arXiv (math.PR)
2026-06-24 12:00
DOI:
arXiv:2606.24090
Sparsity-adaptive concentration inequalities for random polynomials
Authors:
Abstract
arXiv:2606.24090v1 Announce Type: new
Abstract: We prove concentration inequalities for polynomials of independent, sparse $\alpha$-sub-exponential random variables. Specifically, we consider $X_i=\delta_i\xi_i$, where the Bernoulli selectors $\delta_i$ are independent with parameters $p_i$, and the variables $\xi_i$ are independent \(\alpha\)-sub-exponential random variables (not necessarily centered). For any polynomial $f:\mathbb R^n\to\mathbb R $ of degree at most $D$ and any $0