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Progress in Probability
74
Nathael Gozlan
Rafał Latała
Karim Lounici
Mokshay Madiman
Editors
High Dimensional
Probability VIII
The Oaxaca Volume
Volume 74
Series Editors
Steffen Dereich, Universität Münster, Münster, Germany
Davar Khoshnevisan, The University of Utah, Salt Lake City, UT, USA
Andreas E. Kyprianou, University of Bath, Bath, UK
Sidney I. Resnick, Cornell University, Ithaca, NY, USA
Progress in Probability is designed for the publication of workshops, seminars

and conference proceedings on all aspects of probability theory and stochastic
processes, as well as their connections with and applications to other areas such
as mathematical statistics and statistical physics.
More information about this series at http://www.springer.com/series/4839

Nathael Gozlan • Rafał Latała • Karim Lounici •
Mokshay Madiman
Editors
High Dimensional
Probability VIII
The Oaxaca Volume
Editors
Nathael Gozlan Rafał Latała
MAP 5 Institute of Mathematics
Université Paris Descartes University of Warsaw
Paris, France Warsaw, Poland
Karim Lounici Mokshay Madiman

Centre de Mathématiques Appliquées Department of Mathematical Sciences
Ecole Polytechnique University of Delaware
Palaiseau, France Newark, DE, USA
ISSN 1050-6977 ISSN 2297-0428 (electronic)

ISBN 978-3-030-26390-4 ISBN 978-3-030-26391-1 (eBook)
https://doi.org/10.1007/978-3-030-26391-1
© Springer Nature Switzerland AG 2019

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Preface
The history of the High-Dimensional Probability (HDP) conferences dates back to

the 1975 International Conference on Probability in Banach Spaces in Oberwolfach,
Germany. After eight Probability in Banach Spaces meetings, in 1994 it was
decided to give the series its current name: the International Conference on High-
Dimensional Probability.
The present volume is an outgrowth of the Eighth High-Dimensional Probability
Conference (HDP VIII), which was held at the Casa Matemática Oaxaca (Mexico)
from May 28th to June 2nd, 2017. The scope and quality of the talks and contributed
papers amply demonstrate that, now more than ever, high-dimensional probability
is a very active area of mathematical research.
High-Dimensional Probability has its roots in the investigation of limit theorems
for random vectors and regularity of stochastic processes. It was initially motivated
by the study of necessary and sufficient conditions for the boundedness and
continuity of trajectories of Gaussian processes and the extension of classical limit
theorems, such as laws of large numbers, laws of the iterated logarithm and central
limit theorems, to Hilbert and Banach space-valued random variables and empirical
processes.
This resulted in the creation of powerful new tools: the methods of high-
dimensional probability and especially its offshoots, the concentration of measure
phenomenon and generic chaining techniques, were found to have a number of
applications in various areas of mathematics, as well as statistics and computer
science. These include random matrix theory, convex geometry, asymptotic geomet-
ric analysis, nonparametric statistics, empirical process theory, statistical learning
theory, compressed sensing, strong and weak approximations, distribution function
estimation in high dimensions, combinatorial optimization, random graph theory,
stochastic analysis in infinite dimensions, and information and coding theory.
In recent years there has been substantial progress in the area. In particu-
lar, numerous important results have been obtained concerning the connections
between various functional inequalities related to the concentration of measure
phenomenon, application of generic chaining methods to study the suprema of
stochastic processes and norms of random matrices, Malliavin–Stein theory of
v
vi Preface
Gaussian approximation, various stochastic inequalities and their applications in

high-dimensional statistics and computer science. This breadth is duly reflected by
the diverse contributions in the present volume.
The majority of the papers gathered here were presented at HDP VIII. The
conference participants wish to express their gratitude for the support provided
by the BIRS-affiliated mathematics research center Casa Matemática Oaxaca. In
addition, the editors wish to thank Springer-Verlag for publishing the proceedings.
The book begins with a dedication to our departed and esteemed colleague,
Jørgen Hoffmann-Jørgensen, whom we lost in 2017. This is followed by a collection
of contributed papers that are divided into four general areas: inequalities and
convexity, limit theorems, stochastic processes, and high-dimensional statistics. To
give readers an idea of their scope, in the following we briefly describe them by
subject area and in the order they appear in this volume.
Dedication to Jørgen Hoffmann-Jørgensen (1942–2017)
• Jørgen Hoffmann-Jørgensen, by M. B. Marcus, G. Peskir and J. Rosiński.
This paper honors the memory, scientific career and achievements of Jørgen
Hoffmann-Jørgensen.
Inequalities and Convexity
• Moment estimation implied by the Bobkov-Ledoux inequality, by W. Bednorz and
G. Głowienko. The authors derive general bounds for exponential Orlicz norms
of locally Lipschitz functions using the Bobkov-Ledoux entropic form of the
Poincaré inequality.
• Polar isoperimetry I—the case of the plane, by S. G. Bobkov, N. Gozlan,
C. Roberto and P.-M. Samson. This is the first part of a lecture notes series
and offers preliminary remarks on the plane isoperimetric inequality and its
applications to the Poincaré and Sobolev type inequalities in dimension one.
• Iterated Jackknives and two-sided variance inequalities, by O. Bousquet and
C. Houdré. The authors revisit selected classical variance inequalities, such as
the Efron–Stein inequality, and present refined versions.
• A probabilistic characterization of negative definite functions, by F. Gao. The
author proves using Fourier transform tools that a continuous function f on Rn
is negative definite if and only if it is polynomially bounded and satisfies the
inequality
Ef (X − Y ) ≤ Ef (X + Y )
for all i.i.d. random vectors X and Y in Rn .

• Higher order concentration in presence of Poincaré type inequalities, by F. Götze
and H. Sambale. The authors obtain sharpened forms of the concentration
of measure phenomenon that typically apply to differentiable functions with
centered derivatives up to the order d − 1 and bounded derivatives of order d.
Preface vii
• Rearrangement and Prékopa–Leindler type inequalities, by J. Melbourne. The

author obtains rearrangement sharpenings of several classical Prékopa–Leindler
type functional inequalities.
• Generalized semimodularity: order statistics, by I. Pinelis. The author
introduces a notion of generalized n-semimodularity, which extends that of
(sub/super)modularity, and derives applications to correlation inequalities for
order statistics.
• Geometry of np -balls: Classical results and recent developments, by J. Prochno,
C. Thäle and N. Turchi. The paper presents a survey of asymptotic theorems for
uniform measures on np -balls and cone measures on np -spheres.
• Remarks on superconcentration and Gamma calculus. Applications to spin
glasses, by K. Tanguy. This paper explores applications of Bakry-Emery Γ2
calculus to refined variant inequalities for several spin systems models.
Limit Theorems
• Asymptotic behavior of Renyi entropy in the central limit theorem, by
S. G. Bobkov and A. Marsiglietti. The authors explore the asymptotic behavior
and monotonicity of Renyi entropy along convolutions in the central limit
theorem.
• Uniform-in-bandwidth functional limit laws for multivariate empirical processes,
by P. Deheuvels. The author provides uniform-in-bandwidth functional limit laws
for multivariate local empirical processes, with statistical applications to kernel
density estimation.
• Universality of limiting spectral distribution under projective criteria, by
F. Merlevède and M. Peligrad. The authors study the limiting empirical spectral
distribution of an n × n symmetric matrix with dependent entries. For a class of
generalized martingales, they show that the asymptotic behavior of the empirical
spectral distribution depends only on the covariance structure.
• Exchangeable pairs on Wiener chaos, by I. Nourdin and G. Zheng. In this paper,
the authors propose a new proof of a quantitative form of the fourth moment
theorem in Gaussian approximation based on the construction of exchangeable
pairs of Brownian motions.
Stochastic Processes
• Permanental processes with kernels that are equivalent to a symmetric matrix,
by M. B. Marcus and J. Rosen. The authors consider α-permanental processes
whose kernel is of the form

u(x, y) = u(x, y) + f (y), x, y ∈ S,
where u is symmetric and f has some good properties. In turn, they define con-
ditions that determine whether the kernel
u is symmetrizable or asymptotically
symmetrizable.
• Pointwise properties of martingales with values in Banach function spaces,
by M. Veraar and I. Yaroslavtsev. In this paper, the authors consider local
viii Preface
martingales with values in a UMD Banach function space and prove that
such martingales have a version which is a martingale field. Moreover, a new
Burkholder–Davis–Gundy type inequality is obtained.
High-Dimensional Statistics
• Concentration inequalities for randomly permuted sums, by M. Albert. The
author proves a deviation inequality for random permutations and uses it to
analyze the second kind error rate in a test of independence.
• Uncertainty quantification for matrix compressed sensing and quantum tomog-
raphy problems, by A. Carpentier, J. Eisert, D. Gross and R. Nickl. The authors
construct minimax optimal non-asymptotic confidence sets for low-rank matrix
recovery algorithms such as the Matrix Lasso and Dantzig selector.
• Uniform-in-bandwidth estimation of the gradient lines of a density, by D. Mason
and B. Pelletier. This paper exploits non parametric statistical techniques to
estimate the gradient flow of a stochastic differential equation. The results can
be of interest in clustering applications or the analysis of stochastic gradient
schemes.
Paris, France Nathael Gozlan

Warsaw, Poland Rafał Latała
Palaiseau, France Karim Lounici
Newark, DE, USA Mokshay Madiman
Contents
1 Jørgen Hoffmann-Jørgensen (1942–2017) . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1

Michael B. Marcus, Goran Peskir, and Jan Rosiński
2 Moment Estimation Implied by the Bobkov-Ledoux Inequality . . . . . . 9
Witold Bednorz and Grzegorz Głowienko
3 Polar Isoperimetry. I: The Case of the Plane . . . . . . . .. . . . . . . . . . . . . . . . . . . . 21
Sergey G. Bobkov, Nathael Gozlan, Cyril Roberto, and Paul-Marie
Samson
4 Iterated Jackknives and Two-Sided Variance Inequalities .. . . . . . . . . . . . 33
Olivier Bousquet and Christian Houdré
5 A Probabilistic Characterization of Negative Deﬁnite Functions . . . . . 41
Fuchang Gao
6 Higher Order Concentration in Presence of Poincaré-Type
Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 55
Friedrich Götze and Holger Sambale
7 Rearrangement and Prékopa–Leindler Type Inequalities . . . . . . . . . . . . . 71
James Melbourne
8 Generalized Semimodularity: Order Statistics. . . . . .. . . . . . . . . . . . . . . . . . . . 99
Iosif Pinelis
9 Geometry of np -Balls: Classical Results and Recent
Developments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 121
Joscha Prochno, Christoph Thäle, and Nicola Turchi
10 Remarks on Superconcentration and Gamma Calculus:
Applications to Spin Glasses. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 151
Kevin Tanguy
ix
x Contents
11 Asymptotic Behavior of Rényi Entropy in the Central Limit

Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 169
Sergey G. Bobkov and Arnaud Marsiglietti
12 Uniform-in-Bandwidth Functional Limit Laws for Multivariate
Empirical Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 201
Paul Deheuvels
13 Universality of Limiting Spectral Distribution Under
Projective Criteria .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 241
Florence Merlevède and Magda Peligrad
14 Exchangeable Pairs on Wiener Chaos. . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 277
Ivan Nourdin and Guangqu Zheng
15 Permanental Processes with Kernels That Are Not Equivalent
to a Symmetric Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 305
Michael B. Marcus and Jay Rosen
16 Pointwise Properties of Martingales with Values
in Banach Function Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 321
Mark Veraar and Ivan Yaroslavtsev
17 Concentration Inequalities for Randomly Permuted Sums . . . . . . . . . . . . 341
Mélisande Albert
18 Uncertainty Quantification for Matrix Compressed Sensing
and Quantum Tomography Problems .. . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 385
Alexandra Carpentier, Jens Eisert, David Gross, and Richard Nickl
19 Uniform in Bandwidth Estimation of the Gradient Lines
of a Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 431
David Mason and Bruno Pelletier
Jørgen Hoffmann-Jørgensen (1942–2017)
Michael B. Marcus, Goran Peskir, and Jan Rosiński
Jørgen Hoffmann-Jørgensen, docent emeritus in the Department of Mathematics at

Aarhus University, Denmark, died on the 8th of December 2017. He was 75 years
old. He is survived by Karen, his wife of fifty years, his mother Ingeborg, his brother
Bent and his niece Dorthe.
He was a devoted teacher and advisor, a wonderful, friendly person, and a very
fine and prolific mathematician. His ties to Aarhus are legendary. Jørgen received his
magister scientiarum degree from the Institute of Mathematics at Aarhus University
in 1966. He began his research and teaching there in the previous year and continued
through the academic ranks, becoming docent in 1988.
With a stroke of good luck he began his career as a probabilist under the most
auspicious circumstances. Kiyoshi Itô was a professor at Aarhus from 1966 to 1969.
Ron Getoor, who had been with Itô at Princeton, came to Aarhus as a visiting
professor in the spring semester of 1969. Jørgen began his research career in the
presence of these outstanding probabilists. He often commented that, more than any
other mathematician, Itô had the greatest influence on his work.
There was widespread interest in sums of independent Banach space valued
random variables at that time. The famous paper of Itô and Nisio, ‘On the
convergence of sums of independent Banach space valued random variables’,
appeared in 1968. Jean-Pierre Kahane’s book, ‘Some random series of functions’
M. B. Marcus
CUNY Graduate Center, New York, NY, USA
e-mail: [email protected]
G. Peskir
Department of Mathematics, The University of Manchester, Manchester, UK
J. Rosiński ()
Department of Mathematics, University of Tennessee, Knoxville, TN, USA
© Springer Nature Switzerland AG 2019 1

N. Gozlan et al. (eds.), High Dimensional Probability VIII,
Progress in Probability 74, https://doi.org/10.1007/978-3-030-26391-1_1
2 M. B. Marcus et al.
(first edition), mostly dealing with random Fourier series, also came out in 1968.
Functional analysts in the circle of Laurent Schwartz were using properties of sums
of independent Banach space valued random variables to classify Banach spaces.
Engaged in this work, Jørgen published his most cited papers, ‘Sums of
independent Banach space valued random variables’, as a publication of the Institute
of Mathematics in Aarhus in 1972, and a paper with the same title, in Studia
Mathematica in 1974 (cf. [9]). The two papers overlap but each has material that
is not in the other. They contain the important and very useful relationship, between
the norm of the maximal term in a series and the norm of the series, that is now
commonly referred to as ‘Hoffmann-Jørgensen’s inequality’.
Continuing in this study, Jørgen collaborated on two important papers; with
Gilles Pisier on the law of large numbers and the central limit theorem in Banach
spaces [12], and with Richard Dudley and Larry Shepp on the lower tails of
Gaussian seminorms [13]. He returned repeatedly to the topics of these and his
other early papers, examining them in more general and abstract spaces. In this vein
Jørgen reexamined the concept of weak convergence from a new perspective that
completely changed the paradigm of its applications in statistics. He formulated his
new definition of weak convergence in the 1980s1. This is now referred to as ‘weak
convergence in Hoffmann-Jørgensen’s sense’.
Jørgen remained an active researcher throughout his life. He was completing a
paper with Andreas Basse-O’Connor and Jan Rosiński on the extension of the Itô-
Nisio theorem to non-separable Banach spaces, when he died.
Jørgen was also a very fine teacher and advisor with great concern for his
students. He wrote 10 sets of lecture notes for his courses, 2,620 pages in total, and
a monumental 1,184 page, two volume, ‘Probability with a view toward Statistics’,
published by Chapman and Hall in 1994. He was the principal advisor of seven
Ph.D. students.
Reflecting the interest in sums of independent Banach space valued random
variables, and the related field of Gaussian processes in Europe, Laurent Schwarz
and Jacques Neveu organized an auspicious conference on Gaussian Processes in
Strasbourg in 1973. This stimulated research and collaborations that continue to
this day. The Strasbourg conference was followed, every two or three years, by
nine conferences on Probability in Banach Spaces and eight conferences on High
Dimensional Probability. The last one was in Oaxaca, Mexico in 2017. The change
in the conference name reflected a broadening of the interests of the participants.
Jørgen was one of a core group, many of whom attended the 1973 conference,
who took part in all or most of the eighteen conferences throughout their careers,
and often were the conference organizers and editors of the conference proceedings.
Most significantly, Jørgen was the principal organizer of three of these conferences
in the beautiful, serene, conference center in Sandbjerg, Denmark in 1986, 1993
and 2002, and was an editor of the proceedings of these conferences. Moreover, his
1 Some authors have claimed, as we did in [14], that this definition was introduced in Jørgen’s paper
Probability in Banach space [10] in 1977. However, after a careful reading of this paper, we do not
think that this is correct.
1 Jørgen Hoffmann-Jørgensen (1942–2017) 3
influence on the study of probability in Europe extended beyond these activities. In

total, Jørgen served on the conference committees of eighteen meetings in Croatia,
Denmark, Italy, France and Germany. Jørgen also served as an editor of the Journal
of Theoretical Probability.
Jørgen was one of the mathematicians at Aarhus University who made Aarhus
a focal point for generations of probabilists. But it was not only the research that
brought them to Aarhus. Just as important was Jørgen’s warmth and wit and not
least of all the wonderful hospitality he and his wife Karen extended to all of them.
Who can forget the fabulous Danish meals at their house, and then, sitting around
after dinner, exchanging mathematical gossip and arguing politics, with the mating
calls of hump backed whales playing in the background2.
We now present some of Jørgen’s better known results. This is not an attempt to
place him in the history of probability but merely to mention some of his work that
has been important to us and to give the reader a glimpse of his achievements.
Hoffmann-Jørgensen’s Inequality Let (Xn ) be a sequence of independent sym-
metric random variables with values in a Banach space E with norm · . We define

n
Sn = Xj , N = sup Xn , M = sup Sn .
n n
j =1
Hoffmann-Jørgensen’s inequality states that
P(M ≥ 2t + s) ≤ 2P(N ≥ s) + 8P2 (M ≥ t) (1.1)
for all t, s > 0.

Note that since probabilities are less than 1 and the last term in this inequality
is a square it suggests that if M has sufficient regularity the distribution of M is
controlled by the distribution of N. This is a remarkable result.
Jørgen gives this inequality in his famous paper [9]. He does not highlight it. It
simply appears in the proof of his Theorem 3.1 which is:
Theorem 1 Let (Xn ) be a sequence of independent E-valued random variables
such that
P(M < ∞) = 1 and E(N p ) < ∞
for some 0 < p < ∞. Then E(M p ) < ∞.
2 The material up to this point has appeared in [14].

This is how he uses the inequality to prove this theorem. Assume that the
elements of (Xn ) are symmetric and let R(t) = P(M ≥ t) and Q(t) = P(N ≥ t)
for t ≥ 0. Using the relationship
∞
E(M p ) = px p−1 R(x)dx,
0
and similarly for N and Q, it follows from (1.1) that for A > 0
A A/3
px p−1 R(x)dx = p 3p px p−1 R(3x)dx (1.2)
0 0
A/3 A/3
≤ 2p 3p px p−1 Q(x)dx + 8p 3p px p−1 R 2 (x)dx
0 0
A/3
≤ 2p 3p E(N p ) + 8p 3p px p−1 R 2 (x)dx.
0
Choose t0 > 0 such that R(t0 ) < (16p3p )−1 . The condition that P(M < ∞) = 1
implies that t0 < ∞. Then choose A > 3t0 . Note that
A/3 t0 A/3
px p−1 R 2 (x)dx = px p−1 R 2 (x)dx + px p−1 R 2 (x)dx
0 0 t0
A/3
p
≤ t0 + R(t0 ) px p−1 R(x)dx. (1.3)
t0
Combining (1.2) and (1.3) we get

A A/3
p 1
px p−1
R(x)dx ≤ 2p 3 E(N p p
) + t0 + px p−1 R(x)dx. (1.4)
0 2 0
It follows from (1.4) that when the elements of (Xn ) are symmetric and E(N p ) <
∞, then E(M p ) < ∞. Eliminating the condition that (Xn ) is symmetric is routine.
Inequalities for sums of independent random variables that relate the sum to
the supremum of the individual terms are often referred to as Hoffmann-Jørgensen
type inequalities. Jørgen’s original inequality has been generalized and extended.
Many of these results are surveyed in [5] which obtains Hoffmann-Jørgensen type
inequalities for U statistics. See [4] for a more recent treatment of Hoffmann-
Jørgensen type inequalities in statistics.
Weak Convergence in Hoffmann-Jørgensen’s Sense The classic concept of
convergence in distribution, dating back to de Moivre’s central limit theorem in
1737, admits the following well-known characterisation, traditionally referred to as
weak convergence (cf. [3]).
Let (, F, P) be a probability space, let S be a metric (topological) space, and let
B(S) be the Borel σ -algebra on S. Let X1 , X2 , . . . and X be measurable functions
from to S with respect to F and B(S). If
lim Ef (Xn ) = Ef (X) (1.5)

n→∞
for every bounded continuous function f : S → R, then we say that Xn converges

weakly to X, and following Jørgen’s notation, write
∼
Xn → X (1.6)
as n → ∞. The expectation E in (1.5) is defined as the (Lebesgue-Stieltjes) integral

with respect to the (σ -additive) probability measure P.
The state space S in classical examples is finite dimensional, e.g. R or Rn for
n ≥ 2. The main motivation for Jørgen’s reconsideration of (1.5) and (1.6) comes
from the empirical processes theory. Recall that the empirical distribution function
is given by
1
n
Fn (t, ω) := I (ξi (ω) ≤ t) (1.7)
n
i=1
for n ≥ 1, t ∈ [0, 1] and ω ∈ , where ξ1 , ξ2 , . . . are independent and identically

distributed random variables on taking values in [0, 1] and having the common
distribution function F . In this setting, motivated by the classical central limit
theorem, one forms the empirical process
√
Xn (t, ω) := n Fn (t, ω)−F (t) (1.8)
and aims to establish that Xn converges ‘weakly’ to a limiting process X (of a

Brownian bridge type) as n → ∞. A substantial difficulty arises immediately
because the mapping Xn : → S is not measurable when S is taken to be the
set of all right-continuous functions x : [0, 1] → R with left-limits, equipped with
the supremum norm x∞ = sup t ∈[0,1] |x(t)| as a natural choice.
Skorokhod solved this measurability problem in 1956 by creating a different
metric on S, for which the Borel σ -algebra coincides with the cylinder σ -algebra,
so that each Xn is measurable. For more general empirical processes
√ 1
n
Xn (f, ω) := n f (Xi (ω))−Ef (X1 ) (1.9)
n
i=1
indexed by f belonging to a family of functions, there is no obvious way to

extend the Skorokhod approach. Jørgen solved this measurability problem in the
most elegant way by simply replacing the first expectation E in (1.5) by the outer
expectation E∗ , which is defined by
E∗ Y = inf { EZ | Z ≥ Y is measurable } (1.10)
where Y is any (not necessarily measurable) function from to R, and leaving

the second expectation E in (1.5) unchanged (upon assuming that the limit X is
measurable).
This definition of weak convergence in Hoffmann-Jørgensen’s sense is given for
the first time in his monograph [11, page 149]. Although [11] was published in
1991, a draft of the monograph was available in Aarhus and elsewhere since 1984.
Furthermore, the first paper [1] which uses Jørgen’s new definition was published in
1985. Jørgen’s definition of weak convergence became standard soon afterwards. It
continues to be widely used.
It is now known that replacing the first E in (1.5) by E∗ is equivalent to replacing
it by EQ where Q is any finitely additive extension of P from F to 2 (see
Theorem 4 in [2] for details). This revealing equivalence just adds to both simplicity
and depth of Jørgen’s thought when opting for E∗ in his celebrated definition.
Hoffmann-Jørgensen’s Work on Measure Theory As measure theory matured,
difficult measurability problems arose in various areas of mathematics that could not
be solved in general measure spaces. Consequently, new classes of measure spaces
were introduced, such as analytic spaces, also called Souslin spaces, defined by
Lusin and Souslin and further developed by Sierpiński, Kuratowski and others. For
many years analytic spaces received little attention until important applications were
found in potential theory by Choquet and group representation theory by Mackey.
Analytic spaces were also found to be important in the theory of convex sets, and
other branches of mathematics.
Stimulated by these developments, Jørgen undertook a deep study of analytic
spaces early in his academic career, resulting in his monograph ‘The Theory
of Analytic Spaces’ [7]. This monograph contains many original, and carefully
presented results, that are hard to find elsewhere. For example, from Jørgen’s Section
Theorem, [7, Theorem 1, page 84], one can derive all of the most commonly used
section and selection theorems in the literature.
The final chapter of the monograph is devoted to locally convex vector spaces,
where it is shown that all of the locally convex spaces that are of interest to
researchers are analytic spaces. As Jørgen wrote “The importance of analytic spaces
lies in the fact that even though the category is sufficiently small to exclude all
pathological examples . . . , it is sufficiently large to include all (or almost all)
interesting and important examples of topological measure spaces.”
In one of his first papers [6] listed in Mathematical Reviews and Zentralblatt,
Jørgen investigates extensions of regenerative events to continuous state spaces, a
problem proposed to him by P.-A. Meyer. In his subsequent paper [8], he makes the
surprising observation that the existence of a measurable modification of a stochastic
process depends only on its 2-dimensional marginal distributions. He then gives
necessary and sufficient conditions for the existence of such a modification for the
process (Xt )t ∈T with values in a complete separable metric space K, expressed in

terms of the kernel
Q(s, t, A) = P((Xs , Xt ) ∈ A)
where T is a separable metric space, s, t ∈ T , and A ∈ B(K 2 ). Jørgen’s interest in

measure theory aspects of probability continued throughout his career.
References
1. N.T. Andersen, The central limit theorem for nonseparable valued functions. Z. Wahrsch. Verw.
Gebiete 70, 445–455 (1985)
2. P. Berti, P. Rigo, Convergence in distribution of nonmeasurable random elements. Ann. Probab.
32, 365–379 (2004)
3. P. Billingsley, Convergence of Probability Measures (Willey, New York, 1968)
4. E. Giné, R. Nickl, Mathematical Foundations of Infinite-Dimensional Statistical Models
(Cambridge University Press, New York, 2016)
5. R. Giné, E. Latała, J. Zinn, Exponential and moment inequalities for U-statistics, in High
Dimensional Probability II (Seattle 1999). Programs and Probability, vol. 47 (Birkhäuser,
Boston, 2000), pp. 13–38
6. J. Hoffmann-Jørgensen, Markov sets. Math. Scand. 24, 145–166 (1969)
7. J. Hoffmann-Jørgensen, The Theory of Analytic Spaces, vol. 10 (Matematisk Institut, Aarhus
Universitet, Aarhus, 1970)
8. J. Hoffmann-Jørgensen, Existence of measurable modifications of stochastic processes. Z.
Wahrsch. Verw. Gebiete 25, 205–207 (1973)
9. J. Hoffmann-Jørgensen, Sums of independent Banach space valued random variables. Stud.
Math. 52, 159–186 (1974)
10. J. Hoffmann-Jørgensen, Probability in Banach Space. Lecture Notes in Mathematics, vol. 598
(Springer, Berlin, 1977), pp. 1–186
11. J. Hoffmann-Jørgensen, Stochastic Processes on Polish Spaces, vol. 39 (Matematisk Institut,
Aarhus Universitet, Aarhus, 1991)
12. J. Hoffmann-Jørgensen, G. Pisier, The law of large numbers and the central limit theorem in
Banach spaces. Ann. Probab. 4, 587–599 (1976)
13. J. Hoffmann-Jørgensen, L.A. Shepp, R.M. Dudley, On the lower tail of Gaussian seminorms.
Ann. Probab. 7, 319–342 (1979)
14. M.B. Marcus, G. Peskir, J. Rosiński, Jørgen Hoffmann-Jørgensen (1942–2017), vol. 54
(Danish Mathematical Society, Matilde, 2018), pp. 14–15
Chapter 2
Moment Estimation Implied
by the Bobkov-Ledoux Inequality
Witold Bednorz and Grzegorz Głowienko
Abstract In this paper we consider a probability measure on the high dimensional

Euclidean space satisfying Bobkov-Ledoux inequality. Bobkov and Ledoux have
shown in (Probab Theory Related Fields 107(3):383–400, 1997) that such entropy
inequality captures concentration phenomenon of product exponential measure and
implies Poincaré inequality. For this reason any measure satisfying one of those
inequalities shares the same concentration result as the exponential measure. In
this paper using B-L inequality we derive some bounds for exponential Orlicz
norms for any locally Lipschitz function. The result is close to the question posted
by Adamczak and Wolff in (Probab Theory Related Fields 162:531–586, 2015)
regarding moments estimate for locally Lipschitz functions, which is expected to
result from B-L inequality.
Keywords Concentration of measure · Poincaré inequality · Sobolev inequality
Subject Classification 60E15, 46N30
2.1 The Bobkov-Ledoux Inequality
Let μ be a probability measure on Rd . We assume that μ satisfies Bobkov-Ledoux

inequality i.e. with fixed D > 0, for any positive, locally Lipschitz function f such
that |∇f |∞ f/2 we have
Entμ f 2 DEμ |∇f |22 . (2.1)
As noticed by Bobkov and Ledoux in [3] this modification of log-Sobolev inequality

is satisfied by product exponential measure, but more importantly, it implies
W. Bednorz () · G. Głowienko

Institute of Mathematics, University of Warsaw, Warszawa, Poland
e-mail: [email protected]; [email protected]
© Springer Nature Switzerland AG 2019 9

N. Gozlan et al. (eds.), High Dimensional Probability VIII,
Progress in Probability 74, https://doi.org/10.1007/978-3-030-26391-1_2
10 W. Bednorz and G. Głowienko
subexponential concentration. It is also quite easy to show that it implies Poincaré

inequality. For any smooth function g we may take f = 1 + g and > 0 such that
|∇f |∞ f/2, which allows us to apply (2.1). In the next step divide both sides of
inequality by 2 , consider standard Taylor expansion and take limit with tending
to 0. As a result
D
Varμ g Eμ |∇g|22 , (2.2)
2
which is exactly the Poincaré inequality. Finally just notice that any locally Lipschitz
function f such that both f and |∇f |2 are square integrable w.r.t. μ may be
approximated in (2.2) by smooth functions. The result means that B-L inequality
(2.1) is stronger than Poincaré inequality (2.2), nevertheless both inequalities imply
concentration phenomenon of product exponential measure, therefore any measure
satisfying one of those inequalities shares the same concentration result. See [3] for
more details regarding this subtle connection.
As we are dealing with big number of constants in the following section, it would
be wise to adopt some useful convention. Therefore, let us denote by D numeric
constant which may vary from line to line, but importantly, it is comparable to D
from log-Sobolev inequality (2.1). Similarly let C be constant comparable to 1 and
by C(α) denote one that depends on α only.
In [4] it was noticed by E. Milman that, Poincaré inequality (2.2) implies the
following estimate for p 1
√
f − Eμ f p D p|∇f |2 p , (2.3)
with f locally Lipschitz. It is easy to see that above results with the following bound
√ √
f − Eμ f p D p d|∇f |∞ p .
Adamczak and Wolff has conjectured in [1] that Bobkov-Ledoux inequality (2.1)
imply
√ √
f − Eμ f p D p|∇f |2 p + Cp|∇f |∞ p .
They also proved following weaker form of the conjecture

√ √
f − Eμ f p D p|∇f |2 p + Cp|∇f |∞ ∞ . (2.4)
Their result is based on tricky modification of given function so that (2.1) could be
used. In our paper we are trying to understand this phenomenon and apply its more
advanced form.
2 Moment Estimation Implied by the Bobkov-Ledoux Inequality 11
2.2 Bounds for Moments
In this section we investigate possible estimates for gpα , with a given α > 0,
when we know that g α is globally Lipschitz. This bounds will be useful when we
start dealing with the exponential Orlicz norms.
Theorem 2.1 If measure μ satisfies (2.1), function g is non-negative, locally
Lipschitz and p 1, then
for 0 < α 1
1 1 1 1 √
gpα 2 α max p α |∇g α |∞ α
∞
, g2α , αp 2 D |∇g|2 pα
and in case of α > 1
1 1 1 1 1 √
gpα max 2 α p α |∇g α |∞ α
∞
, 2 α g2α , αp 2 D |∇g|2 pα .
Proof Consider g α to be a non-negative Lipschitz function, otherwise estimate is

trivial. Note that in case of p 2 there is also nothing to prove, therefore we may
take p > 2. For simplicity let us assume that |∇g α |∞ ∞ = 1. If it happens to be
gαpα 2p |∇g α |∞ ∞
(2.5)
then proof is once again trivial, therefore assume that
gαpα > 2p |∇g α |∞ ∞

, (2.6)
then following the idea of the proof of (2.4) from [1] we define function h =
1
max{g, c}, where c = gpα /2 α . Obviously, for 2 t p
|∇hαt /2|∞ t |∇hα |∞

= .
hαt /2 2 hα
Due to our definition h c and |∇hα |∞ |∇g α |∞ , which gives us
|∇hα |∞ 2|∇g α |∞
.
hα gαpα
Combining above with (2.6) we get
|∇hαt /2|∞ t 1
.
hαt /2 ∞ 2p 2
Therefore, we may apply (2.1) to the function hαt /2 and thus by the Aida Stroock
[2] argument i.e.
d α 2 2 2/t −1 D αt 2/t −1
h t = 2 Ehαt Ent(hαt /2 )2 Eh E|hαt /2−α ∇hα |22 ,
dt t 2
combined with Hölder inequality with exponents t/(t − 2) and t/2 applied to the
last term, gives us
d α 2 D αt 2/t −1 αt 1−2/t 2/t D 2

h t Eh Eh E|∇hα |t2 = |∇hα |2 t
.
dt 2 2
The moment function (as function of t) is non-decreasing, therefore for 2 t p
we get
D
hα 2p − hα 22 (p − 2)|∇hα |2 2p . (2.7)
2
Now we have to consider two cases. First suppose that α 1 and then
|∇hα |2 p α|∇g|2 hα−1 p αcα−1 |∇g|2 p
and combining this with (2.7), we infer
α2 D
hα 2p hα 22 + (p − 2)c2α−2|∇g|2 2p .
2
Now observe that hα 2p g α 2p and furthermore
1 α 2
hα 22 c2α + g α 22 g p + g α 22 ,
4
which combined together gives us
3 α 2 α2 D
g p g α 22 + (p − 2)c2α−2|∇g|2 2p . (2.8)
4 2
Noting that the case of
gαpα 2gα2α , (2.9)
is another trivial part, we assume conversely getting
1 1 α 2
g α 22 = g2α
2α g2α
pα = g p
4 4
which together with (2.8) implies that
g2α 2
pα α D(p − 2)c
2α−2
|∇g|2 2p . (2.10)
Reminding that cα = 2−1 gαpα we infer
g2pα 2 α −2 α 2 D(p − 2)|∇g|2 2p

2
and rewriting it in simplified form

1 √ 1
gpα 2 α α D p 2 |∇g|2 p . (2.11)
Combining together (2.5), (2.9), and (2.11) implies the result in the case of 0 < α
1.
Consider now case of α > 1, following the same reasoning as in previous case,
up to the (2.7) after that Hölder inequality is used, we get
|∇hα |2 p α|∇g|2 hα−1 p α|∇g|2 pα hα−1

pα .
Therefore, by (2.7)
h2α D
h2pα (1 − 2α
) α 2 (p − 2)|∇g|2 2pα . (2.12)
hpα
2α 2
Again, either (2.9) holds or we have
1 α 2 1 1
h2α α 2
2α = h 2 c
2α
+ g α 22 = g p + g α 2p = g2α
pα .
4 4 2
pα gpα , we get
Since obviously h2α 2α
h2α
h2pα (1 − 2α
) 2−1 g2pα
h2α
pα
and combining above with (2.12) gives us

√ 1
gpα α D p 2 |∇g|2 p . (2.13)
Clearly (2.5), (2.9), and (2.13) cover the case of α > 1, which ends whole proof.
Next step of the reasoning is to apply previous result to g = |f −Eμ f | and combine
it with Poincaré inequality. Let us gather everything together in form of
Corollary 2.1 If measure μ satisfies (2.1), function f is locally Lipschitz and p

1, then for 0 < α 1
1
1 1 α
f − Eμ f pα 2 α max p α∇|f − Eμ f |α ∞ ∞
,
√ 1√

D |∇f |2 2 , αp 2 D |∇f |2 pα .
and in case of α > 1

1
1 1 α
f − Eμ f pα max 2 α p α∇|f − Eμ f |α ∞ ∞
,
1 √ 1√

2 α α D |∇f |2 2α , αp 2 D |∇f |2 pα .
Proof If we fix g = |f − Eμ f | then by the Poincaré inequality

√
f − Eμ f 2α (α ∨ 1) D |∇f |2 2(α∨1)
.
Note also that
|∇g|2 pα
= |∇f |2 pα
,
then applying Theorem 2.1 statement easily follows.
2.3 Bounds for Exponential Orlicz Norms
First, let us recall the notion of exponential Orlicz norms. For any α > 0
f ϕ(α) = inf{s > 0 : Eμ exp(|f |α /s α ) 2}.
Obviously, f ϕ(α) is a norm in case of α 1 only, otherwise there is a

1
problem with the triangle inequality. Moreover, we have f ϕ(α) = |f |α ϕ(1)
α
.
Nevertheless, in case of 0 < α < 1 one can use
1
f + gϕ(α) = |f + g|α ϕ(1)
α
1 1
|f |α + |g|α ϕ(1)
α
(|f |α ϕ(1) + |g|α ϕ(1) ) α
1 1
= (f αϕ(α) + gαϕ(α) ) α 2 α −1 (f ϕ(α) + gϕ(α) ).
f kα
It is worth to know that f ϕ(α) is always comparable with supk1 k 1/α
. More
precisely, observe that for all k 1 and a positive g
gkα
kα
gkα
ϕ(α) .
k!
Note that, just by the definition of gϕ(α) , there exists k 1 for which
gkα
kα
2−k gkα
ϕ(α) .
k!
Let us denote the set of such k 1 by J (g, α) and note that for any k ∈ J (g, α)
1 1 1
(k!)− kα gkα gϕ(α) 2 α (k!)− kα gkα . (2.14)
1
Next let M e be such a constant that (k!) k k/M for all k 1. We have
following crucial observation namely for all k ∈ J (g, α)
1 gkα
gϕ(α) (2M) α 1
. (2.15)
kα
Therefore, we may use Theorem 2.1 in order to obtain
Corollary 2.2 If μ satisfies (2.1) and g is non-negative locally Lipschitz function,
then for any k ∈ J (g, α) in case of 0 < α 1
1 √
, k − α g2α , αk 2 − α
1 1 1 1
gϕ(α) (4M) α max |∇g α |∞ α
∞
D |∇g|2 kα
.
and for 1 < α 2

1 √
, k − α g2α , 2− α αk 2 − α
1 1 1 1 1
gϕ(α) (4M) α max |∇g α |∞ α
∞
D |∇g|2 kα
.
Note that set J (g, α) is stable with respect to g → h, where h = max{g, c} i.e. if c
is comparable to gϕ(α) there exists C 1 such that for k ∈ J (g, α)
hkα 1
kα
k hkα
ϕ(α) ,
k! C
which means that we cannot easily improve the result using the trick.
In the same way as we have established Corollary 2.1 we can deduce the
following result.
Corollary 2.3 If μ satisfies (2.1) and g is locally Lipschitz function, then for any
k ∈ J (g, α) in case of 0 < α 1
1
1 α
f − Eμ f ϕ(α) (4M) α max ∇|f − Eμ f |α ∞ ∞
,
1√ 1 1√

k − α D |∇f |2 2 , αk 2 − α D |∇f |2 kα .
and for α > 1

1
1 α
f − Eμ f ϕ(α) (4M) α max ∇|f − Eμ f |α ∞ ,
∞
1√ 1 1√

k − α D |∇f |2 2 , 2− α αk 2 − α D |∇f |2 kα .
1
A simple consequence of the above is

Corollary 2.4 If μ satisfies (2.1) and 0 < α 2, then for any locally Lipschitz
function f
1 √
f − Eμ f ϕ(α) C(α) ∇|f − Eμ f |α α
∞ ∞
+ D |∇f |2 2α
ϕ( 2−α )
.
The result shows that at least for globally Lipschitz function |f |α , α 1 the
exponential moment f − Eμ f ϕ(α) has to bounded, though it is still far from
1
replacement of |∇|f − Eμ f |α |∞ ∞
α
by the expected |∇f |∞ ϕ( 1−α
α .
)
1
Note that it is not possible to simply replace the constant C(α) ∼ (4M) α in
Corollary 2.4 by 1 which would be a natural choice for the question. In the next
section we will show another approach which allows to obtain such a result.
2.4 Another Approach
Theorem 2.2 If μ satisfies (2.1) and 0 < α 2, then for any locally Lipschitz
function f
1 √
f − Eμ f ϕ(α) ∇|f − Eμ f |α α
∞ ∞
+ C(α) D |∇f |2 2α
ϕ( 2−α )
1
α
where C(α) = α 2
ln 2 .
Proof Let g α be a non-negative Lipschitz function, we may assume that
|∇g α |∞ ∞ = α |∇g|∞ g α−1 ∞ 1.

Then for any t 1 and a function h = exp(g α t/2) we can apply (2.1), indeed
|∇h|∞ t 1
= |∇g α |∞ ∞

h ∞ 2 2
In fact there are three possibilities we should acknowledge.
The first case we should consider is Eμ exp(g α ) 2, but then
gϕ(α) 1. (2.16)
1
Otherwise there must exist t∗ 1 such that E exp(g α t∗ ) = 2. Clearly 1/t∗α =
gϕ(α) . For simplicity let us denote V (t) = ln E exp(g α t), t 0. It is well known
that V is convex, increasing and V (0) = 0. Now we use (2.1), in order to get for all
t ∈ [0, 1]
V (t) D
Eμ |∇g α |22 exp(g α t − V (t)). (2.17)
t 4
Note that V (0) = Eμ g α . Moreover, for 0 t t∗ we have 1

2 exp(−V (t)) 1,
so we can rewrite (2.17) in the following form
V (t) D α
Eμ |∇g α |22 eg t . (2.18)
t 4
Since V is convex V (0) = 0 we know that V (t)/t is increasing and also V (0) =
Eμ g α . Consequently, integrating (2.18) on [0, t∗ ]
∞
V (t∗ ) D g kα t∗k+1
− Eμ g α Eμ |∇g α |22 .
t∗ 4 (k + 1)!
k=0
Note that V (t∗ ) = ln 2, so

∞
D t∗k+2
ln 2 t∗ Eμ g α + Eμ |∇g α |22 g kα .
4 (k + 1)!
k=0
The second case which should be considered is when t∗ is very close to Eμ g α . If

t∗ Eμ g α > 12 ln 2, then
1 2 1
α
gϕ(α) = 1
gα . (2.19)
ln 2
t∗α
For the last part of the proof we assume that
1
t∗ Eμ g α ln 2.
2
Obviously, we have then
∞
ln 2 D t∗k+2
Eμ |∇g α |22 g kα .
2 4 (k + 1)!
k=0
Using the Hölder inequality, we get
Eμ |∇g α |22 g kα = α 2 Eμ |∇g|22 g (k+2)α−2
(k+2)α−2
α 2 |∇g|2 2(k+2)α
α 2 |∇g|2 2(k+2)α g(k+2)α = Eμ g (k+2)α .
g2(k+2)α
Therefore,
∞
Dα 2 (k + 2)|∇g|2 (k+2)α t∗k+2 Eμ g (k+2)α
2
1
ln 2 . (2.20)
2 4 g2(k+2)α (k + 2)!
k=0
Now we split all the indices k into two classes.

1 1
(k + 2) α (k + 2) α
I = {k 0 : g(k+2)α 1
}, J = {k 0 : g(k+2)α > 1
},
1 1
M α t∗α M α t∗α
where the constant M 1 will be chosen later. First, we bound summands over the
set I , i.e.
(k + 2)|∇g|2 2(k+2)α t k+2 Eμ g (k+2)α

∗
g2(k+2)α (k + 2)!
k∈I
(k + 2)k+2 2 2
max(k + 2)|∇g|2 2(k+2)α t∗2 M 2 (k + 2)− α
2
t∗α M α .
k0 M k+2 (k + 2)!
k∈I
(k+2)k+2
Obviously it is easy to choose M close to 2e so that k∈I M k+2 (k+2)! 1. Thus,
we may state our bound over I in the following form
(k + 2)|∇g|2 2(k+2)α t k+2 Eμ g (k+2)α 2

∗ 2
K 2 t∗α M α , (2.21)
g(k+2)α
2 (k + 2)!
k∈I
|∇g|2 kα
where K = maxk1 1−1 . On the set J we do as follows
kα 2
(k + 2)|∇g|2 2(k+2)α t k+2 Eμ g (k+2)α

∗
g2(k+2)α (k + 2)!
k∈J
2 2 (k + 2)|∇g|2 2(k+2)α t∗k+2 Eμ g (k+2)α

t∗α M α max .
k0
2
(k + 2) α (k + 2)!
k∈J
But now
t k+2 Eμ g (k+2)α t k+2 Eμ g (k+2)α
∗ ∗
eV (t∗ ) − 1 = 1.
(k + 2)! (k + 2)!
k∈J k0
Thus, our bound on J is
(k + 2)|∇g|2 2(k+2)α t k+2 Eμ g (k+2)α 2

∗ 2
M α K 2 t∗α . (2.22)
g(k+2)α
2 (k + 2)!
k∈J
Combining bounds (2.21), (2.22), and (2.20) we get
2 ln 2 2 2
M α K 2t α
∗
Dα 2
but this implies
1 α
(D ) 2 α α K α .
t∗
Note that K is comparable with |∇g|2 ϕ( 2α . It leads to the formula
2−α )
1 √
gϕ(α) = α D |∇g|2 ϕ( 2α . (2.23)
2−α )
1
α
t∗
Bound (2.16), (2.19), and (2.23) implies that for any positive g
1 √
1 2 α
gϕ(α) max |∇g α |∞
α
∞
, gα , α D |∇g|2 ϕ( 2α . (2.24)
ln 2 2−α )
If we now fix g = |f − Eμ f | then by the Poincaré inequality

√
f − Eμ f α D |∇f |2 2 .
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we passed a large brook running from north to south towards the
castle of Hasné. This castle, commanded by an aga, is a halting-
place to the caravan from Mecca to Damascus: the water is excellent
for drinking, and we filled our skins with it. This was a necessary
precaution, for we found no more on our seven hours’ march from
thence to Saddad. We arrived there at sunset. Naufal took us to the
sheik, Hassaf Abu Ibrahim, a venerable old man, and father of nine
children, all married, and living under the same roof. He received us
most kindly, and presented us to all his family, which, to our great
astonishment, amounted to sixty-four persons. The sheik having
asked us if we wished to establish ourselves in the village, or travel
into other countries, we told him we were merchants; that war
between the powers having interrupted the communication by sea
with Cyprus, we had been desirous of settling at Aleppo, but finding
in that city richer merchants than ourselves, we had determined to
carry our goods to less frequented places, hoping to make larger
gains. Having then told him in what our merchandise consisted,
“These articles,” said he, “are only useful to the Arabs of the desert; I
am sorry to tell you so, but it will be impossible to get to them; and
even if you should, you run the risk of losing everything, even your
lives. The Bedouins are greedy and audacious; they will seize your
goods, and, if you offer the least resistance, will put you to death.
You are people of honour and delicacy; you could never put up with
their grossness; it is for your sake that I speak thus, being myself a
Christian. Take my advice: expose your goods here, sell all that you
can, and then return to Aleppo, if you would preserve your property
and your lives.” He had hardly left off speaking, when the principal
people of the village, who had assembled to see us, began telling us
alarming stories. One of them said, that a pedler coming from
Aleppo, and going into the desert, had been plundered by the
Bedouins, and had been seen returning quite naked. Another had
learned that a merchant from Damascus had been killed. All agreed
as to the impossibility of penetrating amongst the hordes of
Bedouins, and endeavoured by every possible means to deter us
from the dangerous enterprise.
I saw that M. Lascaris was vexed; he turned to me, and said in
Italian, not to be understood by the others, “What say you to this
account, which has much discouraged me?” “I do not believe,” said I,
“all these stories; and even if they were true, we ought still to
persevere in our project. Ever since you announced to me your
intention to go among the Bedouins, I have never hoped to revisit my
home. I regarded the thirty days you allowed me at Aleppo to enjoy
myself, as my last farewell of the world; I consider our journey as a
real campaign; and he who goes to war, being well resolved, should
never think of his return. Let us not lose our courage: though Hassaf
is a sheik, and has experience, and understands the cultivation of
land and the affairs of his village, he can have no idea of the
importance of our business: I therefore am of opinion that we should
speak to him no more of our journey into the desert, but place our
trust in God, the protector of the universe.” These words produced
the effect upon M. Lascaris, who embraced me tenderly, and said,
“My dear son, I put all my hope in God and in you; you are a man of
resolution, I see; I am most satisfied with the strength of your
character, and I hope to attain my object by the aid of your courage
and constancy.” After this conversation, we went to sleep, equally
satisfied with one another.
We passed the next day in walking about the village, which contains
about two hundred houses and five churches. The inhabitants,
Syrian Christians, fabricate machlas and black abas, and pay little
attention to agriculture, from want of water, which is sensibly felt.
There is only one little spring in the village, the distribution of the
water being regulated by an hour-glass. It scarcely suffices to water
the gardens, which, in a climate where it seldom rains, are
unproductive without watering. Some years there does not fall a drop
of rain. The produce of the soil is hardly enough for six months’
consumption; and, for the remainder of the year, the inhabitants are
obliged to have recourse to Homs. In the middle of the village there
arises an ancient tower of prodigious height. It dates from the
foundation of a colony whose history the sheik told us. The founders
were natives of Tripoli in Syria, where their church still exists. At the
most flourishing period of the Eastern empire, the Greeks, full of
pride and rapacity, tyrannised over the conquered people. The
governor of Tripoli overwhelmed the inhabitants with exactions and
cruelty; these, too few to resist, and unable to bear the yoke,
concerted together to the number of three hundred families; and
having secretly collected together all the valuables they could carry
away, they departed without noise in the middle of the night, went to
Homs, and from thence moved towards the desert of Bagdad, where
they were overtaken by the Greek troops sent in pursuit of them by
the governor of Tripoli. They made an obstinate and sanguinary
resistance; but too inferior in numbers to conquer, and resolved on
no account to submit any longer to the tyranny of the Greeks, they
entered into negotiation, and obtained permission to build a village
on the spot of the battle, agreeing to remain tributary to the governor
of Tripoli. They established themselves at this place, at the entrance
of the desert, and called their village Saddad (obstacle.) This is all
that the Syrian chronicle contains worthy of remark.
The inhabitants of Saddad are brave, but gentle. We unpacked our
goods, and spent some days with them, to prove that we were really
merchants. The women bought much of our red cotton cloth, to
make chemises. The sale did not detain us long, but we were
obliged to await the arrival of the Bedouins in the environs. One day,
having been told that there was four hours from the village a
considerable ruin, and very ancient, in which was a natural vapour
bath, the wonder excited our curiosity; and M. Lascaris, desirous of
seeing it, begged the sheik to give us an escort. After marching four
hours to the southeast, we arrived in the midst of an extensive ruin,
in which there remains only one habitable room. The architecture is
simple; but the stones are of prodigious size. On entering the room,
we perceived an opening two feet square, from which issued a thick
vapour; we threw into it a handkerchief, and in a minute and a half,
by the watch, it was thrown out and fell at our feet. We repeated the
experiment with a shirt, which, at the end of ten minutes, returned
like the handkerchief. Our guides assured us that a machlas, which
weighs ten pounds, would be thrown up in the same manner.
Having undressed, and placed ourselves around the opening, we
were in a short time covered with perspiration, which trickled down
our bodies; but the smell of the vapour was so detestable, that we
could not remain a long time exposed to it. After half an hour we put
on our clothes, and experienced a most delightful sensation. We
were told that the vapour was really very sanative, and cured
numbers of sick. Returning to the village, we supped with an
excellent appetite; and never, perhaps, did I enjoy a more delicious
sleep.
Having nothing more to see at Saddad, or the neighbourhood, we
determined to set out for the village of Corietain. When we spoke of
this to Naufal, he advised us to change our names, as our own
would create suspicion in the Bedouins and the Turks. From that
time M. Lascaris took the name of Sheik Ibrahim el Cabressi (the
Cyprian,) and gave me that of Abdallah el Katib.
Sheik Hassaf having given us a letter of recommendation to a Syrian
curate named Moussi, we took leave of him and our friends at
Saddad, and set off early. After four hours, we came between the
two villages of Mahim and Haourin, ten minutes apart: each contains
about twenty houses, mostly ruined by the Bedouins, who come from
time to time to plunder them. In the midst of these villages is a lofty
tower of ancient construction. The inhabitants, all Mussulmans,
speak the language of the Bedouins, and dress like them. After
having breakfasted and filled our water-bottles, we continued our
journey for six hours, and about nightfall arrived at Corietain, at the
curate Mouss’s, who afforded us hospitality. The next day he
conducted us to the Sheik Selim el Dahasse, a distinguished person,
who received us very kindly. Having learned the motive of our
journey, he made the same observation as the Sheik of Saddad. We
answered him, “that, aware of the difficulties of the enterprise, we
had given up the idea of penetrating into the desert, and should be
satisfied with going to Palmyra, to dispose of our
merchandise.”—“That will be still too difficult,” added he, “for the
Bedouins may still meet you and pillage you.” He then began, in his
turn, to repeat a thousand alarming things about the Bedouins. The
curate confirming all he said, contributed to damp our spirits; when
breakfast was served, which changed the conversation, and gave us
time to recover.
Sheik Selim is one of those who are bound to supply the wants of
the great caravan to Mecca, in conjunction with the Sheik of
Palmyra: and his office gives him some influence over the Arabs: his
contingent consists of two hundred camels and provisions. On our
return home, Sheik Ibrahim, addressing me, said, “Well, my son,
what do you think of all we have heard from Sheik Selim?”—“We
must not,” said I, “pay too much regard to all that the inhabitants of
these villages tell us, who are always at war with the Bedouins; there
cannot exist much harmony between them. Our position is very
different; we are merchants,—we go to sell them our goods, and not
to make war: by acting honourably towards them, I do not apprehend
the least danger.” These words reassured Sheik Ibrahim.
Some days after our arrival, in order to support our character of
merchants, we opened our bales in the middle of the village, before
the doors of the sheik: I sold to the women some articles, which were
paid for in money. The idle people were standing around us to talk;
one of them, very young, named Hessaisoun el Katib, helped me to
take the money, and settle the accounts with the women and
children: he showed great zeal for my interests. One day, finding me
alone, he asked me if I was able to keep a secret. “Be careful,” said
he; “it is a great secret that you must trust to nobody, not even to
your companion.” Having given him my word, he told me that one
hour from the village was a grotto, in which was a large jar filled with
sequins; he gave me one, assuring me that he could not employ the
money, which was not current at Palmyra. “But you,” continued he,
“are going from city to city, and can change it easily; you have a
thousand ways of profiting by the treasure that I have not: however, I
will not give you the whole, but I shall leave the division to your
generosity: you shall come with me to reconnoitre the spot; we can
remove the gold by degrees and in secret, and you shall give me my
share in the current coin.” Having seen and handled the sequin, I
believed in the truth of the story, and gave him a meeting early the
following morning outside the village.
The next morning by daylight I arose, and went from the house as if
to walk. At some paces from the village I found Hessaisoun, who
was waiting for me: he was armed with a gun, a sabre, and pistols; I
had no other arms than a long pipe. We proceeded onwards for an
hour. With what impatience did I look out for the grotto!—at last I
perceived it. We soon entered: I looked on all sides to discover the
jar; and not seeing any, I turned towards Hessaisoun—“Where is the
jar?” said I,—I saw him grow pale—“Since we are here,” exclaimed
he, “learn that thy last hour is come. Thou shouldst have been dead
already, were I not afraid of soiling thy clothes with blood. Before I kill
thee, I will despoil thee; so give me thy bag of money: I know thou
hast it about thee: it must contain more than twelve hundred
piastres, which I counted myself, the price of the goods sold. Thou
shalt see no more the light of day.”
“Give me my life,” said I, in a supplicating tone, “and I will give thee a
much larger sum than that in the sack, and will tell no one of what
has passed—I swear to thee.”—“That cannot be,” said he; “this
grotto shall be thy grave. I cannot give thee thy life without exposing
my own.”
I swore to him a thousand times that I would be silent: I offered to
give him a bill for whatever sum he should fix;—nothing could move
him from his fearful project. At length, tired by my resistance, he
placed his arms against the wall and darted upon me like an enraged
lion, to undress me before killing me. I entreated him again—“What
harm have I done you?” said I,—“what enmity is there between us?
You do not know, then, that the day of judgment is at hand—that
God will demand the blood of the innocent?”—But his hardened
heart listened to nothing. I thought of my brother, my parents, my
friends; all that was dear to me came to my mind;—desperate, I no
longer prayed for protection but from my Creator. “O God! protector
of the innocent! help me! give me strength to resist!” My assassin,
impatient, snatched my clothes: although he was much bigger than I,
God gave me strength to struggle with him for more than half an
hour: the blood flowed abundantly from my face—my clothes were
torn to rags. The villain, seeing me in this state, endeavoured to
strangle me, and raised his arm to grasp my neck. I took advantage
of the liberty this movement allowed me, to give him with both fists a
violent blow in the stomach: I knocked him backwards, and seizing
his arms, I darted out of the grotto, running with all my might. I could
scarcely believe the happiness of being saved. Some moments
afterwards I heard a running after me: it was the assassin. He called
to me, begging me to wait in the most conciliating tone. Having all
his arms, I no longer feared to stop, and turning towards him,
“Wretch,” said I, “what is it you ask?—you would have assassinated
me in secret; but it is you who will be strangled in public.” He
answered me by affirming with an oath, that it had all been a jest on
his part; that he had wanted to try my courage, and see how I would
defend myself. “But I see,” added he, “that you are but a child, since
you take it so.”—I answered, raising the gun, that if he came a step
nearer I would shoot him. Seeing that I was determined to do it, he
fled across the desert, and I returned to the village.
In the meantime, Sheik Ibrahim, the curate, and Naufal, not finding
me return, began to be alarmed. Sheik Ibrahim above all, knowing
that I never went to a distance without acquainting him, after two
hours’ delay went to the sheik, who, participating in his anxiety, sent
out all the village in search of me. At last Naufal, perceiving me,
cried out: “There he is!” Selim thought he was mistaken. I drew
nearer: they could with difficulty recognise me. M. Lascaris
embraced me and wept: I was unable to speak. They took me to the
curate’s, bathed my wounds and put me to bed. At length I found
strength to relate my adventure. Selim sent horsemen in pursuit of
the assassin, giving to the negro the rope that was to strangle him;
but they returned without being able to overtake him, and we soon
learned that he had entered the service of the Pacha of Damascus.
He never returned to Corietain.
At the end of a few days my wounds began to heal, and I soon
recovered my strength. Sheik Selim, who had conceived a great
friendship for me, brought me a telescope that was out of order,
telling me I should be a clever fellow if I could mend it. As there was
only a glass to replace, I restored it and brought it to him. He was so
pleased with my skill, that he gave me the surname of “the
industrious.”
In a short time we learnt that the Bedouins were approaching
Palmyra: some were seen even in the environs of Corietain.
Presently there came one, named Selame el Hassan. We were at
Selim’s when he entered: coffee was brought, and while we were
taking it, many of the inhabitants came to the sheik, and said: “Eight
years ago, at such a place, Hassan killed our relative; and we are
come to demand justice.” Hassan denied the fact, and asked if they
had witnesses. “No,” they replied; “but you were seen passing alone
on the road, and a little after we found our relative lying dead. We
know that there existed a cause of hatred between you: it is
therefore clear that you are his assassin.” Hassan still denied the
charge: and the sheik, who from fear was obliged to exercise caution
with the Bedouins, and besides had no positive proof in the case,
took a piece of wood and said, “By Him who created this stem,
swear that you have not killed their relation.” Hassan took the wood,
looked at it some minutes, and bent down his head; then raising it
towards his accusers, “I will not have,” said he, “two crimes on my
heart,—the one of being the murderer of this man, the other of
swearing falsely before God. It is I who have killed your kinsman:
what do you demand for the price of his blood?”[A] The sheik, from
policy, would not act according to the full rigour of the law; and the
persons present being interested in the negotiation, it was decided
that Hassan should pay three hundred piastres to the relations of the
dead. When it came to the payment of the money, he said he had it
not about him, but that he would bring it in a few days; and as some
difficulty was made of letting him go without security, “I have no
pledge,” said he, “to give; but He will answer for me whose name I
would not profane by a false oath.” He departed; and four days
afterwards returned with fifteen sheep, each worth above twenty
piastres.—This trait of good faith and generosity at once charmed
and surprised us. We wished to make acquaintance with Hassan:
Sheik Ibrahim invited him, gave him a few presents, and we became
intimate friends. He told us that he belonged to the tribe El-Ammour,
whose chief was Sultan el Brrak. This tribe, composed of five
hundred tents, is considered as constituting part of the country,
because it never quits the banks of the Euphrates when the great
tribes retire. They sell sheep, camels, and butter, at Damascus,
Homs, Hama, &c. The inhabitants of these different cities have often
a concern in their flocks.
We one day said to Hassan that we were desirous of going to
Palmyra to sell our remaining merchandise, but that we had been
alarmed by the dangers of the road. Having offered to conduct us, he
made a note before the sheik, by which he made himself responsible
for all the disasters that might happen. Being satisfied that Hassan
was a man of honour, we accepted his proposal.
Spring was come, and the desert, lately so arid, was all at once
covered with a carpeting of verdure and flowers. This enchanting
spectacle induced us to hasten our departure. The night before, we
deposited at the curate Moussi’s a part of our goods, in order not to
awaken either curiosity or cupidity. Naufal wished to return to Homs,
and M. Lascaris dismissed him with a liberal recompense; and the
next day, having hired some moukres, with their camels, we took
leave of the people of Corietain, and having provided water and
provisions for two days, we departed betimes, carrying a letter of
recommendation from Sheik Selim to the Sheik of Palmyra, whose
name was Ragial el Orouk.
After a ten hours’ march, always towards the east, we stopped at a
square tower, extremely lofty and of massive construction, called
Casser el Ourdaan, on the territory El Dawh. This tower, built in the
time of the Greek empire, served for an advanced post against the
Persians, who came to carry off the inhabitants of the country. This
bulwark of the desert has preserved its name till these times. After
having admired its architecture, which belongs to a good period, we
returned to pass the night at our little khan, where we suffered much
from the cold. In the morning, as we were preparing to depart, M.
Lascaris, not yet accustomed to the movements of camels, mounted
his without care; which rising suddenly, threw him down. We ran to
him: his leg appeared to be dislocated; but, as he would not be
detained, after having done what we could, we replaced him on his
seat, and continued our route. We proceeded for two hours, when
we observed at a distance a cloud of dust approaching us, and soon
were able to distinguish six armed horsemen. Hardly had Hassan
perceived them, when he threw off his cloak, took his lance and ran
to meet them, crying out to us not to go forward. Having come up to
them, he told them that we were merchants going to Palmyra, and
that he had engaged before Sheik Selim and all his village to
conduct us thither in safety. But these Bedouins, of the tribe El
Hassnnée, without listening to him, came up to us: Hassan threw
himself forward to stop the road; they attempted to drive him back,
and a battle began. Our defender was known for his valour, but his
opponents were equally brave. He sustained the attack for half an
hour, and at length, wounded by a lance which pierced his thigh, he
retired towards us, and soon fell from his horse. The Bedouins were
beginning to plunder us, when Hassan, extended on the ground, the
blood flowing from his wound, apostrophised them in these terms:—
“What are you about, my friends?—will you then violate the laws of
Arabs, the usages of the Bedouins? They whom you are plundering
are my brethren—they have my word; I am responsible for all that
may befall them, and you are robbing them!—is this according to
honour?”
“Why,” said they, “did you undertake to convey Christians to
Palmyra? Know you not that Mehanna el Fadel (the sheik of their
tribe) is chief of the country? Why did you not ask his permission?”
“I know,” replied Hassan; “but these merchants were in haste;
Mehanna is far from this. I have pledged my word—they believed
me; they know our laws and our usages, which never change. Is it
worthy of you to violate them, by despoiling these strangers, and
leaving me wounded in this manner?”
At these words the Bedouins, ceasing their violence, answered, “All
that you say is true and just; and as it is so, we will take from thy
protégés only what they choose to give us.”
We made all haste to offer them two machlas, a cloak, and a
hundred piastres. They were satisfied, and left us to pursue our
route. Hassan suffered a great deal from his wound; and as he could
not remount his horse, I gave him my camel, and took his mare. We
proceeded for four hours; but the sun being set, we were obliged to
halt at a place called Waddi el Nahr (Valley of the River.) However,
there was not a drop of water in it, and our skins were empty: the
attack in the morning had detained us three hours, and it was
impossible to go further that night.
Notwithstanding all we had to suffer, we were still very happy at
having escaped the Bedouins, and preserved our clothes, which
secured us a little from the cold wind, that affected us sensibly. In
short, between pleasure and pain, we watched with impatience for
the dawn of day. Sheik Ibrahim suffered from his foot, and Hassan
from his wound. In the morning, having disposed of our sick in the
best manner we could, we again set forward, and still towards the
east. At an hour and a quarter from Palmyra we found a
subterraneous stream, the spring of which is entirely unknown, as
well as the place where it is lost. The water is seen to flow through
openings of about five feet, forming a sort of basins. It is
unnecessary to say with what delight we quenched our thirst:—the
water appeared excellent.
At the entrance of a pass formed by the junction of two mountains,
we at length perceived the celebrated Palmyra. This defile forms for
a quarter of an hour an avenue to the city; along the mountain on the
south side extends for almost three hours a very ancient rampart.
Facing you to the left is an old castle, built by the Turks after the
invention of gunpowder. It is called Co Lat Ebn Maâen.—This Ebn
Maâen, a governor of Damascus in the time of the Khalifs, had built
the castle to prevent the Persians from penetrating into Syria.—We
next arrived at a vast space, called Waddi el Cabour (Valley of the
Tombs.) The sepulchres that cover it appear at a distance like
towers. On coming near, we saw that niches had been cut in them to
enclose the dead. Every niche is shut up by a stone, on which is
carved a portrait of its occupant. The towers have three or four
stories, communicating by means of a staircase, commonly in good
preservation. From thence we came into a vast enclosure inhabited
by the Arabs, who call it the Castle. It contains, in fact, the ruins of
the Temple of the Sun. Two hundred families reside in these ruins.
We immediately presented ourselves to Sheik Ragial el Orouk, a
venerable old man, who received us well, and made us sup and
sleep with him. This sheik, like the sheik of Corietain, furnishes two
hundred camels to the great caravan of Mecca.
The following day, having hired a house, we unpacked our goods. I
attended to the foot of Sheik Ibrahim, which was in reality dislocated.
He had long to suffer the pain. Hassan found friends at Palmyra who
took care of him; and being soon recovered, he came to take leave
of us, and went away delighted with the manner in which we
recompensed him.
Being obliged to keep at home for several days on account of Sheik
Ibrahim’s foot, we set about selling some articles, to confirm our
mercantile character. But as soon as M. Lascaris was in a fit state to
walk, we went to visit the temple in all its minutiæ. Other travellers
have described the ruins: therefore we will only speak of what may
have escaped their observation relating to the country.
We one day saw many people engaged in surrounding with wood a
beautiful granite column. We were told it was to burn it, or rather to
cause it to fall, in order to obtain the lead which was in the joinings.
Sheik Ibrahim, full of indignation, addressing me, exclaimed, “What
would the founders of Palmyra say if they beheld these barbarians
thus destroying their work? Since chance has brought me hither, I
will oppose this act of Vandalism.” And having learned what might be
the worth of the lead, he gave the fifty piastres they asked, and the
column became our property. It was of the most beautiful red granite,
spotted with blue and black, sixty-two feet in length, and ten in
circumference. The Palmyrians, perceiving our taste for monuments,
pointed out to us a curious spot, an hour and a half distant, in which
the columns were formerly cut, and where there are still some
beautiful fragments. For ten piastres three Arabs agreed to take us
there. The road is strewed with very beautiful ruins, described, I
presume, by other travellers. We observed a grotto, in which was a
beautiful white marble column cut and chiselled, and another only
half finished. One might say that Time, the destroyer of so much
magnificence, was wanting to place up the first, and to finish the
second.
After having been into several grottoes, and visited the
neighbourhood, we came back by another road. Our guides pointed
out a beautiful spring, covered with blocks of stone. It is called Ain
Ournus. The name struck Sheik Ibrahim. At last, calling me, he said:
“I have discovered what this name Ournus means. Aurelianus, the
Roman emperor, came to besiege Palmyra and take possession of
its riches. It is he probably who dug this well for the wants of his
army during the siege, and the spring may have taken his name,
changed by the lapse of time into Ournus.” According to my feeble
knowledge of history, Sheik Ibrahim’s conjecture is not without
foundation.
The inhabitants of Palmyra are but little occupied about agriculture.
Their chief employment is the working of a salt-mine, the produce of
which they send to Damascus and Homs. They also make a great
deal of Soda. The plant that furnishes it is very abundant: it is burnt,
and the ashes are also sent to those towns to make soap. They are
even sent sometimes as far as Tripoli in Syria, where there are many
soap manufactories, and which supply the Archipelago.
We were one day informed of a very curious grotto; but the entrance
to it, being dark and narrow, was hardly practicable. It was three
hours from Palmyra. We felt a wish to see it; but my adventure with
Hessaisoun was too recent to commit ourselves without a strong
escort: therefore we begged Sheik Ragial to furnish us with trusty
people. Astonished at our project, “You are very curious,” said he:
“what does the grotto signify to you? Instead of attending to your
business, you pass your time in this trifling. Never did I see such
merchants as you.”—“Man always profits,” said I, “by seeing all the
beauties that nature has created.” The sheik having given us six men
well armed, I provided myself with a ball of thread, a large nail, and
torches, and we set out very early in the morning. After two hours’
march we reached the foot of a mountain. A great hole that they
showed us formed the entrance of the grotto. I stuck my nail into a
place out of sight, and holding the ball in my hand, followed Sheik
Ibrahim and the guides who carried the torches. We went on,
sometimes to the right, sometimes to the left, then up and then
down; in short, the grotto is large enough to accommodate an entire
army. We found a good deal of alum. The vault and the sides of the
rock were covered with sulphur, and the bottom with nitre. We
remarked a species of red earth, very fine, of an acid taste. Sheik
Ibrahim put a handful into his handkerchief. The grotto is full of
cavities cut out with a chisel, whence metals were anciently taken.
Our guides told us of many persons who had lost themselves in it
and perished. A man had remained there two days in vain looking for
the outlet, when he saw a wolf: he threw stones at him; and having
put him to flight, followed him, and so found the opening. My length
of cord being exhausted, we would not go further, but retraced our
steps. The charm of curiosity had, without doubt, smoothed the way,
for we had infinite difficulty in gaining the outlet.
As soon as we were out, we hastened our breakfast, and took the
road to Palmyra. The sheik, who was expecting us, asked us what
we had gained by the journey. “We have learned,” said I, “that the
ancients were more skilful than we; for it may be seen by their works
that they could go in and out with ease, whilst we had great difficulty
in extricating ourselves.”
He set up a laugh, and we quitted him to go and rest ourselves. At
night Sheik Ibrahim found the handkerchief, in which he had put the
red earth, all in holes and rotten. The earth had fallen into his pocket.
He put it into a bottle,[B] and told me that probably the ancients had
obtained gold from this grotto. Chemical experience proves that
where there is sulphur there is often gold; and besides, the great
works we had remarked could not have been made merely to extract
sulphur and alum, but evidently something more precious. If the
Arabs had suspected that we were going to search for gold, our lives
would not have been safe.
From day to day we heard of the approach of the Bedouins, and
Sheik Ibrahim was as rejoiced as if he was about to see his
countrymen. He was enchanted when I announced to him the arrival
of the great Bedouin prince, Mehanna el Fadel. He wished
immediately to go to meet him: but I represented to him, that it would
be more prudent to wait a favourable opportunity of seeing some one
of the emir’s (prince’s) family. I knew that, ordinarily, Mehanna sent a
messenger to the Sheik of Palmyra to announce to him his
approach. In fact, I witnessed the arrival one day of eleven Bedouin
horsemen, and learned that the Emir Nasser was amongst them, the
eldest son of Mehanna. I ran to carry the intelligence to Sheik
Ibrahim, who seemed at the height of joy. Immediately we went to
Sheik Ragial, to present us to the Emir Nasser, who gave us a kind
reception. “These strangers,” said Ragial to him, “are honest
merchants, who have goods to sell useful to the Bedouins; but they
have so frightened them, that they dare not venture into the desert
unless you will grant them your protection.”
The emir, turning towards us, said:—“Hope for all sorts of prosperity:
you shall be welcome; and I promise you that nothing shall befall you
but the rain which descends from heaven.” We offered him many
thanks, saying, “Since we have had the advantage of making your
acquaintance, and you will be our protector, you will do us the
honour of eating with us?”
The Arabs in general, and above all the Bedouins, regard it as an
inviolable pledge of fidelity to have eaten with any one—even to
have broken bread with him. We therefore invited him, with all his
suite, as well as the sheik. We killed a sheep, and the dinner,
dressed in the manner of the Bedouins, appeared to them excellent.
At dessert we offered them figs, raisins, almonds, and nuts, which
was a great treat to them. After coffee, when we began to speak of
different things, we related to Nasser our adventure with the six
horsemen of his tribe. He wished to punish them and restore our
money. We earnestly conjured him not to do so, assuring him we
attached no value to what we had given. We would have departed
with him the next day, but he induced us to await the arrival of his
father, who was at eight days’ distance. He promised to send us an
escort, and camels to carry our merchandise. For a greater security,
we begged him to write by his father, which he engaged to do.
The second day after, there arrived at Palmyra a Bedouin of the tribe
El Hassnnée, named Bani; and some hours after, seven others of
the tribe El Daffir, with which that of Hassnnée is at war. These
having learned that there was one of their enemies in the city,
resolved to wait for him out of the town to kill him. Bani having been
told this, came to us, tied his mare to our door, and begged us to
lend him a felt. We had several which wrapped our merchandise; I
brought him one. He put it to soak in water for half an hour, and then
placed it, wet as it was, on his mare’s back, underneath the saddle.
Two hours afterwards she had a strong diarrhœa, which lasted all
the evening, and the next day seemed to have nothing in her body.
Bani then took off the felt, which he returned, well girthed his seat,
and departed.
About four hours after noon we saw the Bedouins of the tribe El
Daffir return without booty. Some one having asked them what they
had done with the mare of Bani, “This,” said they, “is what has
happened to us. Not wishing to commit an insult towards Ragial, a
tributary of Mehanna, we abstained from attacking our enemy in the
city. We might have waited for him in a narrow pass; but we were
seven to one: we therefore resolved to wait for him in the open plain.
Having perceived him, we ran upon him; but as soon as he was in
the midst of us, he uttered a loud cry, saying to his horse, ‘Jah
Hamra!—It is now thy turn,’—and he flew off like lightning. We
followed him to his tribe without being able to catch him, astonished
at the swiftness of his mare, which seemed like a bird cleaving the
air with its wings.” I then told them the history of the felt, which
caused them much wonder, having, said they, no idea of such
sorcery.
Eight days after, three men came to us from Mehanna el Fadel: they
came to us with the camels, and put into our hands a letter from
himself; these are the contents:—
“Mehanna el Fadel, the son of Melkhgem, to Sheik Ibrahim and
Abdalla el Katib, greeting. May the mercy of God be upon you! On
the arrival of our son Nasser, we were informed of the desire you
have to visit us. Be welcome! you will shed blessing upon us. Fear
nothing; you have the protection of God, and the word of Mehanna;
nothing shall touch you but the rain of heaven! Signed, Mehanna el
Fadel.”
A seal was appended by the side of the signature. The letter gave
great pleasure to Sheik Ibrahim: our preparations were soon made,
and early the next morning we were out of Palmyra. Being arrived at
a village watered by an abundant spring, we filled our skins for the
rest of the route. This village, called Arak, is four hours from
Palmyra. We met a great number of Bedouins, who, after having
questioned our conductors, continued their road. After a march of ten
hours, the plain appeared covered with fifteen hundred tents: it was
the tribe of Mehanna. We entered into the tent of the emir, who
ordered us coffee at three different intervals; which, amongst the
Bedouins, is the greatest proof of consideration. After the third cup,
supper was served, which we were obliged to eat a la Turque: it was
the first time this had occurred, so that we burnt our fingers.
Mehanna perceived it.
“You are not accustomed,” said he, “to eat as we do.”—“It is true,”
replied Sheik Ibrahim; “but why do you not make use of spoons? it is
always possible to procure them, if only of wood.”—“We are
Bedouins,” replied the emir, “and we keep to the customs of our
ancestors, which, besides, we consider well founded. The hand and
the mouth are the parts of the body that God has given us to aid
each other. Why then make use of a strange thing, whether of wood
or of metal, to reach the mouth, when the hand is naturally made for
that purpose?” We were obliged to approve these reasons, and I
remarked to Sheik Ibrahim that Mehanna was the first Bedouin
philosopher that we had encountered.
The next day the emir had a camel killed to regale us, and I learned
that that was a high mark of consideration, the Bedouins measuring
the importance of the stranger by the animal they kill to welcome
him. They begin with a lamb, and finish with a camel. This was the
first time we had eaten the flesh of this animal, and we thought it
rather insipid.
The Emir Mehanna was a man of eighty years of age, little, thin,
deaf, and very ill-clothed. His great influence among the Bedouins
arises from his noble and generous heart, and from being the chief
of a very ancient and numerous family. He is entrusted by the Pacha
of Damascus with the escort of the grand caravan to Mecca, for
twenty-five purses (twelve thousand five hundred piastres,) which
are paid him before their departure from Damascus. He has three
sons, Nasser, Faress, and Hamed, all married, and inhabiting the
same tent as their father. This tent is seventy-two feet long, and as
many wide; it is of black horsehair, and divided into three partitions.
In the further one is kept the provisions, and there the cookery is
performed; the slaves, too, sleep there. The middle is kept for the
women, and all the family retire to it at night. The fore part is
occupied by the men: in this strangers are received: this part is
called Rabha.
After three days devoted to enjoying their hospitality, we opened our
bales, and sold many articles, upon most of which we lost more or
less. I did not understand this mode of dealing, and said so to Sheik
Ibrahim. “Have you then forgot our conditions?” said he. I excused
myself, and continued to sell according to his pleasure.
One day we saw arrive fifty well-mounted horsemen, who, having
stopped before the tents, dismounted and sat on the ground. The
Emir Nasser, charged with all the affairs since his father had become
deaf, went to join them, accompanied by his cousin Sheik Zamel,
and held a conference with them for two hours, after which the men
remounted their horses and departed. Sheik Ibrahim, anxious about
this mysterious interview, knew not how to ascertain the motive of it.
Having already been often with the women, I took a coral necklace,
and went to Naura, the wife of Nasser, to present it to her. She
accepted it, made me sit near her, and offered me in her turn dates
and coffee. After these reciprocal acts of politeness, I came to the
object of my visit, and said, “Excuse my importunity, I entreat you,
but strangers are curious and timid; the little merchandise we have
here is the remnant of a considerable fortune, which misfortunes
have deprived us of. The Emir Nasser was just now holding
conference with strangers—that excites our apprehension; we would
know the subject.”—“I will satisfy your curiosity,” said Naura; “but on
condition that you will keep my secret, and appear to know nothing.
Know that my husband has many enemies among the Bedouins,
who hate him for humbling the national pride by exalting the power of
the Turks. The alliance of Nasser with the Osmanlis greatly
displeases the Bedouins, who hate them. It is even contrary to the
advice of his father, and the heads of the tribe, who murmur against
him. The object of this meeting was to concert a plan of attack. To-
morrow they will assail the tribe El Daffir, to take their flocks, and do
them all the mischief possible: the God of battle will give the victory
to whom he pleases: but as to you, you have nothing to fear.” Having
thanked Naura, I withdrew well satisfied with having gained her
confidence.
Sheik Ibrahim, informed by me of all the wife of Nasser had told me,
said that it caused him the greatest vexation. “I was endeavouring,”
added he, “to attach myself to a tribe hostile to the Osmanlis, and
here I am with a chief allied to them.” I did not dare ask the meaning
of these words, but they served to set me thinking.
About sunset three hundred horsemen assembled beyond the
encampment, and marched early in the morning, having at their
head Nasser, Hamed, and Zamel. Three days afterwards a
messenger came to announce their return. A great number of men
and women went out to meet them; and when they had reached
them, they sent up on both sides loud shouts of joy, and in this
manner made their triumphal entry into the camp, preceded by a
hundred and eighty camels, taken from the enemy. As soon as they
had alighted, we begged them to recount their exploit.
“The day after our departure,” said Nasser, “having arrived about
noon at the place where the shepherds feed the flocks of Daffir, we
fell upon them, and carried off a hundred and eighty camels:
however, the shepherds having fled, gave the alarm to their tribe. I
then detached a part of my troops to conduct our booty to the camp
by another road. Aruad-Ebn-Motlac, the chief of the tribe El Daffir,
coming to attack us with three hundred horsemen, the battle lasted
two hours, and night alone separated us. Every one then returned to
his tribe, the enemy having lost one of his men, and we having two
men wounded.”
The tribe of Nasser feigned a participation in his triumph, whereas in
reality they were very dissatisfied with an unjust war against their
natural friends, to please the Osmanlis. Nasser, having visited all the
chiefs, to recount his success, came to Sheik Ibrahim and addressed
him in Turkish; Sheik Ibrahim having observed to him that he spoke
only Greek, his native tongue, and a little Arabic, Nasser began to
extol the language and customs of the Turks, saying it was not
possible to be truly great, powerful, and respected, without being on
a good footing with them. “As for me,” added he, “I am more Osmanli
than Bedouin.” “Trust not the promises of the Turks,” replied Sheik
Ibrahim, “any more than their greatness and magnificence: they
favour you that they may gain you over, and injure you with your
countrymen, in order to employ you to fight against the other tribes.
The interest of the Turkish government is to destroy the Bedouins:
not strong enough to effect this themselves, they wish to arm you
against each other. Take care that you have not some day cause to
repent. I give you this advice as a friend who takes a lively interest in
you, and because I have eaten your bread and partaken of your
hospitality.”
Some time after, Nasser received from Soliman, the pacha of Acre
and Damascus, a message, engaging him to come and receive the
investiture of the general command of all the desert, with the title of
Prince of the Bedouins. This message overwhelmed him with joy,
and he departed for Damascus with ten horsemen.
Mehanna having ordered the departure of the tribe, the next morning
by sunrise not a single tent was to be seen standing; all was folded
up and loaded, and the departure began in the greatest order.
Twenty chosen horsemen formed the advanced guard, and served
as scouts. Then came the camels with their loads, and the flocks;
then the armed men, mounted on horses or camels; after these the
women; those of the chiefs carried in howdahs, (a sort of palankin,)
placed on the backs of the largest camels. These howdahs are very
rich, carefully lined, covered with scarlet cloth, and ornamented with
different coloured fringe. They hold commodiously two women, or a
woman and several children. The women and children of inferior
rank follow directly after, seated on rolls of tent-cloth, ranged like
seats, and placed on camels. The loaded camels, carrying the
baggage and provision, are behind. The line was closed by the Emir
Mehanna, mounted on a dromedary by reason of his great age, and
surrounded by his slaves, the rest of the warriors, and the servants,
who were on foot. It was truly wonderful to witness the order and
celerity with which the departure of eight or nine thousand persons
was effected. Sheik Ibrahim and I were on horseback, sometimes
ahead, sometimes in the centre, or by the side of Mehanna. We
proceeded ten hours successively: all at once, three hours after
noon, the order of march was interrupted; the Bedouins dispersed
themselves in the midst of a fine plain, sprang to the ground, fixed
their lances, and fastened their horses to them. The women ran on
all sides, and pitched their tents near their husbands’ horses. Thus,
as if by enchantment, we found ourselves in a kind of city, as large

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High Dimensional Probability VIII: The

Oaxaca Volume Nathael Gozlan

Coulson and Richardson’s Chemical Engineering, Fourth

VIII International Scientific Siberian Transport Forum

High-dimensional Microarray Data Analysis: Cancer Gene

Analyzing High-Dimensional Gene Expression and DNA

Current Critical Debates in the Field of Transsexual

Archaeological chemistry VIII 1st Edition Armitage

A Revolution Unfinished The Chegomista Rebellion and

Germany and the Second World War. Volume VIII, The

Progress in Probability is designed for the publication of workshops, seminars

More information about this series at http://www.springer.com/series/4839

Karim Lounici Mokshay Madiman

ISSN 1050-6977 ISSN 2297-0428 (electronic)

© Springer Nature Switzerland AG 2019

The history of the High-Dimensional Probability (HDP) conferences dates back to

Gaussian approximation, various stochastic inequalities and their applications in

for all i.i.d. random vectors X and Y in Rn .

• Rearrangement and Prékopa–Leindler type inequalities, by J. Melbourne. The

Paris, France Nathael Gozlan

1 Jørgen Hoffmann-Jørgensen (1942–2017) . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1

11 Asymptotic Behavior of Rényi Entropy in the Central Limit

Michael B. Marcus, Goran Peskir, and Jan Rosiński

Jørgen Hoffmann-Jørgensen, docent emeritus in the Department of Mathematics at

© Springer Nature Switzerland AG 2019 1

influence on the study of probability in Europe extended beyond these activities. In

Hoffmann-Jørgensen’s inequality states that

P(M ≥ 2t + s) ≤ 2P(N ≥ s) + 8P2 (M ≥ t) (1.1)

for all t, s > 0.

P(M < ∞) = 1 and E(N p ) < ∞

for some 0 < p < ∞. Then E(M p ) < ∞.

2 The material up to this point has appeared in [14].

Combining (1.2) and (1.3) we get

lim Ef (Xn ) = Ef (X) (1.5)

for every bounded continuous function f : S → R, then we say that Xn converges

as n → ∞. The expectation E in (1.5) is defined as the (Lebesgue-Stieltjes) integral

for n ≥ 1, t ∈ [0, 1] and ω ∈ , where ξ1 , ξ2 , . . . are independent and identically

and aims to establish that Xn converges ‘weakly’ to a limiting process X (of a

indexed by f belonging to a family of functions, there is no obvious way to

expectation E∗ , which is defined by

E∗ Y = inf { EZ | Z ≥ Y is measurable } (1.10)

where Y is any (not necessarily measurable) function from  to R, and leaving

process (Xt )t ∈T with values in a complete separable metric space K, expressed in

where T is a separable metric space, s, t ∈ T , and A ∈ B(K 2 ). Jørgen’s interest in

Witold Bednorz and Grzegorz Głowienko

Abstract In this paper we consider a probability measure on the high dimensional

Keywords Concentration of measure · Poincaré inequality · Sobolev inequality

Subject Classification 60E15, 46N30

2.1 The Bobkov-Ledoux Inequality

Let μ be a probability measure on Rd . We assume that μ satisfies Bobkov-Ledoux

Entμ f 2 DEμ |∇f |22 . (2.1)

As noticed by Bobkov and Ledoux in [3] this modification of log-Sobolev inequality

W. Bednorz () · G. Głowienko

© Springer Nature Switzerland AG 2019 9

subexponential concentration. It is also quite easy to show that it implies Poincaré

They also proved following weaker form of the conjecture

2.2 Bounds for Moments

and in case of α > 1

Proof Consider g α to be a non-negative Lipschitz function, otherwise estimate is

for n ≥ 1, t ∈ [0, 1] and ω ∈ , where ξ1 , ξ2 , . . . are independent and identically

where Y is any (not necessarily measurable) function from to R, and leaving

d α 2 D αt 2/t −1 αt 1−2/t 2/t D 2