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Concentration properties of functionals of general Poisson processes are studied. Using a modified $Phi$-Sobolev inequality a recursion scheme for moments is established, which is of independent interest. This is applied to derive moment and concentration inequalities for functionals on abstract Poisson spaces. Applications of the general results in stochastic geometry, namely Poisson cylinder models and Poisson random polytopes, are presented as well.
We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the coupling tim
Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with multiple deep wells. We study in the present work fi
Consider $n$ complex random matrices $X_1,ldots,X_n$ of size $dtimes d$ sampled i.i.d. from a distribution with mean $E[X]=mu$. While the concentration of averages of these matrices is well-studied, the concentration of other functions of such matric
For a compact Poisson-Lie group $K$, the homogeneous space $K/T$ carries a family of symplectic forms $omega_xi^s$, where $xi in mathfrak{t}^*_+$ is in the positive Weyl chamber and $s in mathbb{R}$. The symplectic form $omega_xi^0$ is identified wit
We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct application of a classical theorem due to Bobkov and G{o}tze.