A concentration inequality on Riemannian path space (Q4445168)
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scientific article; zbMATH DE number 2034505
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| English | A concentration inequality on Riemannian path space |
scientific article; zbMATH DE number 2034505 |
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28 January 2004
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concentration inequalities
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Riemannian Brownian motion
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covariance identities
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damped gradient
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Clark formula
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0.7727354168891907
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0.7695671319961548
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0.767143964767456
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A concentration inequality on Riemannian path space (English)
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Using a covariance identity obtained from the Clark formula and the damped gradient on Riemannian path space, the authors prove a Gaussian concentration inequality for functionals of Riemannian Brownian motion, and recover a classical tail estimate for the supremum norm of Brownian motion on manifolds with non-negative Ricci curvature. For the entire collection see [Zbl 1024.00031].
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