Concentration inequalities for non-lipschitz functions

Tuesday, June 26, 2012 - 2:00pm - 3:15pm
Lind 305
Radoslaw Adamczak (University of Warsaw)
I will discuss results by R. Latala concerning tail behaviour of
multivariate polynomials in independent Gaussian variables and show
how when combined with
classical functional inequalities they give estimates for polynomials
and more generally smooth functions with bounded derivatives of higher
order for a more general class of non-necessarily product measures. I
will also present similar inequalities for polynomials of general
sequences of independent subgaussian
random variables, which do not possess concentration properties for
Lipschitz functions. Based on joint work with P. Wolff (University of
MSC Code: