Concentration of empirical distribution functions with applications to non-i.i.d. models

DOI10.3150/10-BEJ254zbMath1207.62106arXiv1011.6165MaRDI QIDQ627308

Friedrich Götze, Sergey G. Bobkov

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.6165

zbMATH Keywords

random matriceslogarithmic Sobolev inequalitiesspectral distributionsPoincaré-type inequalitiesempirical measures

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17) Random matrices (algebraic aspects) (15B52)

Related Items (4)

On concentration of empirical measures and convergence to the semi-circle law ⋮ Second order concentration via logarithmic Sobolev inequalities ⋮ One-dimensional empirical measures, order statistics, and Kantorovich transport distances ⋮ Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes

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