Some Notes on Concentration for α-Subexponential Random Variables
Publication type: Book Chapter
Publication date: 2023-06-05
SJR: —
CiteScore: 1.6
Impact factor: —
ISSN: 10506977, 22970428
Abstract
We prove extensions of classical concentration inequalities for random variables that have α-subexponential tail decay for any α ∈ (0, 2]. This includes Hanson–Wright-type and convex concentration inequalities in various situations. In particular, we show uniform Hanson–Wright inequalities and convex concentration results for simple random tensors in the spirit of recent work by Klochkov–Zhivotovskiy (Electron J Probab 25(22):30, 2020) and Vershynin (Bernoulli 26(4):3139–3162, 2020).
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Sambale H. Some Notes on Concentration for α-Subexponential Random Variables // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 167-192.
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Sambale H. Some Notes on Concentration for α-Subexponential Random Variables // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 167-192.
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TY - GENERIC
DO - 10.1007/978-3-031-26979-0_7
UR - https://doi.org/10.1007/978-3-031-26979-0_7
TI - Some Notes on Concentration for α-Subexponential Random Variables
T2 - Seminar on Stochastic Analysis, Random Fields and Applications VI
AU - Sambale, Holger
PY - 2023
DA - 2023/06/05
PB - Springer Nature
SP - 167-192
SN - 1050-6977
SN - 2297-0428
ER -
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@incollection{2023_Sambale,
author = {Holger Sambale},
title = {Some Notes on Concentration for α-Subexponential Random Variables},
publisher = {Springer Nature},
year = {2023},
pages = {167--192},
month = {jun}
}