Some superconcentration inequalities for extrema of stationary Gaussian processes

DOI10.1016/J.SPL.2015.07.028zbMath1397.60071arXiv1503.06563OpenAlexW1489152220MaRDI QIDQ900564

Kevin Tanguy

Publication date: 22 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.06563

zbMATH Keywords

stationary Gaussian processconcentration inequalitieshypercontractivitysuperconcentrationtheory of extremes

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (12)

Improved one-sided deviation inequalities under regularity assumptions for product measures ⋮ A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions ⋮ Non asymptotic variance bounds and deviation inequalities by optimal transport ⋮ Boundedness of the nodal domains of additive Gaussian fields ⋮ Random version of Dvoretzky's theorem in \(\ell_p^n\) ⋮ Talagrand inequality at second order and application to Boolean analysis ⋮ The phase transition for planar Gaussian percolation models without FKG ⋮ Fundamental limits of exact support recovery in high dimensions ⋮ On the universality of the superconcentration in mixed \(p\)-spin models ⋮ Maxima and near-maxima of a Gaussian random assignment field ⋮ On the rate of concentration of maxima in Gaussian arrays ⋮ On the tightness of Gaussian concentration for convex functions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Critical Gaussian multiplicative chaos: convergence of the derivative martingale
• Probability in Banach spaces. Isoperimetry and processes
• On combinatorial testing problems
• Convergence of the centered maximum of log-correlated Gaussian fields
• Exponential concentration for first passage percolation through modified Poincaré inequalities
• Extremes and related properties of random sequences and processes
• Tightness of the recentered maximum of log-correlated Gaussian fields
• Subdiffusive concentration in first passage percolation
• Superconcentration and Related Topics
• Analysis and Geometry of Markov Diffusion Operators
• Log-correlated Gaussian Fields: An Overview
• On multiple peaks and moderate deviations for the supremum of a Gaussian field

This page was built for publication: Some superconcentration inequalities for extrema of stationary Gaussian processes