Concentration Inequalities for Log-concave Sequences

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Authors: Arnaud Marsiglietti, James Melbourne
Cited by: 2
References: 39

Abstract

Abstract We investigate quantitative implications of the notion of log-concavity through a probabilistic interpretation. In particular, we derive concentration inequalities, moment and entropy bounds for random variables satisfying a precise degree of log-concavity. Along the way, we recover, improve, and simplify several results existing in the literature. Our approach is based on majorization in the convex order.

Fields of Study & Subjects

Point processes and geometric inequalities Risk and Portfolio Optimization Markov Chains and Monte Carlo Methods

Publication details

Journal / source
International Mathematics Research Notices
Publisher
Oxford University Press (OUP)
Volume
2026
Issue
4
Publication date
24 January 2026
Language
EN