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Currently displaying 1 – 3 of 3

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Dynamics of stochastic approximation algorithms

Michel Benaïm — 1999

Séminaire de probabilités de Strasbourg

Self-interacting diffusions II : convergence in law

Michel Benaïm; Olivier Raimond — 2003

Annales de l'I.H.P. Probabilités et statistiques

Exponential concentration for first passage percolation through modified Poincaré inequalities

Michel Benaïm; Raphaël Rossignol — 2008

Annales de l'I.H.P. Probabilités et statistiques

We provide a new exponential concentration inequality for first passage percolation valid for a wide class of edge times distributions. This improves and extends a result by Benjamini, Kalai and Schramm ( (2003)) which gave a variance bound for Bernoulli edge times. Our approach is based on some functional inequalities extending the work of Rossignol ( (2006)), Falik and Samorodnitsky ( (2007)).

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