Results 241 to 250 of about 10,290,926 (277)

On the Interpretation of a Concentration Index of Inequality

Health Economics (United Kingdom), 2004
AbstractThis paper aims to add a more intuitive understanding to the concept of a concentration index for measuring relative inequality with an application of health‐related measures by income. A new redistribution interpretation and an existing redistribution interpretation of the Gini are presented and applied to the concentration index.
Eddy K.A. Van Doorslaer, Xander Koolman
exaly   +5 more sources

Inequalities for Concentration of a Decomposition

Theory of Probability & Its Applications, 1994
Summary: For a measure \(P\) defined on the \(\sigma\)-algebra \(B\) of Borel sets of the real line with Lebesgue measure \(L\), the concentration functions \[ Q(P,z) = \sup_{x \in R} {\mathbf P} ([x,x + z)),\qquad \widehat{Q}(P,z) = \sup\{ {\mathbf P}(A): L(A) \leq z,\;A \in {\mathcal B}\} \] and the concentration function of the decomposition ...
openaire   +2 more sources

On McDiarmid's Concentration Inequality

Electronic Communications in Probability, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Emmanuel Rio
exaly   +3 more sources

Concentration Inequalities for Euler Schemes

2006
We establish a Poincare inequality for the law at time t of the explicit Euler scheme for a stochastic differential equation. When the diffusion coefficient is constant, we also establish a Logarithmic Sobolev inequality for both the explicit and implicit Euler scheme, with a constant related to the convexity of the drift coefficient.
Malrieu, Florent, Talay, Denis
openaire   +2 more sources

Inequalities on time-concentrated or frequency-concentrated functions

Advances in Computational Mathematics, 2006
The authors prove Fourier uncertainty inequalities that trade concentration in terms of size of support on the one hand, versus variance on the other. The angular variance of a \(2\pi\)-periodic function \(f\) with Fourier series \(f\sim \sum_{-\infty}^\infty a_j e^{ i jt}\) can be defined as \[ \Delta_\theta(f)^2 =\frac{(\sum_{-\infty}^\infty | a_j ...
Goh, S.S., Goodman, T.N.T.
openaire   +1 more source

Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities

Statistics & Probability Letters, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Concentration inequalities for sums

2015
This chapter is devoted to concentration inequalities for sums or functions of independent random variables. We will give a survey of known results as well as new extensions in this area.
Bernard Bercu, Bernard Delyon, Emmanuel Rio   +2 more
openaire   +1 more source

Concentration inequalities and logarithmic Sobolev inequalities

2009
We first derive concentration inequalities based on the logarithmic Sobolev inequality and then give some generic and classical examples of laws that satisfy this inequality. Since we shall use it in these notes for Wigner’s matrices, we focus first on concentration for laws in RN.
openaire   +1 more source

Inequalities for the Concentration Function

Theory of Probability & Its Applications, 1980
Miroshnikov, A. L., Rogozin, B. A.
openaire   +2 more sources

Concentration inequalities for martingales

2015
This chapter is devoted to concentration inequalities for martingales such as Azuma-Hoeffding, Freedman, and De la Pena inequalities. Several extensions will also be provided. In particular, we will focus our attention on improved versions of Azuma-Hoeffding and Freedman’s type inequalities.
Bernard Bercu, Bernard Delyon, Emmanuel Rio   +2 more
openaire   +1 more source