Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2013, Volume 58, Issue 2, Pages 401–410
DOI: https://doi.org/10.4213/tvp4515 (Mi tvp4515) 		 
Short Communications

Concentration inequalities for smooth random fields

D. V. Belomestnya, V. G. Spokoinyb

a University of Duisburg-Essen
b Weierstrass-Institut für Angewandte Analysis und Stochastik, Berlin
Full-text PDF (182 kB)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp4515
Abstract: In this paper we derive a sharp concentration inequality for the supremum of a smooth random field over a finite dimensional set. It is shown that this supremum can be bounded with high probability by the value of the field at some deterministic point plus an intrinsic dimension of the optimization problem. As an application we prove the exponential inequality for a function of the maximal eigenvalue of a random matrix.
Keywords: smooth random fields; concentration inequalities; maximal eigenvalue of a random matrix.
Received: 19.03.2013
English version:
Theory of Probability and its Applications, 2014, Volume 58, Issue 2, Pages 314–323
DOI: https://doi.org/10.1137/S0040585X9798659X
Bibliographic databases:
Document Type: Article
MSC: 60
Language: English
Citation: D. V. Belomestny, V. G. Spokoiny, “Concentration inequalities for smooth random fields”, Teor. Veroyatnost. i Primenen., 58:2 (2013), 401–410; Theory Probab. Appl., 58:2 (2014), 314–323
Citation in format AMSBIB
\Bibitem{BelSpo13}
\by D.~V.~Belomestny, V.~G.~Spokoiny
\paper Concentration inequalities for smooth random fields
\jour Teor. Veroyatnost. i Primenen.
\yr 2013
\vol 58
\issue 2
\pages 401--410
\mathnet{http://mi.mathnet.ru/tvp4515}
\crossref{https://doi.org/10.4213/tvp4515}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3300560}
\zmath{https://zbmath.org/?q=an:06335007}
\elib{https://elibrary.ru/item.asp?id=20733018}
\transl
\jour Theory Probab. Appl.
\yr 2014
\vol 58
\issue 2
\pages 314--323
\crossref{https://doi.org/10.1137/S0040585X9798659X}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000337502000008}
\elib{https://elibrary.ru/item.asp?id=24060429}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84902791950}
Linking options:
  • https://www.mathnet.ru/eng/tvp4515
  • https://doi.org/10.4213/tvp4515
  • https://www.mathnet.ru/eng/tvp/v58/i2/p401
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:330
    Full-text PDF :149
    References:59
    First page:3
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024