Second order concentration via logarithmic Sobolev inequalities
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Publication:2278656
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.
The authors derive second-order concentration-of-measure results, that is, employing second-order difference (or differential) operators, and where fluctuations of random variables of the form \(f-\mathbb{E}f-f_1\) are considered, where \(f_1\) is the first-order term in the Hoeffding decomposition of \(f\). Both the differentiable and non-differentiable settings are studied. Proofs are based on modified logarithmic Sobolev inequalities and exponential inequalities. Applications are given to functions of independent random variables and in random matrix theory.
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Cited in
(8)- Concentration inequalities for bounded functionals via log-Sobolev-type inequalities
- Higher order concentration in presence of Poincaré-type inequalities
- Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
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- Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
- Modified log-Sobolev inequalities and two-level concentration
- Higher order concentration of measure
- Higher order concentration on Stiefel and Grassmann manifolds
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