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Project A4: Measure concentration and information distances


Principal Investigator(s)
Friedrich Götze
Visitor(s)
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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:

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

18030 Holger Sambale, Arthur Sinulis PDF

Concentration of measure for finite spin systems

Project: A4

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Concentration of measure for finite spin systems


Authors: Holger Sambale, Arthur Sinulis Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18030

18029 Arthur Sinulis PDF

Mixing times of Glauber dynamics via entropy methods

Project: A4

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Mixing times of Glauber dynamics via entropy methods


Authors: Arthur Sinulis Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18029

17045 Friedrich Götze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov PDF

Gaussian comparison and anti-concentration inequalities for norms of Gaussian random elements

Project: A4

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Gaussian comparison and anti-concentration inequalities for norms of Gaussian random elements


Authors: Friedrich Götze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17045

17044 Sergey Bobkov, Friedrich Götze, Holger Sambale PDF

Higher order concentration of measure

Project: A4

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Higher order concentration of measure


Authors: Sergey Bobkov, Friedrich Götze, Holger Sambale Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17044

17043 Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich Götze PDF

Berry-Esseen bounds for typical weighted sums

Project: A4

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Berry-Esseen bounds for typical weighted sums


Authors: Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich Götze Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17043



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