Related papers: Some deviation inequalities
We prove a concentration inequality which asserts that, under some mild regularity conditions, every random variable defined on the product of sufficiently many probability spaces exhibits pseudorandom behavior.
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…
This paper proposes a new approach to describe the stability of linear time-invariant systems via the torsion $\tau(t)$ of the state trajectory. For a system $\dot{r}(t)=Ar(t)$ where $A$ is invertible, we show that (1) if there exists a…
We study possibilities of preservations for properties, their links and related connections between semantic and syntactic ones, both in general and as characterizations for subalgebras, congruence relations, Henkin construction,…
Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…
In this article, we introduce and study a one sided tempered stable first order autoregressive model called TAR(1). Under the assumption of stationarity of the model, the marginal probability density function of the error term is found. It…
According to their strength, the tracing properties of a code can be categorized as frameproof, separating, IPP and TA. It is known that if the minimum distance of the code is larger than a certain threshold then the TA property implies the…
Let $E$ be a space of observables in a sequence of trials $\xi_n$ and define $m_n$ to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the sequence $m_n$ in terms of the $\psi$-weak topology of…
We characterize several stability properties, such as inverse or composition closedness, for ultraholomorphic function classes of Roumieu type defined in terms of a weight matrix. In this way we transfer and extend known results from J.…
We establish analogs of Cheeger's inequality for probability measures with heavy tails. As one of the principal applications, suppose $\lambda > 3$ and define the (Pareto) probability measure $\mu_{\lambda}$ on $[1,\infty)$ by…
In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of…
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…
We prove an extension of McDiarmid's inequality for metric spaces with unbounded diameter. To this end, we introduce the notion of the {\em subgaussian diameter}, which is a distribution-dependent refinement of the metric diameter. Our…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
We derive first-order (in the stepsize) bounds on the bias in Wasserstein distances of the invariant measure of stochastic gradient kinetic Langevin dynamics with minimal assumptions on the stochastic gradient noise. These bounds sharpen…
We introduce a property of compact complex manifolds under which the existence of balanced metric is stable by small deformations of the complex structure. This property, which is weaker than the $\partial\overline\partial$-Lemma, is…
In previous work, theoretical analysis based on the tensor Restricted Isometry Property (t-RIP) established the robust recovery guarantees of a low-tubal-rank tensor. The obtained sufficient conditions depend strongly on the assumption that…
In this paper we prove the S-inequality for certain product probability measures and ideals in R^n . As a result, for the Weibull and Gamma product distributions we derive concentration of measure type estimates as well as optimal…
We establish a dimension-free improvement of Talagrand's Gaussian transport-entropy inequality, under the assumption that the measures satisfy a Poincar\'e inequality. We also study stability of the inequality, in terms of relative entropy,…
We prove concentration results for $\ell_p^n$ operator norms of rectangular random matrices and eigenvalues of self-adjoint random matrices. The random matrices we consider have bounded entries which are independent, up to a possible…