Higher Order Concentration of Measure
Abstract
We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In particular, we consider deviations of functions of independent random variables and differentiable functions over probability measures satisfying a logarithmic Sobolev inequality, and functions on the unit sphere. Applications include concentration inequalities for $U$-statistics as well as for classes of symmetric functions via polynomial approximations on the sphere (Edgeworth-type expansions).
- Publication:
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arXiv e-prints
- Pub Date:
- September 2017
- DOI:
- 10.48550/arXiv.1709.06838
- arXiv:
- arXiv:1709.06838
- Bibcode:
- 2017arXiv170906838B
- Keywords:
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- Mathematics - Probability;
- 60E15;
- 60F10;
- 41A10;
- 41A80
- E-Print:
- some new material and examples added