- Series
- Stochastics Seminar
- Time
- Tuesday, May 19, 2015 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Umit Islak – University of Minnesota
- Organizer
- Christian Houdré
For a nonnegative random variable Y with finite nonzero mean
\mu, we say that Y^s has the Y-size bias distribution if E[Yf(Y)] =
\mu E[f(Y^s)] for all bounded, measurable f. If Y can be coupled to
Y^s having the Y-size bias distribution such that for some constant C
we have Y^s \leq Y + C, then Y satisfies a 'Poisson tail' concentration
of measure inequality. This yields concentration results for examples
including urn occupancy statistics for multinomial allocation models and
Germ-Grain models in stochastic geometry, which are members of a class of
models with log concave marginals for which size bias couplings may be
constructed more generally. Similarly, concentration bounds can be shown
when one can construct a bounded zero bias coupling or a Stein pair for a
mean zero random variable Y. These latter couplings can be used to
demonstrate concentration in Hoeffding's permutation and doubly indexed
permutations statistics. The bounds produced, which have their origin in
Stein's method, offer improvements over those obtained by using other
methods available in the literature. This work is joint with J. Bartroff,
S. Ghosh and L. Goldstein.