相关论文: Some notes on concentration for $\alpha$-subexpone…

We obtain concentration and large deviation for the sums of independent and identically distributed random variables with heavy-tailed distributions. Our concentration results are concerned with random variables whose distributions satisfy…

This paper presents compact notations for concentration inequalities and convenient results to streamline probabilistic analysis. The new expressions describe the typical sizes and tails of random variables, allowing for simple operations…

This paper introduces a version of decoupling and randomization to establish concentration inequalities for double-indexed permutation statistics. The results yield, among other applications, a new combinatorial Hanson-Wright inequality and…

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…

We derive two concentration inequalities for linear functions of log-concave distributions: an enhanced version of the classical Brascamp--Lieb concentration inequality, and an inequality quantifying log-concavity of marginals in a manner…

Following the concentration of the measure theory formalism, we consider the transformation $\Phi(Z)$ of a random variable $Z$ having a general concentration function $\alpha$. If the transformation $\Phi$ is $\lambda$-Lipschitz with…

We extend Fano's inequality, which controls the average probability of events in terms of the average of some $f$--divergences, to work with arbitrary events (not necessarily forming a partition) and even with arbitrary $[0,1]$--valued…

In this paper, we provide a proof for the Hanson-Wright inequalities for sparsified quadratic forms in subgaussian random variables. This provides useful concentration inequalities for sparse subgaussian random vectors in two ways. Let $X =…

If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of…

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

We establish concentration inequalities for random dynamical systems (RDSs), assuming that the observables of interest are separately Lipschitz. Under a weak average contraction condition, we obtain deviation bounds for several random…

We study distributions $F$ on $[0,\infty)$ such that for some $T\le\infty$, $F^{*2}(x,x+T]\sim 2 F(x,x+T]$. The case $T=\infty$ corresponds to $F$ being subexponential, and our analysis shows that the properties for $T<\infty$ are, in fact,…

The Hanson-Wright inequality is an upper bound for tails of real quadratic forms in independent subgaussian random variables. In this work, we extend the Hanson-Wright inequality for the maximum eigenvalue of the quadratic sum of random…

In this article, we study a class of lattice random variables in the domain of attraction of an $\alpha$-stable random variable with index $\alpha \in (0,2)$ which satisfy a truncated fractional Edgeworth expansion. Our results include…

We present novel martingale concentration inequalities for martingale differences with finite Orlicz-$\psi_\alpha$ norms. Such martingale differences with weak exponential-type tails scatters in many statistical applications and can be…

This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…

We characterize the subexponential densities on $(0,\infty)$ for compound Poisson distributions on $[0,\infty)$ with absolutely continuous L\'evy measures. As a corollary, we show that the class of all subexponential probability density…

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…