中文
相关论文

相关论文: Concentration of measure on spheres and related ma…

200 篇论文

We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In…

概率论 · 数学 2018-08-14 Sergey G. Bobkov , Friedrich Götze , Holger Sambale

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

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 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 show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the…

概率论 · 数学 2019-11-22 Friedrich Götze , Holger Sambale

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…

概率论 · 数学 2019-11-26 Friedrich Götze , Holger Sambale

Sharpened forms of the concentration of measure phenomenon for classes of functions on the sphere are developed in terms of Hessians of these functions.

概率论 · 数学 2016-05-26 S. G. Bobkov , G. P. Chistyakov , F. Götze

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

统计理论 · 数学 2010-11-30 S. G. Bobkov , F. Götze

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 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

Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…

概率论 · 数学 2013-04-09 Radosław Adamczak , Paweł Wolff

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…

概率论 · 数学 2007-06-13 Christian Houdré , Hua Xu

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

We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form $\mathrm{Ent}_{\mu}(e^f) \le \tfrac{\rho}{2} \mathbb{E}_\mu e^f \Gamma(f)^2$ for some difference operator $\Gamma$, and show how it implies two-level…

概率论 · 数学 2021-04-13 Holger Sambale , Arthur Sinulis

We show several variants of concentration inequalities on the sphere stated as subgaussian estimates with optimal constants. For a Lipschitz function, we give one-sided and two-sided bounds for deviation from the median as well as from the…

概率论 · 数学 2026-04-02 Guillaume Aubrun , Justin Jenkinson , Stanislaw J. Szarek

Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…

概率论 · 数学 2015-08-25 Meg Walters

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…

概率论 · 数学 2024-05-07 I. Kontoyiannis , M. Madiman

We study a concentration problem on the unit sphere $\mathbb{S}^2$ for band-limited spherical harmonics expansions using large sieve methods. We derive upper bounds for concentration in terms of the maximum Nyquist density. Our proof uses…

泛函分析 · 数学 2019-10-16 Michael Speckbacher , Tomasz Hrycak

We investigate quantitative implications of the notion of log-concavity through a probabilistic interpretation. In particular, we derive concentration inequalities, moment and entropy bounds for random variables satisfying a precise degree…

概率论 · 数学 2026-02-19 Arnaud Marsiglietti , James Melbourne

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
‹ 上一页 1 2 3 10 下一页 ›