Concentration of empirical distribution functions with applications to non-i.i.d. models
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Abstract: The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical distribution functions associated with high-dimensional random matrices.
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Cited in
(9)- Concentration around the mean for maxima of empirical processes
- On concentration of empirical measures and convergence to the semi-circle law
- Second order concentration via logarithmic Sobolev inequalities
- Concentration inequalities for the empirical distribution of discrete distributions: beyond the method of types
- Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime
- An exponential concentration inequality for the components of a uniform random vector on the sphere
- Quantitative concentration inequalities for empirical measures on non-compact spaces
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