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A concentration inequality with random normal distributions

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#probability #normal-distribution #concentration-of-measure
141
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Question on union bound for Gaussian Concentration

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#real-analysis #probability-theory #statistics #normal-distribution #concentration-of-measure
98
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Basic question on union bound for high probability bound for martingale difference sequence

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#real-analysis #probability-theory #martingales #concentration-of-measure
36
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Concentration of the value of times Markov Chain visits a certain state

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#markov-chains #expected-value #variance #concentration-of-measure
98
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Tail bound on difference of shifted binomials

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#probability-theory #concentration-of-measure #distribution-tails
932
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Gaussian width of sparse balls

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#probability-theory #concentration-of-measure
87
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Tail bound on difference of shifted binomials (generalization)

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#probability-theory #concentration-of-measure #distribution-tails
217
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Concentration inequality on 1-norm of random vector

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#random-matrices #concentration-of-measure
300
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Question on reverse union bound for independent events

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#probability #probability-theory #statistics #concentration-of-measure
50
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Inequality for probability of an average in terms of individual probabilities

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#probability #probability-theory #random-variables #probability-limit-theorems #concentration-of-measure
64
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Mathematical demonstration of the distance concentration in high dimensions

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#probability-theory #machine-learning #dimensional-analysis #concentration-of-measure
30
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Concentration for the maximum magnitude entry for a random matrix

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#random-matrices #concentration-of-measure
42
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Chernoff-type bound over sums of the whole sequence

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#probability-theory #concentration-of-measure
107
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Chernoff Type Bounds for a Stopped Sum of Independent Random Variables

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#stopping-times #concentration-of-measure
44
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An upper bound on $\mathbb{E}\bigg[\bigg(\sum_{i=1}^{k}(X^{\top}A_{i}X)^{2}\bigg)^{q}\bigg]$

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#probability-theory #random-variables #expected-value #concentration-of-measure

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