Concentration of Measures via Size-biased Couplings

Concentration of Measures via Size-biased Couplings

Probability Seminar
Mar 10, 2010, 03:00 PM - 04:00 PM | 330 Evans Hall | Happening As Scheduled
Subhankar Ghosh, Department of Mathematics, University of Southern California (Speaker)
Let Y be a non-negative random variable with mean µ and finite positive variance, and let Y^s , defined on the same space as Y , have the Y size biased distribution, characterized by E[Yf(Y)] = µEf(Y_s) for all functions f for which these expectations exist. Under a variety of conditions on Y and the coupling of Y and Y^s, including combinations of boundedness and monotonicity, one...