{ "id": "1709.06838", "version": "v1", "published": "2017-09-20T12:52:39.000Z", "updated": "2017-09-20T12:52:39.000Z", "title": "Higher Order Concentration of Measure", "authors": [ "Sergey G. Bobkov", "Friedrich Götze", "Holger Sambale" ], "categories": [ "math.PR" ], "abstract": "We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \\in \\mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In particular, we consider deviations of functions of independent random variables and differentiable functions over probability measures satisfying a logarithmic Sobolev inequality, and functions on the unit sphere. Applications include concentration inequalities for $U$-statistics as well as for classes of symmetric functions via polynomial approximations on the sphere (Edgeworth-type expansions).", "revisions": [ { "version": "v1", "updated": "2017-09-20T12:52:39.000Z" } ], "analyses": { "subjects": [ "60E15", "60F10" ], "keywords": [ "higher order concentration", "th order derivatives", "logarithmic sobolev inequality", "independent random variables", "measure phenomenon" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }