Some notes on concentration for α-subexponential random variables

2020/02/25 by Holger Sambale, Sambale, Holger · 1 citation
Mathematics · #46E30 #46N30 (Secondary) #60E15 #60F10 (Primary) #FOS: Mathematics #Mathematical Approximation and Integration #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · doi:10.48550/arxiv.2002.10761

openalex publication_date 2020/02/25 · openalex created_date 2022/12/22 · openalex updated_date 2026/07/28

Abstract

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.

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