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We use the theory of Bernstein functions to analyze power law tail behavior with log-periodic perturbations which corresponds to self-similarity of the Bernstein functions. Such tail behavior appears in the context of semistable L\'evy…

Probability · Mathematics 2023-12-22 Peter Kern , Svenja Lage

We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we investigate the necessity of the existence of WPIs to…

Probability · Mathematics 2023-12-20 Christophe Andrieu , Anthony Lee , Sam Power , Andi Q. Wang

We construct a Banach rearrangement invariant norm on the measurable space for which the finiteness of this norm for measurable function (random variable) is equivalent to suitable tail (heavy tail and light tail) behavior. We investigate…

Functional Analysis · Mathematics 2012-10-04 E. Ostrovsky , L. Sirota

This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…

Probability · Mathematics 2012-11-05 Stephane Boucheron , Maud Thomas

We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of…

Probability · Mathematics 2015-09-10 Jim Pitman , Miklos Z. Racz

This paper introduces a flexible framework for the estimation of the conditional tail index of heavy tailed distributions. In this framework, the tail index is computed from an auxiliary linear regression model that facilitates estimation…

Econometrics · Economics 2024-09-23 João Nicolau , Paulo M. M. Rodrigues

We propose a parsimonious quantile regression framework to learn the dynamic tail behaviors of financial asset returns. Our model captures well both the time-varying characteristic and the asymmetrical heavy-tail property of financial time…

Risk Management · Quantitative Finance 2020-10-19 Xing Yan , Weizhong Zhang , Lin Ma , Wei Liu , Qi Wu

We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…

Probability · Mathematics 2024-12-23 Ion Grama , Émile Le Page , Marc Peigné

Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Pablo Lopez Rios , Gareth J. Conduit

This paper presents compact notations for concentration inequalities and convenient results to streamline probabilistic analysis. The new expressions describe the typical sizes and tails of random variables, allowing for simple operations…

Statistics Theory · Mathematics 2020-04-28 Kaizheng Wang

Let $\pa{X_{t}}_{t\in T}$ be a family of real-valued centered random variables indexed by a countable set $T$. In the first part of this paper, we establish exponential bounds for the deviation probabilities of the supremum $Z=\sup_{t\in…

Statistics Theory · Mathematics 2009-09-11 Yannick Baraud

In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…

Statistics Theory · Mathematics 2015-09-02 T. Mikosch , O. Wintenberger

We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…

Probability · Mathematics 2020-06-09 Bikramjit Das , Vicky Fasen-Hartmann , Claudia Klüppelberg

We give Hoeffding and Bernstein-type concentration inequalities for the largest eigenvalue of sums of random matrices arising from a Markov chain. We consider time-dependent matrix-valued functions on a general state space, generalizing…

Probability · Mathematics 2025-07-01 Joe Neeman , Bobby Shi , Rachel Ward

We use the generic chaining device proposed by Talagrand to establish exponential bounds on the deviation probability of some suprema of random processes. Then, given a random vector $\xi$ in $\R^{n}$ the components of which are independent…

Statistics Theory · Mathematics 2009-04-22 Yannick Baraud

We investigate the application of the Adaptive Multilevel Splitting algorithm for the estimation of tail probabilities of solutions of Stochastic Differential Equations evaluated at a given time, and of associated temporal averages. We…

Probability · Mathematics 2019-03-27 Charles-Edouard Bréhier , Tony Lelièvre

To consider a high-dimensional random process, we propose a notion about stochastic tensor-valued random process (TRP). In this work, we first attempt to apply a generic chaining method to derive tail bounds for all p-th moments of the…

Probability · Mathematics 2023-02-02 Shih-Yu Chang

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

Probability · Mathematics 2025-10-21 Hongjian Wang , Aaditya Ramdas

In recent years, tensors have been applied to different applications in science and engineering fields. In order to establish theory about tail bounds of the tensors summation behavior, this work extends previous work by considering the…

Probability · Mathematics 2021-10-05 Shih Yu Chang

This paper develops Kolmogorov-type maximal inequalities for sums of Negative Binomial random variables under both independence and dependence structures. For independent heterogeneous Negative Binomial variables we derive sharp Markov-type…

Statistics Theory · Mathematics 2026-03-23 Aristides V. Doumas , S. Spektor
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