A Gaussian small deviation inequality for convex functions

DOI10.1214/17-AOP1206MaRDI QIDQ1647733zbMATH OpenOpenAlexFDO

Authors Grigoris Paouris, Petros Valettas

Publication date 26 June 2018

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1611.01723, https://projecteuclid.org/euclid.aop/1523520021

zbMATH Keywords

small ball probabilityJohnson-Lindenstrauss lemmaconcentration for convex functionsEhrhard's inequality

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21) Asymptotic theory of convex bodies (52A23)

Abstract: Let $Z$ be an $n$-dimensional Gaussian vector and let $f:mathbb{R}^{n}omathbbR$ be a convex function. We show that: ${\displaystyle }$mathbb P left( f(Z) leq mathbb E f(Z) -tsqrt{ { m Var} f(Z)} ight) leq exp(-ct^2),${\displaystyle }$ for all $t>1$, where $c>0$ is an absolute constant. As an application we derive variance-sensitive small ball probabilities for Gaussian processes.

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Cited in

(25)

• Gaussian convex bodies: a nonasymptotic approach
• A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions
• Tail bounds for sums of independent two-sided exponential random variables
• A converse Gaussian Poincaré-type inequality for convex functions
• A variance-sensitive Gaussian concentration inequality
• Gaussian mixtures: entropy and geometric inequalities
• On the tightness of Gaussian concentration for convex functions
• Talagrand inequality at second order and application to Boolean analysis
• Variance estimates and almost Euclidean structure
• On a conjectural symmetric version of Ehrhard's inequality
• Deviation inequalities for convex functions motivated by the Talagrand conjecture
• Concentration between Lévy's inequality and the Poincaré inequality for log-concave densities
• The equality cases of the Ehrhard-Borell inequality
• Small ball estimates for quasi-norms
• Dichotomies, structure, and concentration in normed spaces
• A Gaussian correlation inequality and its applications to the existence of small ball constant.
• Free energy landscapes in spherical spin glasses
• Total variation bounds for Gaussian functionals
• On the convex Poincaré inequality and weak transportation inequalities
• Improved one-sided deviation inequalities under regularity assumptions for product measures
• Stability of Talagrand's Gaussian transport-entropy inequality via the Föllmer process
• A note on norms of signed sums of vectors
• Hypercontractivity and lower deviation estimates in normed spaces
• On a quantitative reversal of Alexandrov’s inequality
• The variance of the \(\ell _p^n\)-norm of the Gaussian vector, and Dvoretzky's theorem

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