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Higher order concentration in presence of Poincaré-type inequalities (1803.05190v2)
Published 14 Mar 2018 in math.PR
Abstract: We show sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. Here we focus on differentiable functions on the Euclidean space in presence of a Poincar\'e-type inequality. The bounds are based on $d$-th order derivatives.