Measure concentration and information distances (A04)

• Subject Area: Mathematics
• Term: from 2017 to 2021
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 317210226

In this project we shall investigate concentration of measure and large deviation tail bounds for Lipschitz type functions of high dimensional vectors of observations for various distribution classes. The large deviation behavior of functions on Euclidean spaces and on metric spaces and graphs is studied by means of gradients respectively finite differences. Furthermore, we shall investigate the convergence in the central limit theorem for sums of independent random elements in classical, non commutative and related probability theories in terms of appropriate information distances.

• DFG Programme: Collaborative Research Centres
• Subproject of: SFB 1283: Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications
• Applicant Institution: Universität Bielefeld
• Project Head: Professor Dr. Friedrich Götze