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Concentration Inequalities on the Multislice and for Sampling Without Replacement

Author

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  • Holger Sambale

    (Universität Bielefeld)

  • Arthur Sinulis

    (Universität Bielefeld)

Abstract

We present concentration inequalities on the multislice which are based on (modified) log-Sobolev inequalities. This includes bounds for convex functions and multilinear polynomials. As an application, we show concentration results for the triangle count in the G(n, M) Erdős–Rényi model resembling known bounds in the G(n, p) case. Moreover, we give a proof of Talagrand’s convex distance inequality for the multislice. Interpreting the multislice in a sampling without replacement context, we furthermore present concentration results for n out of N sampling without replacement. Based on a bounded difference inequality involving the finite-sampling correction factor $$1 - (n / N)$$ 1 - ( n / N ) , we present an easy proof of Serfling’s inequality with a slightly worse factor in the exponent, as well as a sub-Gaussian right tail for the Kolmogorov distance between the empirical measure and the true distribution of the sample.

Suggested Citation

  • Holger Sambale & Arthur Sinulis, 2022. "Concentration Inequalities on the Multislice and for Sampling Without Replacement," Journal of Theoretical Probability, Springer, vol. 35(4), pages 2712-2737, December.
    • Handle: RePEc:spr:jotpro:v:35:y:2022:i:4:d:10.1007_s10959-021-01139-9
    DOI: 10.1007/s10959-021-01139-9
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    References listed on IDEAS

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    1. Friedrich Götze & Holger Sambale & Arthur Sinulis, 2021. "Concentration Inequalities for Bounded Functionals via Log-Sobolev-Type Inequalities," Journal of Theoretical Probability, Springer, vol. 34(3), pages 1623-1652, September.
    2. Sergey G. Bobkov & Prasad Tetali, 2006. "Modified Logarithmic Sobolev Inequalities in Discrete Settings," Journal of Theoretical Probability, Springer, vol. 19(2), pages 289-336, June.
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    1. Friedrich Götze & Holger Sambale & Arthur Sinulis, 2021. "Concentration Inequalities for Bounded Functionals via Log-Sobolev-Type Inequalities," Journal of Theoretical Probability, Springer, vol. 34(3), pages 1623-1652, September.

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