Second order concentration via logarithmic Sobolev inequalities (Q2278656): Difference between revisions

The authors derive second-order concentration-of-measure results, that is, employing second-order difference (or differential) operators, and where fluctuations of random variables of the form \(f-\mathbb{E}f-f_1\) are considered, where \(f_1\) is the first-order term in the Hoeffding decomposition of \(f\). Both the differentiable and non-differentiable settings are studied. Proofs are based on modified logarithmic Sobolev inequalities and exponential inequalities. Applications are given to functions of independent random variables and in random matrix theory.