16:00
The Weizmann Institute of Science
Faculty of Mathematics and Computer Science
Geometric Functional Analysis and Probability Seminar
Leonid Kontorovich
CMU
will speak on
A linear programming inequality with
applications to concentration of measure
Seminar Room, Room 261, Ziskind Building
on Wednesday, January 10, 2007
16:00 - 18:00
Abstract:
We prove an elementary yet useful inequality bounding the maximal value of
certain linear programs. This leads directly to a bound on the martingale
difference for arbitrarily dependent random variables, providing a
generalization of some recent concentration of measure results. The linear
programming inequality may be of independent interest.
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Technion Math Net-2 (TECHMATH2)
Editor: Michael Cwikel
Announcement from: Boaz Tsaban