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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

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

Functional Analysis · Mathematics 2024-12-17 Alexander Borichev , Alexander Volberg

A classical question about a metric space is whether Borel measures on the space are determined by their values on balls. We show that for any given measure this property is stable under Gromov-Wasserstein convergence of metric measure…

Algebraic Topology · Mathematics 2024-01-23 Anne van Delft , Andrew J. Blumberg

Let $(X,\mu)$ be a standard probability space. An automorphism $T$ of $(X,\mu)$ has the weak Pinsker property if for every $\varepsilon > 0$ it has a splitting into a direct product of a Bernoulli shift and an automorphism of entropy less…

Dynamical Systems · Mathematics 2018-02-19 Tim Austin

A pair of probability distributions over $\{0,1\}^n$ is said to be $(k,\delta)$-wise indistinguishable if all of the size $k$ marginals are within statistical distance at most $\delta$. Previous works introduced this concept and study when…

Computational Complexity · Computer Science 2026-05-14 Christopher Williamson

We consider the space of complete and separable metric spaces which are equipped with a probability measure. A notion of convergence is given based on the philosophy that a sequence of metric measure spaces converges if and only if all…

Probability · Mathematics 2008-06-13 Andreas Greven , Peter Pfaffelhuber , Anita Winter

In this paper, we address the random sampling problem for the class of Mellin band-limited functions BT which is concentrated on a bounded cube. It is established that any function in BT can be approximated by an element in a…

Functional Analysis · Mathematics 2023-05-25 Shivam Bajpeyi , Dhiraj Patel , S. Sivananthan

The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…

Probability · Mathematics 2013-03-04 Nathael Gozlan

Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…

Probability · Mathematics 2022-09-07 Soumendu Sundar Mukherjee

This paper deals with studying vague convergence of random measures of the form $\mu_{n}=\sum_{i=1}^{n} p_{i,n} \delta_{\theta_i}$, where $(\theta_i)_{1\le i \le n}$ is a sequence of independent and identically distributed random variables…

Statistics Theory · Mathematics 2016-10-12 Luai Al-Labadi

We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use…

Probability · Mathematics 2007-05-23 J. -R. Chazottes , P. Collet , C. Kuelske , F. Redig

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

Statistics Theory · Mathematics 2010-11-30 S. G. Bobkov , F. Götze

We derive sufficient conditions for a family $(X^n,\rho_n,P_n)$ of metric probability spaces to have the measure concentration property. Specifically, if the sequence $\{P_n\}$ of probability measures satisfies a strong mixing condition…

Probability · Mathematics 2007-05-23 Leonid Kontorovich

We study the concentration of a degree-$d$ polynomial of the $N$ spins of a general Ising model, in the regime where single-site Glauber dynamics is contracting. For $d=1$, Gaussian concentration was shown by Marton (1996) and Samson (2000)…

Probability · Mathematics 2017-09-04 Reza Gheissari , Eyal Lubetzky , Yuval Peres

We are interested in Sobolev type inequalities and their relationship with concentration properties on higher dimensions. We consider unbounded spin systems on the d-dimensional lattice with interactions that increase slower than a…

Probability · Mathematics 2019-07-05 Ioannis Papageorgiou

We provide a systematic approach to deal with the following problem. Let $X_1,\ldots,X_n$ be, possibly dependent, $[0,1]$-valued random variables. What is a sharp upper bound on the probability that their sum is significantly larger than…

Probability · Mathematics 2015-07-27 Christos Pelekis , Jan Ramon

Concentration bounds are given for throwing balls into bins independently according to a distribution $p$. The probability of a $k$-loaded bin after $m$ balls is shown to be controlled on both sides by $\rho_{m,k} := m \|p\|_k / k$. This…

Probability · Mathematics 2022-05-31 Ernst Schulte-Geers , Bo Waggoner

We construct random metric spaces by gluing together an infinite sequence of pointed metric spaces that we call blocks. At each step, we glue the next block to the structure constructed so far by randomly choosing a point on the structure…

Probability · Mathematics 2019-04-17 Delphin Sénizergues

We study the distance in the Zygmund class $\Lambda_{\ast}$ to the subspace $\operatorname{I}(\operatorname{BMO})$ of functions with distributional derivative with bounded mean oscillation. In particular, we describe the closure of…

Classical Analysis and ODEs · Mathematics 2019-08-14 Artur Nicolau , Odí Soler i Gibert

Outcome-dependent sampling designs are common in many different scientific fields including epidemiology, ecology, and economics. As with all observational studies, such designs often suffer from unmeasured confounding, which generally…

Methodology · Statistics 2020-10-13 Erin E. Gabriel , Michael C. Sachs , Arvid Sjölander
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