapsto (\eta_{v} + \eta_{w})/2$, with updates made according to…

Probability · Mathematics 2024-04-04 Austin Eide

In this work we design a general method for proving moment inequalities for polynomials of independent random variables. Our method works for a wide range of random variables including Gaussian, Boolean, exponential, Poisson and many…

Probability · Mathematics 2012-06-11 Warren Schudy , Maxim Sviridenko

It is shown how the central limit theorem for U-statistics of spatial Poisson point processes can help to derive the central limit theorem for U-statistics of a Gibbs facet process from stochastic geometry. A full-dimensional submodel…

Probability · Mathematics 2016-08-03 Jakub Vecera , Viktor Benes

Parseval and equal-norm frames play a fundamental role in frame theory and signal processing. In this work, we prove non-asymptotic concentration bounds showing that random equal-norm frames are nearly Parseval with high probability, and…

Functional Analysis · Mathematics 2026-05-06 Samuel Ballas , Ferhat Karabatman , Tom Needham

We prove concentration inequalities of the form $P(Y \ge t) \le \exp(-B(t))$ for a random variable $Y$ with mean zero and variance $\sigma^2$ using a coupling technique from Stein's method that is so-called approximate zero bias couplings.…

Probability · Mathematics 2025-12-24 Nathakhun Wiroonsri

Let $M$ be an $n$-dimensional Hadamard manifold of pinched negative curvature $-b^2 \leq K_M \leq -a^2$. The solution of the Dirichlet problem at infinity for $M$ leads to the construction of a family of mutually absolutely continuous…

Differential Geometry · Mathematics 2024-08-13 Kingshook Biswas , Utsav Dewan , Arkajit Pal Choudhury

We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed the averaged moment generating function. Our method applies…

Probability · Mathematics 2025-05-12 Zishun Liu , Sam Power , Yongxin Chen

We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functions on the unit sphere. Technically, our results are based on…

Probability · Mathematics 2022-08-17 Friedrich Götze , Holger Sambale

Let $\{\eta_i\}_{i\ge 1}$ be a sequence of dependent Bernoulli random variables. While the Poisson approximation for the distribution of $\sum_{i=1}^n\eta_i$ has been extensively studied in the literature, this paper establishes new…

Probability · Mathematics 2025-10-03 Hua-Ming Wang , Shuxiong Zhang

We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…

Probability · Mathematics 2017-10-25 J. -R. Chazottes , P. Collet , F. Redig

We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstein and the Kolmogorov distance of functionals of a general Poisson process (Poisson random measure). Our approach is based on an iteration of…

Probability · Mathematics 2014-01-30 Günter Last , Giovanni Peccati , Matthias Schulte

Given $\alpha \in (0, \infty)$ and $r \in (0, \infty)$, let ${\cal D}_{r, \alpha}$ be the disc of radius $r$ in the hyperbolic plane having curvature $-\alpha^2$. Consider the Poisson point process having uniform intensity density on ${\cal…

Probability · Mathematics 2021-01-01 Nikolaos Fountoulakis , Joseph Yukich

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

Probability · Mathematics 2015-07-06 V. Yu. Korolev , A. V. Dorofeeva

This paper deals with the intersection point process of a stationary and isotropic Poisson hyperplane process in $\mathbb{R}^d$ of intensity $t>0$, where only hyperplanes that intersect a centred ball of radius $R>0$ are considered. Taking…

Probability · Mathematics 2020-08-14 Anastas Baci , Gilles Bonnet , Christoph Thäle

We consider the following singularly perturbed Neumann problem \begin{eqnarray*} \ve^2 \Delta u -u +u^p = 0 \, \quad u>0 \quad {\mbox {in}} \quad \Omega, \quad {\partial u \over \partial \nu}=0 \quad {\mbox {on}} \quad \partial \Omega,…

Analysis of PDEs · Mathematics 2015-06-02 Weiwei Ao , Hardy Chan , Juncheng Wei

Concentration results and probabilistic analysis for combinatorial problems like the TSP, MWST, graph coloring have received much attention, but generally, for i.i.d. samples (i.i.d. points in the unit square for the TSP, for example).…

Probability · Mathematics 2010-05-24 Ravindran Kannan

Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…

Statistics Theory · Mathematics 2015-07-28 Rémi Bardenet , Odalric-Ambrym Maillard

We consider a random connection model (RCM) $\xi$ driven by a Poisson process $\eta$. We derive exponential moment bounds for an arbitrary cluster, provided that the intensity $t$ of $\eta$ is below a certain critical intensity $t_T$. The…

Probability · Mathematics 2026-02-05 Mikhail Chebunin , Günter Last

This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…

Probability · Mathematics 2021-06-01 Federico Pianoforte , Riccardo Turin

We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…

Statistics Theory · Mathematics 2013-11-28 Eduard Belitser , Paulo Serra , Harry van Zanten
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