H. Sambale

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

Showing 2019Show all

2 papers · 1 filter

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 $Ent_{μ} (e^{f}) \leq \frac{ρ}{2} E_{μ} e^{f} Γ (f)^{2}$ for some difference operator $Γ$ , and s…

math.PR2019★ 35 cited

Concentration inequalities for polynomials in $α$ -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 $α$ -sub-exponential tail decay. A particularly interes…

Modified log-Sobolev inequalities and two-level concentration

Concentration inequalities for polynomials in α-sub-exponential random variables

Concentration inequalities for polynomials in $α$ -sub-exponential random variables