IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v140y2021icp216-235.html
   My bibliography  Save this article

Concentration on Poisson spaces via modified Φ-Sobolev inequalities

Author

Listed:
  • Gusakova, Anna
  • Sambale, Holger
  • Thäle, Christoph

Abstract

Concentration properties of functionals of general Poisson processes are studied. Using a modified Φ-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.

Suggested Citation

  • Gusakova, Anna & Sambale, Holger & Thäle, Christoph, 2021. "Concentration on Poisson spaces via modified Φ-Sobolev inequalities," Stochastic Processes and their Applications, Elsevier, vol. 140(C), pages 216-235.
    • Handle: RePEc:eee:spapps:v:140:y:2021:i:c:p:216-235
    DOI: 10.1016/j.spa.2021.06.009
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414921001022
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2021.06.009?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bachmann, Sascha & Reitzner, Matthias, 2018. "Concentration for Poisson U-statistics: Subgraph counts in random geometric graphs," Stochastic Processes and their Applications, Elsevier, vol. 128(10), pages 3327-3352.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:140:y:2021:i:c:p:216-235. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.