Related papers: On the Bennett-Hoeffding inequality

It is numerically well known that moment-based tests for Gaussianity and estimators become increasingly unreliable at higher moment orders; however, this phenomenon has lacked rigorous mathematical justification. In this work, we establish…

A convex function $f:[a,b]\to\mathbb{R}$ satisfies the so-called Hermite-Hadamard inequality $$ f\left(\frac{a+b}{2}\right)\leq \frac{1}{b-a}\int_a^{b}f(t)dt\leq \frac{f(a)+f(b)}{2}. $$ Motivated by the above estimates, in this paper we…

In the paper, the authors review origins, motivations, and generalizations of a series of inequalities involving several exponential functions and sums, establish three new inequalities involving finite exponential functions and sums by…

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

The work of this paper is devoted to obtaining strong laws for intermediately trimmed sums of random variables with infinite means. Particularly, we provide conditions under which the intermediately trimmed sums of independent but not…

The best bounds of the form $B(\alpha,\beta,\gamma,x)=(\alpha+\sqrt{\beta^2+\gamma^2 x^2})/x$ for ratios of modified Bessel functions are characterized: if $\alpha$, $\beta$ and $\gamma$ are chosen in such a way that…

Various methods have been proposed to approximate a solution to the truncated Hausdorff moment problem. In this paper, we establish a method of comparison for the performance of the approximations. Three ways of producing random moment…

In this paper we obtain a Bernstein type inequality for the sum of self-adjoint centered and geometrically absolutely regular random matrices with bounded largest eigenvalue. This inequality can be viewed as an extension to the matrix…

Often in the analysis of first-order methods, assuming the existence of a quadratic growth bound (a generalization of strong convexity) facilitates much stronger convergence analysis. Hence the analysis is done twice, once for the general…

Shearer's inequality bounds the sum of joint entropies of random variables in terms of the total joint entropy. We give another lower bound for the same sum in terms of the individual entropies when the variables are functions of…

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals with respect to Hawkes processes by a normally distributed random variable. In the case of deterministic and non-negative integrands,…

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,…

Almost 10 years ago, Impagliazzo and Kabanets (2010) gave a new combinatorial proof of Chernoff's bound for sums of bounded independent random variables. Unlike previous methods, their proof is constructive. This means that it provides an…

We improve the known upper bound for short exponential sums and increase the range on which a sharp upper bound is known.

This paper concerns the construction of tests for universal hypothesis testing problems, in which the alternate hypothesis is poorly modeled and the observation space is large. The mismatched universal test is a feature-based technique for…

Improving and extending recent results of the author, we conditionally estimate exponential sums with Dirichlet coefficients of L-functions, both over all integers and over all primes in an interval. In particular, we establish new…

The notion of the H\"older convolution is introduced. The main result is that, under general conditions on functions L_1, ..., L_n, the function inverse to the Legendre--Fenchel transform of the H\"older convolution of L_1, ..., L_n…

To improve convergence results obtained using a framework for unsymmetric meshless methods due to Schaback (Preprint G\"ottingen 2006), we extend, in two directions, the Sobolev bound due to Arcang\'eli et al. (Numer Math 107, 181-211,…

Let $F$ be a Hecke-Maa\ss\ cusp form for $\mathrm{SL}(3,\mathbb{Z})$. We obtain the first non-trivial upper bound of the second moment of $L(F,s)$ in $t$-aspect: $$\int_{T}^{2T}|L(F,1/2+it)|^2 dt\ll_{F,\varepsilon}…