activity
20172026
most citedHigher order concentration for functions of weakly dependent random variables

37 citations · 137 across the 20 of their papers we have counts for

collaborators

20 papers

math.PR2026

Limit laws for longest edges in empty region graphs

Holger Sambale, Matthias Schulte, Christoph Thaele

Empty region graphs are graphs whose vertices are points in and where two vertices are connected by an edge whenever some associated region does not contain any othe…

math.PR2025

Some notes on higher order concentration of measure

Holger Sambale

This survey-type paper provides a common framework for a larger number of higher order concentration results (i.\,e., concentration results for non-Lipschitz functions which have b…

math.PR2024

Central limit theorems for the nearest neighbour embracing graph in Euclidean and hyperbolic space

Holger Sambale, Christoph Thäle, Tara Trauthwein

Consider a stationary Poisson process in the -dimensional Euclidean or hyperbolic space and construct a random graph with vertex set as follows. First, each point $x\inη…

math.PR2024

Concentration of measure on spheres and related manifolds

Friedrich Götze, Holger Sambale

We study various generalizations of concentration of measure on the unit sphere, in particular by means of log-Sobolev inequalities. First, we show Sudakov-type concentration resul…

math.PR2023

Some notes on moment inequalities for heavy-tailed distributions

Paul Buterus, Holger Sambale

We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of exampl…

math.PR2022

Higher order concentration on Stiefel and Grassmann manifolds

Friedrich Götze, Holger Sambale

We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functio…

math.PR2022

Probabilistic Limit Theorems Induced by the Zeros of Polynomials

Nils Heerten, Holger Sambale, Christoph Thäle

Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds…

math.PR2022

Large deviations for uniform projections of -radial distributions on -balls

Tom Kaufmann, Holger Sambale, Christoph Thäle

We consider products of uniform random variables from the Stiefel manifold of orthonormal -frames in , , and random vectors from the -dimensional $\ell…

math.PR2021★ 10 cited

Fluctuations of the magnetization in the Block Potts Model

Jonas Jalowy, Matthias Löwe, Holger Sambale

In this note we study the block spin mean-field Potts model, in which the spins are divided into blocks and can take different values (colors). Each block is allowed t…

math.PR2020★ 2 cited

Concentration inequalities on the multislice and for sampling without replacement

Holger Sambale, Arthur Sinulis

We present concentration inequalities on the multislice which are based on (modified) log-Sobolev inequalities. This includes bounds for convex functions and multilinear polynomial…

math.PR2020★ 2 cited

Large deviations and a phase transition in the Block Spin Potts models

Holger Knöpfel, Matthias Löwe, Holger Sambale

We introduce and analyze a generalization of the blocks spin Ising (Curie-Weiss) models that were discussed in a number of recent articles. In these block spin models each spin in…

math.PR2020

Concentration on Poisson spaces via modified -Sobolev inequalities

Anna Gusakova, Holger Sambale, Christoph Thaele

Concentration properties of functionals of general Poisson processes are studied. Using a modified -Sobolev inequality a recursion scheme for moments is established, which is of…

math.PR2020★ 2 cited

Some notes on concentration for -subexponential random variables

Holger Sambale

We prove extensions of classical concentration inequalities for random variables which have -subexponential tail decay for any . This includes Hanson--Wright type an…

math.PR2019★ 6 cited

Modified log-Sobolev inequalities and two-level concentration

Holger Sambale, Arthur Sinulis

We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form for some difference operator , and s…

math.PR2019★ 35 cited

Concentration inequalities for polynomials in -sub-exponential random variables

Friedrich Götze, Holger Sambale, Arthur Sinulis

In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a -sub-exponential tail decay. A particularly interes…

math.PR2018★ 13 cited

Concentration inequalities for bounded functionals via generalized log-Sobolev inequalities

Friedrich Götze, Holger Sambale, Arthur Sinulis

In this paper we prove multilevel concentration inequalities for bounded functionals of random variables that are either independent or…

math.PR2018★ 19 cited

Logarithmic Sobolev inequalities for finite spin systems and applications

Holger Sambale, Arthur Sinulis

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these condi…

math.PR2018

Higher order concentration in presence of Poincaré-type inequalities

Friedrich Götze, Holger Sambale

We show sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order for any . Here we focus on different…

math.PR2018★ 37 cited

Higher order concentration for functions of weakly dependent random variables

Friedrich Götze, Holger Sambale, Arthur Sinulis

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies…

math.PR2017★ 11 cited

Higher Order Concentration of Measure

Sergey G. Bobkov, Friedrich Götze, Holger Sambale

We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order for any . The bounds are based on $…