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Holger Sambale

Publications and source records attributed to Holger Sambale.

21 records · Page 2Linked to original sources

Logarithmic Sobolev inequalities for finite spin systems and applications

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted) exponential random graph model, the random coloring and the hard-core model with fugacity. This leads to two separate branches of applications. The first branch is given by mixing time estimates of the Glauber dynamics. The proofs do not rely on coupling arguments, but instead use functional inequalities. As a byproduct, this also yields exponential decay of the relative entropy along the Glauber semigroup. Secondly, we investigate the concentration of measure phenomenon (particularly of higher order) for these spin systems. We show the effect of better concentration properties by centering not around the mean, but a stochastic term in the exponential random graph model. From there, one can deduce a central limit theorem for the number of triangles from the CLT of the edge count. In the Erdös-Rényi model the first order approximation leads to a quantification and a proof of a central limit theorem for subgraph counts.

math.PR↗

Higher Order Concentration of Measure

We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In particular, we consider deviations of functions of independent random variables and differentiable functions over probability measures satisfying a logarithmic Sobolev inequality, and functions on the unit sphere. Applications include concentration inequalities for $U$-statistics as well as for classes of symmetric functions via polynomial approximations on the sphere (Edgeworth-type expansions).

math.PR↗

Higher order concentration for functions of weakly dependent random variables

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a difference operator that arises from Gibbs sampler type dynamics. Examples of such random variables include the Ising model on a graph with n nodes with general, but weak interactions, i.e. in the Dobrushin uniqueness regime, for which we prove concentration results of homogeneous polynomials, as well as random permutations, and slices of the hypercube with dynamics given by either the Bernoulli-Laplace or the symmetric simple exclusion processes.

math.PR↗