Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2205.08293 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914335260934144 |
|---|---|
| author | Marsiglietti, Arnaud Melbourne, James |
| author_facet | Marsiglietti, Arnaud Melbourne, James |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2205_08293 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Concentration inequalities for log-concave sequences Marsiglietti, Arnaud Melbourne, James Probability Information Theory 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. |
| title | Concentration inequalities for log-concave sequences |
| topic | Probability Information Theory |
| url | https://arxiv.org/abs/2205.08293 |