Concentration Functions and a Class of Non-Compact Groups.
Concentration functions in locally compact groups.
Concentration inequalities for Markov processes via coupling.
Concentration inequalities for s-concave measures of dilations of Borel sets and applications.
Concentration inequalities for semi-bounded martingales
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564.
Concentration inequalities for semi-bounded martingales
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab.27 (1999) 537–564.
Concentration of measure and isoperimetric inequalities in product spaces
Concentration of measure and logarithmic Sobolev inequalities
Concentration of measure on product spaces with applications to Markov processes
For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities and transportation inequalities. In the case of the Euclidean space , there are sufficient conditions for the joint law to satisfy a logarithmic Sobolev inequality. In several cases, the constants obtained are of optimal order of growth with respect to the number of random variables, or are...
Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature
We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to infinity. This improves on previous results by A. Eberle, and one of us . Along the way, we derive a new asymptotic estimate for the logarithmic derivative of the heat kernel on such manifolds, in bounded time and with one space parameter...
Concentration of the spectral measure for large matrices.
Concentration of the spectral measure for large random matrices with stable entries.
Concentration of the spectral measure of large Wishart matrices with dependent entries.
Concept of Data Depth and Its Applications
Data depth is an important concept of nonparametric approach to multivariate data analysis. The main aim of the paper is to review possible applications of the data depth, including outlier detection, robust and affine-equivariant estimates of location, rank tests for multivariate scale difference, control charts for multivariate processes, and depth-based classifiers solving discrimination problem.
Concrete representation of martingales.
Condiciones de martingala sobre un proceso de aprendizaje tipo beta con dos operadores y reforzamiento no contingente simple. 2. Caso general.
Se analizan las condiciones bajo las cuales un modelo de aprendizaje no lineal (modelo beta) con dos operadores y reforzamiento no contingente simple es una sub(super)martingala en el supuesto de que todas las respuestas sean reforzadas, generalizándose al caso de ausencia de reforzamiento.Las condiciones establecidas, que nos conducen a 23 casos posibles, permiten analizar exhaustivamente el comportamiento asintótico del modelo y compararlo con la clasificación de Norman.
Condiciones suficientes de estabilidad para ecuaciones en derivadas parciales estocásticas con retardos.
Condition de Doeblin et quasi-compacité
Condition pour qu'une transformation d'un espace uniforme soit une contraction stricte, et applications
Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques