Results 291 to 300 of about 213,125 (304)

On the interpretation of a concentration index of inequality

Health Economics, 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 van Doorslaer, Xander Koolman
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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 ...
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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
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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, Emmanuel Rio, Bernard Delyon   +2 more
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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, Emmanuel Rio, Bernard Delyon   +2 more
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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.
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Inequalities for the Concentration Function

Theory of Probability & Its Applications, 1980
B. A. Rogozin, A. L. Miroshnikov
openaire   +3 more sources