论文标题

一些关于$α$ -subpartential随机变量的集中注意事项

Some notes on concentration for $α$-subexponential random variables

论文作者

Sambale, Holger

论文摘要

对于随机变量,我们证明了具有$α$ -subpartential的尾巴衰减的随机变量的扩展。 Klochkov - Zhivotovskiy和Vershynin。

We prove extensions of classical concentration inequalities for random variables which have $α$-subexponential tail decay for any $α\in (0,2]$. This includes Hanson--Wright type and convex concentration inequalities. We also provide some applications of these results. This includes uniform Hanson--Wright inequalities and concentration results for simple random tensors in the spirit of previous work by Klochkov--Zhivotovskiy and Vershynin.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源