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The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…

Machine Learning · Statistics 2022-05-18 Andrew Y. K. Foong , Wessel P. Bruinsma , David R. Burt

Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…

Probability · Mathematics 2025-10-06 Gennadiy Feldman

We present a fully probabilistic approach for solving binary optimization problems with black-box objective functions and with budget constraints. In the probabilistic approach, the optimization variable is viewed as a random variable and…

Optimization and Control · Mathematics 2024-06-11 Ahmed Attia

Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…

Probability · Mathematics 2020-08-04 Tomas Juškevičius , Valentas Kurauskas

Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…

Probability · Mathematics 2026-01-06 Mykola Pratsiovytyi , Sofiia Ratushniak

We consider disordered Hamiltonians given by the Laplace operator subject to arbitrary random self-adjoint singular perturbations supported on random discrete subsets of the real line. Under minimal assumptions on the type of disorder, we…

Spectral Theory · Mathematics 2019-07-24 David Damanik , Jake Fillman , Mark Helman , Jacob Kesten , Selim Sukhtaiev

We explore asymptotically optimal bounds for deviations of distributions of independent Bernoulli random variables from the Poisson limit in terms of the Shannon relative entropy and R\'enyi/Tsallis relative distances (including Pearson's…

Probability · Mathematics 2019-08-15 S. G. Bobkov , G. P. Chistyakov , F. Götze

We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…

Probability · Mathematics 2010-04-13 Vladimir Nikulin

We study the local limit theorem for weighted sums of Bernoulli variables. We show on examples that this is an important question in the general theory of the local limit theorem, and which turns up to be not well explored. The examples we…

Probability · Mathematics 2017-07-20 Rita Giuliano , Michel Weber

The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…

Methodology · Statistics 2014-04-08 Joseph B. Kadane

We introduce new method for generating correlated or uncorrelated Bernoulli random variables by using the binary expansion of a continuous random variable with support on the unit interval. We show that when this variable has a symmetric…

Probability · Mathematics 2023-09-11 Francisco Marcos de Assis , Juliana Martins de Assis , Micael Andrade Dias

We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.

Probability · Mathematics 2014-09-19 Witold Bednorz , Rafał Latała

We prove several different anti-concentration inequalities for functions of independent Bernoulli-distributed random variables. First, motivated by a conjecture of Alon, Hefetz, Krivelevich and Tyomkyn, we prove some "Poisson-type"…

Combinatorics · Mathematics 2023-06-22 Jacob Fox , Matthew Kwan , Lisa Sauermann

For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…

Probability · Mathematics 2024-10-16 Clément Deslandes , Christian Houdré

We introduce a series of numbers which serve as a generalization of Bernoulli, Euler numbers and binomial coefficients. Their properties are applied to solve a probability problem and suggest a statistical test for independence and…

Combinatorics · Mathematics 2013-05-09 Andrey Sarantsev

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin

We use scattering theoretic methods to prove strong dynamical and exponential localization for one dimensional, continuum, Anderson-type models with singular distributions; in particular the case of a Bernoulli distribution is covered. The…

Mathematical Physics · Physics 2014-12-30 David Damanik , Robert Sims , Günter Stolz

We consider the problem of decomposing a higher-order tensor with binary entries. Such data problems arise frequently in applications such as neuroimaging, recommendation system, topic modeling, and sensor network localization. We propose a…

Machine Learning · Statistics 2020-09-22 Miaoyan Wang , Lexin Li

We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…

Statistics Theory · Mathematics 2026-05-28 Diego Martinez-Taboada , Aaditya Ramdas

While useful probability bounds for $n$ pairwise independent Bernoulli random variables adding up to at least an integer $k$ have been proposed in the literature, none of these bounds are tight in general. In this paper, we provide several…

Optimization and Control · Mathematics 2022-11-24 Arjun Ramachandra , Karthik Natarajan
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