Probability Theory Reading Group

Notes

Probability in High Dimension – Ramon van Handel
Notes
Exercise solutions

Next Meeting

14:00 - Thursday, 08 October
Exercises
Schedule
Week Topic Pages Exercises/Solutions
1 Introduction 1-10 (10) N/A
2 Tensorization and bounded differences, Markov semigroups 13-19, 21-25 (12) 2.1-2.5, 2.6
3 Poincaré inequalities 26-32 (7) 2.7-2.8
4 Variance identities and exponential ergodicity 36-40 (5) 2.9-2.10
5 Local Poincaré inequalities 41-44 (4) 2.11-2.13
6 Subgaussian variables and Chernoff bounds 45-48 (4) 3.1-3.5
7 The martingale method 50-53 (4) 3.6-3.11
8 The entropy method 55-60 (6) 3.12-3.16
9 Modified log-Sobolev inequalities 63-68 (6) -
10 Modified log-Sobolev inequalities - 3.17-3.20
11 Concentration in metric spaces 73-78 (6) 4.1-4.2
12 Transportation inequalities and tensorization 80-87 (8) 4.3-4.5
13 Talagrand’s concentration inequality 90-97 (8) 4.6-4.9