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Concentration inequalities for log-concave sequences
Concentration inequalities for log-concave sequences
Arnaud Marsiglietti James Melbourne
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.