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Project A4: Measure concentration and information distances


Principal Investigator(s)
Friedrich Götze
Visitor(s)
Currently no visitors.

Summary:

In this project we shall investigate concentration of measure and large deviation tail bounds for Lipschitz type functions of high dimensional vectors of observations for various distribution classes. The large deviation behavior of functions on Euclidean spaces and on metric spaces and graphs is studied by means of gradients respectively finite differences. Furthermore, we shall investigate the convergence in the central limit theorem for sums of independent random elements in classical, non commutative and related probability theories in terms of appropriate information distances.


Recent Preprints:

20098 Anna Gusakova, Holger Sambale, Christoph Thäle PDF

Concentration on Poisson spaces via modified $\Phi$-Sobolev inequalities

Project: A4

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Concentration on Poisson spaces via modified $\Phi$-Sobolev inequalities


Authors: Anna Gusakova, Holger Sambale, Christoph Thäle Projects: A4
Submission Date: 03.09.2020 Submitter: Gernot Akemann
Download: PDF Link: 20098

20053 Holger Sambale PDF

Some notes on concentration for $\alpha$-subexponential random variables

Project: A4

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Some notes on concentration for $\alpha$-subexponential random variables


Authors: Holger Sambale Projects: A4
Submission Date: 19.05.2020 Submitter: Gernot Akemann
Download: PDF Link: 20053

20010 Friedrich Götze, Andrei Zaitsev, Dmitry Zaporozhets PDF

A multivariate version of Kolmogorov's second uniform limit theorem

Project: A4

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A multivariate version of Kolmogorov's second uniform limit theorem


Authors: Friedrich Götze, Andrei Zaitsev, Dmitry Zaporozhets Projects: A4
Submission Date: 31.12.2019 Submitter: Gernot Akemann
Download: PDF Link: 20010

20008 Friedrich Götze, Andrei Zaitsev PDF

Estimates for the closeness of convolutions of probability distributions on convex polyhedra

Project: A4, B5

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Estimates for the closeness of convolutions of probability distributions on convex polyhedra


Authors: Friedrich Götze, Andrei Zaitsev Projects: A4, B5
Submission Date: 31.12.2019 Submitter: Gernot Akemann
Download: PDF Link: 20008

20003 Holger Sambale, Arthur Sinulis PDF

Modified Log-Sobolev inequalities and two-level concentration

Project: A4

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Modified Log-Sobolev inequalities and two-level concentration


Authors: Holger Sambale, Arthur Sinulis Projects: A4
Submission Date: 30.12.2019 Submitter: Friedrich Götze
Download: PDF Link: 20003

20001 Friedrich Götze, Andrei Zaitsev PDF

Rare events and poisson point processes

Project: A4, B5

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Rare events and poisson point processes


Authors: Friedrich Götze, Andrei Zaitsev Projects: A4, B5
Submission Date: 31.12.2019 Submitter: Gernot Akemann
Download: PDF Link: 20001

19008 Friedrich Götze, Holger Sambale, Arthur Sinulis PDF

Concentration inequalities for polynomials in α-sub-exponential random variables

Project: A4

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Concentration inequalities for polynomials in α-sub-exponential random variables


Authors: Friedrich Götze, Holger Sambale, Arthur Sinulis Projects: A4
Submission Date: 29.03.2019 Submitter: Gernot Akemann
Download: PDF Link: 19008

18059 Friedrich Götze, Holger Sambale, Arthur Sinulis PDF

Concentration inequalities for bounded functionals via generalized log-Sobolev inequalities

Project: A4

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Concentration inequalities for bounded functionals via generalized log-Sobolev inequalities


Authors: Friedrich Götze, Holger Sambale, Arthur Sinulis Projects: A4
Submission Date: 05.12.2018 Submitter: Gernot Akemann
Download: PDF Link: 18059

18032 Friedrich Götze, Holger Sambale PDF

Higher order concentration in presence of Poincaré-type inequalities

Project: A4

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Higher order concentration in presence of Poincaré-type inequalities


Authors: Friedrich Götze, Holger Sambale Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18032

18031 Friedrich Götze, Holger Sambale, Arthur Sinulis PDF

Higher order concentration for functions of weakly dependent random variables

Project: A4

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Higher order concentration for functions of weakly dependent random variables


Authors: Friedrich Götze, Holger Sambale, Arthur Sinulis Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18031



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