相关论文: Optimal re-centering bounds, with applications to …

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

This article deals with Coulomb gases at an intermediate temperature regime, in which no structure is observed at the microscopic level, but the mass in confined to a compact set. Our main result is a concentration inequality around the…

In this paper, we consider a concentration of measure problem on Riemannian manifolds with boundary. We study concentration phenomena of non-negative $1$-Lipschitz functions with Dirichlet boundary condition around zero, which is called…

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…

For a real-valued measurable function $f$ and a nonnegative, nondecreasing function $\phi$, we first obtain a Chebyshev type inequality which provides an upper bound for $\displaystyle \phi(\lambda_{1}) \mu(\{x \in \Omega : f(x) \geq…

The concentration of measure phenomenon may be summarized as follows: a function of many weakly dependent random variables that is not too sensitive to any of its individual arguments will tend to take values very close to its expectation.…

We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified logarithmic-Sobolev inequality to derive…

Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…

Exhibiting a new type of measure concentration, we prove uniform concentration bounds for measurable Lipschitz functions on product spaces, where Lipschitz is taken with respect to the metric induced by a weighted covering of the index set…

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.…

The concentration of measure prenomenon roughly states that, if a set $A$ in a product $\Omega^N$ of probability spaces has measure at least one half, ``most'' of the points of $\Omega^N$ are ``close'' to $A$. We proceed to a systematic…

We first show that a continuous function f is nonnegative on a closed set $K\subseteq R^n$ if and only if (countably many) moment matrices of some signed measure $d\nu =fd\mu$ with support equal to K, are all positive semidefinite (if $K$…

We give a concentration inequality for a stochastic version of the facility location problem. We show the objective $C_n = \min_{F \subseteq [0,1]^2}|F|+\sum_{x\in X}\min_{f\in F}\|x-f\|$ is concentrated in an interval of length…

In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…

We prove concentration inequalities for $f\left( X\right) $ about its median, where $X$ is a random vector in $\mathbb{R}^n$ with independent heavy tailed coordinates of Weibull or power type, and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a…

The tails of the distribution of a mean zero, variance $\sigma^2$ random variable $Y$ satisfy concentration of measure inequalities of the form $\mathbb{P}(Y \ge t) \le \exp(-B(t))$ for $$ B(t)=\frac{t^2}{2( \sigma^2 + ct)} \quad \mbox{for…

We show sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. Here we focus on differentiable functions on the Euclidean space in presence of a…

We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…

Given a convex set $C$ in a real vector space $E$ and two points $x,y\in C$, we investivate which are the possible values for the variation $f(y)-f(x)$, where $f:C\longrightarrow [m,M]$ is a bounded convex function. We then rewrite the…

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…