Higher order concentration on Stiefel and Grassmann manifolds (Q6165992)

The paper contains higher order concentration results for Stiefel and Grassmann manifolds equipped with the uniform distribution. It pays special attention to the continuation of research, where second and higher order concentration results for the unit sphere were established. After the introduction, it provides a brief review on some basic facts about derivatives in matrix arguments and related topics in Section 2. First and second order intrinsic derivatives for functions on Stiefel manifolds are introduced and discussed in Sections 3 and 4, including a number of inequalities relating first and second order. These results are adapted to Grassmann manifolds in Section 5. The proofs of the main results are given in Section 6. Applications to polynomial chaos (in particular of order 2), including concentration of the distance to a given subspace, are provided in Section 7.