paper

Concentration inequalities for log-concave sequences

arXiv:2205.08293

Abstract

We investigate quantitative implications of the notion of log-concavity through a probabilistic interpretation. In particular, we derive concentration inequalities, moment and entropy bounds for random variables satisfying a precise degree of log-concavity. Along the way, we recover, improve, and simplify several results existing in the literature. Our approach is based on majorization in the convex order.

27 pages

Concentration inequalities for log-concave sequences · wovepaper