Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables

DOI10.1214/21-EJP606zbMath1475.60045arXiv1903.05964OpenAlexW3159355554WikidataQ115517657 ScholiaQ115517657MaRDI QIDQ2042767

Arthur Sinulis, Holger Sambale, Friedrich Götze

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.05964

zbMATH Keywords

Orlicz normsHanson-Wright inequalityconcentration of measure phenomenonPoisson chaossub-exponential random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Applications of functional analysis in probability theory and statistics (46N30) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Related Items (12)

Non-zero constraints in elliptic PDE with random boundary values and applications to hybrid inverse problems ⋮ The Hanson-Wright inequality for random tensors ⋮ Generic error bounds for the generalized Lasso with sub-exponential data ⋮ Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls ⋮ Marchenko–Pastur law with relaxed independence conditions ⋮ Marchenko-Pastur law for a random tensor model ⋮ Some notes on concentration for \(\alpha\)-subexponential random variables ⋮ Higher order concentration on Stiefel and Grassmann manifolds ⋮ Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle ⋮ Matrix deviation inequality for ℓp-norm ⋮ Tensor-Structured Sketching for Constrained Least Squares ⋮ Statistics of the two star ERGM

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