Second order concentration via logarithmic Sobolev inequalities

DOI10.3150/19-BEJ1118zbMath1448.60049arXiv1605.08635MaRDI QIDQ2278656

Holger Sambale, Friedrich Götze

Publication date: 5 December 2019

Published in: Bernoulli (Search for Journal in Brave)

Abstract: 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 discrete cube and stochastic Hoeffding type expansions in mathematical statistics are studied as well as linear eigenvalue statistics in random matrix theory.

Full work available at URL: https://arxiv.org/abs/1605.08635

zbMATH Keywords

bootstrap approximationlogarithmic Sobolev inequalitiesHoeffding decompositionconcentration of measure phenomenonfunctions on the discrete cube

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20)

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Related Items (3)

Modified log-Sobolev inequalities and two-level concentration ⋮ Higher order concentration on Stiefel and Grassmann manifolds ⋮ Higher order concentration of measure

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