منابع مشابه
Deviation Inequalities on Largest Eigenvalues
In these notes, we survey developments on the asymptotic behavior of the largest eigenvalues of random matrix and random growth models, and describe the corresponding known non-asymptotic exponential bounds. We then discuss some elementary and accessible tools from measure concentration and functional analysis to reach some of these quantitative inequalities at the correct small deviation rate ...
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In this note we obtain deviation inequalities for the law of exponential jump-diffusion processes at a fixed time. Our method relies on convex concentration inequalities obtained by forward/backward stochastic calculus. In the pure jump and pure diffusion cases, it also improves on classical results obtained by direct application of Gaussian and Poisson bounds.
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ژورنال
عنوان ژورنال: Geometric and Functional Analysis
سال: 1991
ISSN: 1016-443X,1420-8970
DOI: 10.1007/bf01896377