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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…

概率论 · 数学 2020-06-16 Friedrich Götze , Holger Sambale , Arthur Sinulis

We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequalities for chaos variables (in spirit of Talagrand and…

概率论 · 数学 2007-05-23 Radoslaw Adamczak

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

概率论 · 数学 2021-06-24 Andreas Maurer , Massimiliano Pontil

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…

概率论 · 数学 2015-04-14 Sascha Bachmann , Giovanni Peccati

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

概率论 · 数学 2020-05-15 Friedrich Götze , Holger Sambale , Arthur Sinulis

We study a class of logarithmic Sobolev inequalities with a general form of the energy functional. The class generalizes various examples of modified logarithmic Sobolev inequalities considered previously in the literature. Refining a…

概率论 · 数学 2015-09-28 Radosław Adamczak , Witold Bednorz , Paweł Wolff

We present concentration inequalities on the multislice which are based on (modified) log-Sobolev inequalities. This includes bounds for convex functions and multilinear polynomials. As an application we show concentration results for the…

概率论 · 数学 2021-10-29 Holger Sambale , Arthur Sinulis

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

概率论 · 数学 2020-05-15 Holger Sambale , Arthur Sinulis

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.…

概率论 · 数学 2024-08-09 Friedrich Götze , Holger Sambale

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,…

概率论 · 数学 2021-04-26 Friedrich Götze , Holger Sambale , Arthur Sinulis

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…

概率论 · 数学 2025-07-14 Holger Sambale

Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…

概率论 · 数学 2016-01-14 Sascha Bachmann

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…

概率论 · 数学 2019-07-05 Ioannis Papageorgiou

We present precise multilevel exponential concentration inequalities for polynomials in Ising models satisfying the Dobrushin condition. The estimates have the same form as two-sided tail estimates for polynomials in Gaussian variables due…

We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functions on the unit sphere. Technically, our results are based on…

概率论 · 数学 2022-08-17 Friedrich Götze , Holger Sambale

We prove a sharp inequality conjectured by Bobkov on the measure of dilations of Borel sets in $\mathbb{R}^n$ by a $s$-concave probability. Our result gives a common generalization of an inequality of Nazarov, Sodin and Volberg and a…

概率论 · 数学 2008-07-02 Matthieu Fradelizi

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…

概率论 · 数学 2022-02-02 Radosław Adamczak , Bartłomiej Polaczyk , Michał Strzelecki

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…

概率论 · 数学 2013-07-30 Robin Pemantle , Yuval Peres

We investigate concentration properties of functions of random vectors with values in the discrete cube, satisfying the stochastic covering property (SCP) or the strong Rayleigh property (SRP). Our result for SCP measures include…

概率论 · 数学 2021-08-31 Radosław Adamczak , Bartłomiej Polaczyk

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…

泛函分析 · 数学 2022-09-14 M. Ashraf Bhat , G. Sankara Raju Kosuru
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