Concentration Functions and a Class of Non-Compact Groups.
Karl H. Hofmann, Arunava Mukherjea (1981)
Mathematische Annalen
G. Willis, W. Jaworski, J. Rosenblatt (1996)
Mathematische Annalen
Redig, Frank, Chazottes, Jean Rene (2009)
Electronic Journal of Probability [electronic only]
Fradelizi, Matthieu (2009)
Electronic Journal of Probability [electronic only]
Yu Miao (2008)
ESAIM: Probability and Statistics
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.
Yu Miao (2007)
ESAIM: Probability and Statistics
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.
Michel Talagrand (1995)
Publications Mathématiques de l'IHÉS
Michel Ledoux (1999)
Séminaire de probabilités de Strasbourg
Gordon Blower, François Bolley (2006)
Studia Mathematica
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...
Marc Arnaudon, Thomas Simon (2005)
Annales de l’institut Fourier
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...
Guionnet, A., Zeitouni, O. (2000)
Electronic Communications in Probability [electronic only]
Houdré, Christian, Xu, Hua (2008)
Electronic Journal of Probability [electronic only]
Guntuboyina, Adityanand, Leeb, Hannes (2009)
Electronic Communications in Probability [electronic only]
Ondřej Vencálek (2011)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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.
Montgomery-Smith, Stephen (1998)
Electronic Journal of Probability [electronic only]
Juan Ignacio Domínguez Martínez (1985)
Trabajos de Estadística e Investigación Operativa
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.
Tomás Caraballo (1988)
Collectanea Mathematica
R. Fortet (1978)
Annales de l'I.H.P. Probabilités et statistiques
C. Sunyach (1983)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Jean Mémin, Leszek Słominski (1991)
Séminaire de probabilités de Strasbourg