2020/02/25 by Holger Sambale, Sambale, Holger · 2 citations
Mathematics · Medicine · #46E30 #46N30 (Secondary) #60E15 #60F10 (Primary) #Alpha (finance) #Applied mathematics #Calculus (dental) #Combinatorics #Computer science #Demography #Epistemology #FOS: Mathematics #Geometry #Inequality #Mathematical Approximation and Integration #Mathematical analysis #Mathematical economics #Mathematics #Medicine #Orthodontics #Philosophy #Physics #Point processes and geometric inequalities #Probability (math.PR) #Pure mathematics #Random variable #Regular polygon #Simple (philosophy) #Simple random sample #Sociology #Statistical physics #Statistics #Stochastic processes and statistical mechanics #Wright #math.PR #msc:46E30 #msc:46N30 #msc:60E15 #msc:60F10
paper · pdf · open access · doi:10.48550/arxiv.2002.10761
published in arXiv (Cornell University) (Cornell University) · Final version as to be published in HDP IX (The Ethereal Volume)
openalex publication_date 2020/02/25 · arxiv created 2022/12/08 · arxiv updated 2022/12/09 · openalex created_date 2022/12/22 · openalex updated_date 2026/08/08
We prove extensions of classical concentration inequalities for random variables which have α-subexponential tail decay for any α∈ (0,2]. This includes Hanson--Wright type and convex concentration inequalities. We also provide some applications of these results. This includes uniform Hanson--Wright inequalities and concentration results for simple random tensors in the spirit of previous work by Klochkov--Zhivotovskiy and Vershynin.