Concentration on Poisson spaces via modified $\Phi$-Sobolev inequalities
Anna Gusakova, Holger Sambale, Christoph Thaele

TL;DR
This paper develops new concentration inequalities for functionals of Poisson processes using a modified $\
Contribution
It introduces a modified $\\Phi$-Sobolev inequality and a recursion scheme for moments, advancing the analysis of Poisson process functionals.
Findings
Derived new moment inequalities for Poisson functionals
Established concentration bounds for stochastic geometry models
Applied results to Poisson cylinder models and random polytopes
Abstract
Concentration properties of functionals of general Poisson processes are studied. Using a modified -Sobolev inequality a recursion scheme for moments is established, which is of independent interest. This is applied to derive moment and concentration inequalities for functionals on abstract Poisson spaces. Applications of the general results in stochastic geometry, namely Poisson cylinder models and Poisson random polytopes, are presented as well.
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Taxonomy
TopicsNumerical methods in engineering · Fatigue and fracture mechanics · Nonlinear Partial Differential Equations
