Second order concentration via logarithmic Sobolev inequalities
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Publication:2278656
DOI10.3150/19-BEJ1118zbMATH Open1448.60049arXiv1605.08635MaRDI QIDQ2278656FDOQ2278656
Friedrich Götze, Holger Sambale
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
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- scientific article; zbMATH DE number 1405932
logarithmic Sobolev inequalitiesHoeffding decompositionconcentration of measure phenomenonbootstrap approximationfunctions on the discrete cube
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- Higher order concentration of measure
- Modified log-Sobolev inequalities and two-level concentration
- Higher order concentration on Stiefel and Grassmann manifolds
- Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
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