Related papers: Hoeffding's inequality in game-theoretic probabili…
We give an extension of Hoeffding's inequality to the case of supermartingales with differences bounded from above. Our inequality strengthens or extends the inequalities of Freedman, Bernstein, Prohorov, Bennett and Nagaev.
We provide game-theoretic proofs of some well-known existence theorems of Friedberg numberings for the class of all partial computable functions, including (1) the existence of two incomparable Friedberg numberings; (2) the existence of a…
In this paper, new inequalities connected with the celebrated Steffensen's integral inequality are proved.
This paper makes a small step towards a non-stochastic version of superhedging duality relations in the case of one traded security with a continuous price path. Namely, we prove the coincidence of game-theoretic and measure-theoretic…
We upgrade Howard's divisibility toward Perrin-Riou's Heegner point Main Conjecture to an equality under some mild conditions. We do this by exploiting Wei Zhang's proof of the Kolyvagin conjecture. The main ingredient is an improvement of…
In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13-30], several inequalities for tail probabilities of sums M_n=X_1+... +X_n of bounded independent random variables X_j were proved. These inequalities had a…
Hoeffding's inequality is a fundamental tool widely applied in probability theory, statistics, and machine learning. In this paper, we establish Hoeffding's inequalities specifically tailored for an irreducible and positive recurrent…
We prove a multivariate version of Hoeffding's inequality about the distribution of homogeneous polynomials of Rademacher functions. The proof is based on such an estimate about the moments of homogeneous polynomials of Rademacher functions…
This paper gives game-theoretic versions of several results on "merging of opinions" obtained in measure-theoretic probability and algorithmic randomness theory. An advantage of the game-theoretic versions over the measure-theoretic results…
The Simes inequality has received considerable attention recently because of its close connection to some important multiple hypothesis testing procedures. We revisit in this article an old result on this inequality to clarify and…
We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.
It is well known that Hoeffding's inequality has a lot of applications in the signal and information processing fields. How to improve Hoeffding's inequality and find the refinements of its applications have always attracted much…
We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…
A short proof of the classic Hardy inequality is presented for $p$-norms with $p>1$. Along the lines of this proof a sharpened version is proved of a recent generalization of Hardy's inequality in the terminology of probability theory. A…
Understanding the Impossibility of a Tie in Hex via Fixed Point Theorems, the Hex Theorem, and Their Equivalence.
We consider the Deduction Theorem used in the literature of game theory to run a purported proof by contradiction. In the context of game theory, it is stated that if we have a proof of $\phi \vdash \varphi$, then we also have a proof of…
We present the proof of the equivalence theorem in quantum field theory which is based on a formulation of this problem in the field-antifield formalism. As an example, we consider a model in which a different choices of natural finite…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
In this paper we give necessary and sufficient conditions for the equality case in Wielandt's eigenvalue inequality.
An inequality, which combines the concept of completely monotone functions with the theory of divided differences, is proposed. It is a straightforward generalization of a result, recently introduced by two of the present authors.