Related papers: Intrinsic dimension concentration inequalities for…
In this paper, we study moment and concentration inequalities for the spectral norm of sums of dependent random matrices. We establish novel Rosenthal-Burkholder inequalities for discrete-time matrix local martingales,…
This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…
This note provides a short guide to dimensional analysis in Lorentzian and general relativity and in differential geometry. It tries to revive Dorgelo and Schouten's notion of 'intrinsic' or 'absolute' dimension of a tensorial quantity. The…
The article [HPS] established a monotonicity inequality for the Helmholtz equation and presented applications to shape detection and local uniqueness in inverse boundary problems. The monotonicity inequality states that if two scattering…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…
In this work we explore the self-adjointness of the GUP-modified momentum and Hamiltonian operators over different domains. In particular, we utilize the theorem by von-Newmann for symmetric operators in order to determine whether the…
We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector $X \in \mathbb{R}^n$ with independent subgaussian components. The core technique of the paper is based on the entropy method combined with…
The convergence of the so-called quadratic method for computing eigenvalue enclosures of general self-adjoint operators is examined. Explicit asymptotic bounds for convergence to isolated eigenvalues are found. These bounds turn out to…
We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…
In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…
The matrix Markov inequality by Ahlswede was stated using the Loewner anti-order between positive definite matrices. Wang use this to derive several other Chebyshev and Chernoff-type inequalities (Hoeffding, Bernstein, empirical Bernstein)…
Initially motivated by the study of the non-asymptotic properties of non-parametric tests based on permutation methods, concentration inequalities for uniformly permuted sums have been largely studied in the literature. Recently, Delyon et…
Let $T$ be a self-adjoint operator on a finite dimensional Hilbert space. It is shown that the distribution of the eigenvalues of a compression of $T$ to a subspace of a given dimension is almost the same for almost all subspaces. This is a…
For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…
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…
Motivated by the manifold hypothesis, which states that data with a high extrinsic dimension may yet have a low intrinsic dimension, we develop refined statistical bounds for entropic optimal transport that are sensitive to the intrinsic…
We determine the boundedness and compactness of a large class of operators, mapping from general Banach spaces of holomorphic functions into a particular type of spaces of functions determined by the growth of the functions, or the growth…