Science > Physics > Independent/Dependent Phases 13.1 References on Levy Concentration Measure
| Topic: |
Science > Physics |
| User: |
"OsherD" |
| Date: |
10 Oct 2005 01:52:25 AM |
| Object: |
Independent/Dependent Phases 13.1 References on Levy Concentration Measure |
From Osher Doctorow
2005 seems to be a good year for Levy concentration measure, not only
with the Dissertation of Sourav Chatterjee at Stanford but also with
Chatterjee's 2 Oct 2005 math.PR/0508518 "Concentration of Haar
measures, with an application to random matrices," which lists
Chatterjee at U.C. Berkeley Dept. of Stat. U.C. Berkeley, and several
other papers and a few earlier:
Brummelhuis, Raymond (joint work with Brad Baxter), "Concentration of
measure and value-at-risk estimation for non-linear portfolios,"
Financial Modelling Workshop, University of Ulm, 20-22 September, 2005,
with the authors listed as being at School of Econ., Math. and Stat.,
Birkbeck College, Univ. London,
http://www.mathematik.uni-ulm.de/finmath/confpage/papers/brummelhuis.pdf.
Kotoyiannis, I. (Dept. Stat., Purdue U.), "Efficient sphere-cobvering
and converse measure concentration via generalized source coding
theorems," math.PR/9910062 v2 27 Sep 2000.
Shiffman, Bernard and Zelditch, Steve, "Random polynomials of high
degree and Levy concentration of measure," math.CV/0303335 v1 26 mar
2003.
Min-Oo, Maung and Toth, John A., "The Levy concentration phenomenon for
special functions on rank-one symmetric spaces," (14 pages) dated
either 1999 or I misplaced the date,
http://www.math.mcmaster.ca/minoo/mypapers/mt.pdf.
Marchal, Philippe, "Measure concentration for sable laws with index
close to 2," Elect. Comm. in Probab. 10 (2005), 29-35.
Osher Doctorow
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| User: "OsherD" |
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| Title: Re: Independent/Dependent Phases 13.1 References on Levy Concentration Measure |
10 Oct 2005 02:38:32 AM |
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From Osher Doctorow
About 30-40 papers at Front For the Mathematics arXiv on Levy
concentration measures can be accessed using keywords "V.D. Millman,"
"Vitali D. Milman," "Talagrand," "concentration measures," "Levy
concentration measure," "concentration measure," "geometric
concentration measure," "concentration," "concentration property,"
"geometric measure concentration."
These keywords (type them inside the "search" box after accessing the
Front For the Mathematics arXiv) produce some irrelevant papers and
some duplicating papers under different keywords as well as the 30-40
different papers that appear to be relevant.
Osher Doctorow
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