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E-book
Author Chatterjee, Sourav, author

Title Superconcentration and related topics / Sourav Chatterjee
Published New York : Springer, [2014]
©2014
Table of Contents
1.Introduction1
1.Superconcentration1
2.Chaos7
3.Multiple Valleys11
2.Markov Semigroups15
1.Semigroup Basics15
2.The Ornstein-Uhlenbeck Semigroup17
3.Connection with Malliavin Calculus18
4.Poincare Inequalities18
5.Some Applications of the Gaussian Poincare Inequality19
6.Fourier Expansion20
3.Superconcentration and Chaos23
1.Definition of Superconcentration23
2.Superconcentration and Noise-Sensitivity25
3.Definition of Chaos25
4.Equivalence of Superconcentration and Chaos27
5.Some Applications of the Equivalence Theorem28
6.Chaotic Nature of the First Eigenvector29
4.Multiple Valleys33
1.Chaos Implies Multiple Valleys: The General Idea33
2.Multiple Valleys in Gaussian Polymers34
3.Multiple Valleys in the SK Model36
4.Multiple Peaks in Gaussian Fields38
5.Multiple Peaks in the NK Fitness Landscape40
5.Talagrand's Method for Proving Superconcentration45
1.Hypercontractivity45
2.Talagrand's L1-L2 Bound47
3.Talagrand's Method Always Works for Monotone Functions49
4.The Benjamini-Kalai-Schramm Trick51
5.Superconcentration in Gaussian Polymers54
6.Sharpness of the Logarithmic Improvement56
6.The Spectral Method for Proving Superconcentration57
1.Spectral Decomposition of the OU Semigroup58
2.An Improved Poincare Inequality60
3.Superconcentration in the SK Model60
7.Independent Flips63
1.The Independent Flips Semigroup63
2.Hypercontractivity for Independent Flips65
3.Chaos Under Independent Flips66
8.Extremal Fields73
1.Superconcentration in Extremal Fields73
2.A Sufficient Condition for Extremality78
3.Application to Spin Glasses79
4.Application to the Discrete Gaussian Free Field83
9.Further Applications of Hypercontractivity87
1.Superconcentration of the Largest Eigenvalue87
2.A Different Hypercontractive Tool90
3.Superconcentration in Low Correlation Fields92
4.Superconcentration in Subfields93
5.Discrete Gaussian Free Field on a Torus94
6.Gaussian Fields on Euclidean Spaces99
10.The Interpolation Method for Proving Chaos105
1.A General Theorem105
2.Application to the Sherrington-Kirkpatrick Model111
3.Sharpness of the Interpolation Method112
11.Variance Lower Bounds115
1.Some General Tools115
2.Application to the Edwards-Anderson Model118
3.Chaos in the Edwards-Anderson Model119
12.Dimensions of Level Sets125
1.Level Sets of Extremal Fields125
2.Induced Dimension128
3.Dimension of Near-Maximal Sets131
4.Applications134
Appendix A Gaussian Random Variables137
1.Tail Bounds137
2.Size of the Maximum137
3.Integration by Parts139
4.The Gaussian Concentration Inequality139
5.Concentration of the Maximum140
Appendix B Hypercontractivity143
 References147
 Author Index153
 Subject Index155

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Description 1 online resource (ix, 156 pages) : illustrations
Series Springer monographs in mathematics, 2196-9922
Springer monographs in mathematics. 1439-7382
Contents Introduction -- Markov semigroups -- Superconcentration and chaos -- Multiple valleys -- Talagrand's method for proving superconcentration -- The spectral method for proving superconcentration -- Independent flips -- Extremal fields -- Further applications of hypercontractivity -- The interpolation method for proving chaos -- Variance lower bounds -- Dimensions of level sets
Summary "A certain curious feature of random objects, introduced by the author as "super concentration," and two related topics, "chaos" and "multiple valleys," are highlighted in this book. Although super concentration has established itself as a recognized feature in a number of areas of probability theory in the last twenty years (under a variety of names), the author was the first to discover and explore its connections with chaos and multiple valleys. He achieves a substantial degree of simplification and clarity in the presentation of these findings by using the spectral approach. Understanding the fluctuations of random objects is one of the major goals of probability theory and a whole subfield of probability and analysis, called concentration of measure, is devoted to understanding these fluctuations. This subfield offers a range of tools for computing upper bounds on the orders of fluctuations of very complicated random variables. Usually, concentration of measure is useful when more direct problem-specific approaches fail; as a result, it has massively gained acceptance over the last forty years. And yet, there is a large class of problems in which classical concentration of measure produces suboptimal bounds on the order of fluctuations. Here lies the substantial contribution of this book, which developed from a set of six lectures the author first held at the Cornell Probability Summer School in July 2012. The book is interspersed with a sizable number of open problems for professional mathematicians as well as exercises for graduate students working in the fields of probability theory and mathematical physics. The material is accessible to anyone who has attended a graduate course in probability"--Publisher's description
Bibliography Includes bibliographical references and index
Notes Online resource; title from electronic title page (EBSCOHost, viewed March 2, 2018)
Subject Probabilities.
Mathematical statistics.
Probability
probability.
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Mathematical statistics
Probabilities
Form Electronic book
LC no. 2014930163
ISBN 9783319038865
3319038869