Open Access
May 2012 Thermodynamics and concentration
Andreas Maurer
Bernoulli 18(2): 434-454 (May 2012). DOI: 10.3150/10-BEJ341

Abstract

We show that the thermal subadditivity of entropy provides a common basis to derive a strong form of the bounded difference inequality and related results as well as more recent inequalities applicable to convex Lipschitz functions, random symmetric matrices, shortest travelling salesmen paths and weakly self-bounding functions. We also give two new concentration inequalities.

Citation

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Andreas Maurer. "Thermodynamics and concentration." Bernoulli 18 (2) 434 - 454, May 2012. https://doi.org/10.3150/10-BEJ341

Information

Published: May 2012
First available in Project Euclid: 16 April 2012

zbMATH: 1285.60036
MathSciNet: MR2922456
Digital Object Identifier: 10.3150/10-BEJ341

Keywords: Concentration , entropy method , tail bounds

Rights: Copyright © 2012 Bernoulli Society for Mathematical Statistics and Probability

Vol.18 • No. 2 • May 2012
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