论文信息 - Martingales, Poincaré Type Inequalities, and Deviation Inequalities

Martingales, Poincaré Type Inequalities, and Deviation Inequalities

Using martingale techniques we will prove several deviation inequalities for diffusion processes in a compact Riemannian manifold and Levy processes in euclidean space. We also deduce deviation inequalities from Poincare type inequalities in the abstract setting of Dirichlet forms. We thus obtain, in a unified way, the theorems of Alon–Milman, Gromov–Milman, and a deviation inequality for the Laplace disribution.

M. Schmuckenschläger

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