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Tail bound for difference of i.i.d Laplace variables

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#probability #probability-distributions #concentration-of-measure #distribution-tails
18
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How does Chernoff-Hoeffding bound with limited independence reduce to the usual generic CH bound with complete independence

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#probability #probability-theory #concentration-of-measure
86
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Concentration of measure for uniform distribution on sphere

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#probability #inequality #concentration-of-measure
55
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Concentration bound on sum of indepenent Chi variables

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#probability-theory #inequality #normal-distribution #concentration-of-measure
11
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Confidence interval on the quantile of expected values

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#confidence-interval #concentration-of-measure
52
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Concentration around the median implies concentration around the mean - Theorem 5.1.4 from High-Dimensional Probability

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#probability-theory #spheres #means #concentration-of-measure
53
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Concentration inequalities on the covariance between observations of the samples

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#probability-theory #statistics #concentration-of-measure
53
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Using Janson inequality to the probabillity that all vertex belongs a triangle

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#probability #combinatorics #random-graphs #concentration-of-measure
50
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Large Deviation Inequality with a Gaussian type bound

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#probability #analysis #probability-limit-theorems #concentration-of-measure #large-deviation-theory
42
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An elementary case of concentration of measure in high dimension

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#probability-theory #concentration-of-measure
25
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Universal concentration of random matrix

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#random-matrices #concentration-of-measure #haar-measure #convergence-probability
35
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Bound on the amount of probability mass 'seen' from a sample.

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#probability #probability-theory #reference-request #terminology #concentration-of-measure
142
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When is cdf $F_{X_1+\dots+X_n}(c)$ of sum of iid zero mean random variables decreasing in sample size $n$?

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#probability #probability-theory #concentration-of-measure
32
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Subgaussian concentration implies bound on probability density

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#real-analysis #probability #inequality #normal-distribution #concentration-of-measure
43
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Improved Measure Concentration for small variance random variables.

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#probability-theory #statistics #probability-limit-theorems #concentration-of-measure

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