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Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…

Statistics Theory · Mathematics 2026-05-28 Diego Martinez-Taboada , Aaditya Ramdas

We prove a Marcinkiewicz-Zygmund type inequality for random variables taking values in a smooth Banach space. Next, we obtain some sharp concentration inequalities for the empirical measure of $\{T, T^2, \cdots, T^n\}$, on a class of smooth…

Probability · Mathematics 2014-04-03 Jérôme Dedecker , Florence Merlevède

Quasi-invariant and pseudo-differentiable measures on a Banach space $X$ over a non-Archimedean locally compact infinite field with a non-trivial valuation are defined and constructed. Measures are considered with values in $\bf R$.…

General Mathematics · Mathematics 2007-05-23 Sergey V. Ludkovsky

Let X_1 ,..., X_n be a collection of binary valued random variables and let f : {0,1}^n -> R be a Lipschitz function. Under a negative dependence hypothesis known as the {\em strong Rayleigh} condition, we show that f - E f satisfies a…

Probability · Mathematics 2013-07-30 Robin Pemantle , Yuval Peres

Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…

Probability · Mathematics 2013-04-09 Radosław Adamczak , Paweł Wolff

We use ideas from quantitative homogenization to show that nonconstant harmonic functions on the percolation cluster cannot satisfy certain structural constraints, for example, a Lipschitz bound. These unique-continuation-type results are…

Probability · Mathematics 2024-04-01 Ahmed Bou-Rabee , William Cooperman , Paul Dario

We study Henstock-type integrals for functions defined in a compact metric space $T$ endowed with a regular $\sigma$-additive measure $\mu$, and taking values in a Banach lattice $X$. In particular, the space $[0,1]$ with the usual Lebesgue…

Functional Analysis · Mathematics 2018-01-23 Domenico Candeloro , Anna Rita Sambucini

It is shown here that if $(Y,\|\cdot\|_Y)$ is a Banach space in which martingale differences are unconditional (a UMD Banach space) then there exists $c=c(Y)\in (0,\infty)$ with the following property. For every $n\in \mathbb{N}$ and…

Functional Analysis · Mathematics 2017-01-18 Tuomas Hytönen , Sean Li , Assaf Naor

We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…

Probability · Mathematics 2015-04-14 Sascha Bachmann , Giovanni Peccati

We shall prove a rearrangement inequality in probability measure spaces in order to obtain sharp Leibniz-type rules of mean oscillations in Lp-spaces and rearrangement invariant Banach function spaces.

Functional Analysis · Mathematics 2017-08-31 Zoltan Leka

Given a unital algebra $\mathscr A$ of locally Lipschitz functions defined over a metric measure space $({\mathrm X},{\mathsf d},\mathfrak m)$, we study two associated notions of function of bounded variation and their relations: the space…

Functional Analysis · Mathematics 2026-04-08 Enrico Pasqualetto , Giacomo Enrico Sodini

We provide a new, short proof of the density in energy of Lipschitz functions into the metric Sobolev space defined by using plans with barycenter (and thus, a fortiori, into the Newtonian-Sobolev space). Our result covers first-order…

Functional Analysis · Mathematics 2024-02-02 Danka Lučić , Enrico Pasqualetto

If a metric subspace $M^{o}$ of an arbitrary metric space $M$ carries a doubling measure $\mu$, then there is a simultaneous linear extension of all Lipschitz functions on $M^{o}$ ranged in a Banach space to those on $M$. Moreover, the norm…

Functional Analysis · Mathematics 2007-05-23 A. Brudnyi , Yu. Brudnyi

In this article we examine the concentration and oscillation effects developed by high-frequency eigenfunctions of the Laplace operator in a compact Riemannian manifold. More precisely, we are interested in the structure of the possible…

Analysis of PDEs · Mathematics 2010-04-16 Daniel Azagra , Fabricio Macia

In this paper, we prove an exponential and Ganssian concentration inequality for 1-Lipschitz maps from mm-spaces to Hadamard manifolds. In particular, we give a complete answer to a question by M. Gromov.

Metric Geometry · Mathematics 2009-06-04 Kei Funano

We study concentration phenomena of eigenfunctions of the Laplacian on closed Riemannian manifolds. We prove that the volume measure of a closed manifold concentrates around nodal sets of eigenfunctions exponentially. Applying the method of…

Differential Geometry · Mathematics 2019-01-11 Kei Funano , Yohei Sakurai

To each function $f$ of bounded quadratic variation ($f\in V_2$) we associate a Hausdorff measure $\mu_f$. We show that the map $f\to\mu_f$ is locally Lipschitz and onto the positive cone of $\mathcal{M}[0,1]$. We use the measures…

Functional Analysis · Mathematics 2009-03-17 D. Apatsidis , S. A. Argyros , V. Kanellopoulos

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…

Probability · Mathematics 2009-09-29 Christian Houdré , Philippe Marchal , Patricia Reynaud-Bouret

This survey-type paper provides a common framework for a larger number of higher order concentration results (i.\,e., concentration results for non-Lipschitz functions which have bounded derivatives of higher order) in the spirit of…

Probability · Mathematics 2025-07-14 Holger Sambale

We study real-valued valuations on the space of Lipschitz functions over the Euclidean unit sphere $S^{n-1}$. After introducing an appropriate notion of convergence, we show that continuous valuations are bounded on sets which are bounded…

Metric Geometry · Mathematics 2020-05-13 Andrea Colesanti , Daniele Pagnini , Pedro Tradacete , Ignacio Villanueva