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0 votes
1 answer
80 views

Uniform concentration bound (function-valued random variable / continuous stochastic process)

I'm trying to consider a probability space $\Omega$ and $f(x,\xi):\mathcal{X}\times\Omega\to\mathbb{R}$ (stochastic process over space? or function-valued random variable?), where $\mathcal{X}\subset\...
1 vote
0 answers
68 views

(Anti-)concentration of gap between largest and second largest component of multivariate random gaussian vector

Let $n$ be a large positive integer and let $Y=(Y_1,\ldots,Y_n)$ be a zero-centered random $n$-dmensional real vector with covariance matrix $\Sigma$, an $n$-by-$n$ positive definite matrix with ...
7 votes
2 answers
606 views

Uniform Concentration Bounds on Weighted Sum of i.i.d. Bernoulli Random Variables

Let $\delta_1,...,\delta_n$ be $n$ independent identically distributed Bernoulli random variables with $\mathbb{P}(\delta_1=1)=p$. We consider a set $\Omega = \{\mathbf{a}:=(a_1,...,a_n)~|~a_i\in [0,c/...