Measure theory | Probabilistic inequalities

Talagrand's concentration inequality

In the probability theory field of mathematics , Talagrand's concentration inequality is an isoperimetric-type inequality for product probability spaces. It was first proved by the French mathematician Michel Talagrand. The inequality is one of the manifestations of the concentration of measure phenomenon. (Wikipedia).

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Radek Adamczak: Functional inequalities and concentration of measure II

Concentration inequalities are one of the basic tools of probability and asymptotic geo- metric analysis, underlying the proofs of limit theorems and existential results in high dimensions. Original arguments leading to concentration estimates were based on isoperimetric inequalities, whic

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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Radek Adamczak: Functional inequalities and concentration of measure III

Concentration inequalities are one of the basic tools of probability and asymptotic geo- metric analysis, underlying the proofs of limit theorems and existential results in high dimensions. Original arguments leading to concentration estimates were based on isoperimetric inequalities, whic

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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Radek Adamczak: Functional inequalities and concentration of measure I

Concentration inequalities are one of the basic tools of probability and asymptotic geo- metric analysis, underlying the proofs of limit theorems and existential results in high dimensions. Original arguments leading to concentration estimates were based on isoperimetric inequalities, whic

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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Joe Neeman: Gaussian isoperimetry and related topics II

The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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Carlo Gasbarri: Liouville’s inequality for transcendental points on projective varieties

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From playlist Algebraic and Complex Geometry

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$Let (X,T)$ be a dynamical system preserving a probability measure $\mu $. A concentration inequality quantifies how small is the probability for $F(x,Tx,\ldots,T^{n-1}x)$ to deviate from $\int F(x,Tx,\ldots,T^{n-1}x) \mathrm{d}\mu(x)$ by an given amount $u$, where $F:X^n\to\mathbb{R}$ is

From playlist Probability and Statistics

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Nathaël Gozlan : Ehrard’s inequality and hypercontractivity of Ornstein-Ulheinbeck semigroup

Recording during the thematic meeting : "Geometrical and Topological Structures of Information" the August 28, 2017 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent

From playlist Geometry

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Joe Neeman: Gaussian isoperimetry and related topics I

The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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From playlist Mathematics

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From playlist First-Passage Percolation and Related Models 2022 Edited

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Fluctuations of FPP (Lecture 2) by Philippe Sosoe

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From playlist First-Passage Percolation and Related Models 2022 Edited

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Lagrange Multipliers Minimum of f(x, y, z) = x^2 + y^2 + z^2 subject to x + y + z - 9 = 0

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From playlist Calculus 3

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Elizabeth Collins-Woodfin (U Michigan) -- Spherical spin glass model with external field

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Ivan Gentil - Inégalités fonctionnelles et applications (Part 1)

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From playlist Inter’actions en mathématiques 2015

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Assimilation of observations of the solar magnetic cycle - Talagrand - Workshop 2 - CEB T4 2019

Talagrand (CNRS, FR) / 15.11.2019 Assimilation of observations of the solar magnetic cycle ---------------------------------- Vous pouvez nous rejoindre sur les réseaux sociaux pour suivre nos actualités. Facebook : https://www.facebook.com/InstitutHenriPoincare/ Twitter : https:

From playlist 2019 - T3 - The Mathematics of Climate and the Environment

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On the Ising perceptron model - Nike Sun

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From playlist Mathematics

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Cover Times, Blanket Times, and Majorizing Measures - James Lee

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From playlist Mathematics

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Joe Neeman: Gaussian isoperimetry and related topics III

The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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A Non-Commutative Analog of the Metric for which the... Gradient Flow for the Entropy - Eric Carlen

Eric Carlen Rutgers, The State University of New Jersey November 13, 2012 The Fermionic Fokker-Planck equation is a quantum-mechanical analog of the classical Fokker-Planck equation with which it has much in common, such as the same optimal hypercontractivity properties. In this paper we

From playlist Mathematics

Related pages

Concentration of measure | Mathematics | Probability theory | Inequality (mathematics) | Probability space | Product measure