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This paper describes the construction of a lower bound for the tails of general random variables, using solely knowledge of their moment generating function. The tilting procedure used allows for the construction of lower bounds that are…

Probability · Mathematics 2007-06-13 Ted Theodosopoulos

We derive simple but nearly tight upper and lower bounds for the binomial lower tail probability (with straightforward generalization to the upper tail probability) that apply to the whole parameter regime. These bounds are easy to compute…

Probability · Mathematics 2022-11-04 Huangjun Zhu , Zihao Li , Masahito Hayashi

We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.

Probability · Mathematics 2025-01-28 Jiawei Li , Tomasz Tkocz

We discuss five ways of proving Chernoff's bound and show how they lead to different extensions of the basic bound.

Discrete Mathematics · Computer Science 2019-05-03 Wolfgang Mulzer

We provide finite sample upper and lower bounds on the Binomial tail probability which are a direct application of Sanov's theorem. We then use these to obtain high probability upper and lower bounds on the minimum of i.i.d. Binomial random…

Probability · Mathematics 2025-02-27 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

We consider a multivariate distributional recursion of sum-type as arising in the probabilistic analysis of algorithms and random trees. We prove an upper tail bound for the solution using Chernoff's bounding technique by estimating the…

Probability · Mathematics 2011-06-21 Goetz Olaf Munsonius

We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.

Probability · Mathematics 2017-09-26 Svante Janson

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

Probability · Mathematics 2017-12-07 Christos Pelekis

Chernoff's bound binds a tail probability (ie. $Pr(X \ge a)$, where $a \ge EX$). Assuming that the distribution of $X$ is $Q$, the logarithm of the bound is known to be equal to the value of relative entropy (or minus Kullback-Leibler…

Probability · Mathematics 2012-08-27 M. Grendar, , M. Grendar

We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit…

Probability · Mathematics 2011-05-16 Daniel Hsu , Sham M. Kakade , Tong Zhang

This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…

Probability · Mathematics 2014-04-29 Joel A. Tropp

Sums of independent, bounded random variables concentrate around their expectation approximately as well a Gaussian of the same variance. Well known results of this form include the Bernstein, Hoeffding, and Chernoff inequalities and many…

Discrete Mathematics · Computer Science 2017-04-25 Thomas Steinke , Jonathan Ullman

We prove a Chernoff-type upper variance bound for the multinomial and the negative multinomial distribution. An application is also given.

Probability · Mathematics 2018-06-13 G. Afendras , V. Papathanasiou

In this article, we survey the recent results on the Castelnuovo-Mumford regularity of binomial edge ideals and generalized binomial edge ideals. We also generalize some of the known upper bounds for binomial edge ideals to the case of…

Commutative Algebra · Mathematics 2025-08-19 A. V. Jayanthan , Arvind Kumar

The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several…

Probability · Mathematics 2009-03-18 Andrew Richards

This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…

Probability · Mathematics 2021-01-01 Shih Yu Chang

Recently, Agievich proposed an interesting upper bound on binomial coefficients in the de Moivre-Laplace form. In this article, we show that the latter bound, in the specific case of a central binomial coefficient, is larger than the one…

Combinatorics · Mathematics 2024-08-01 Jean-Christophe Pain

We derive in this short report the exponential as well as power decreasing tail estimations for the sums of centered exchangeable random variables, alike ones for the sums of the centered independent ones.

Probability · Mathematics 2022-06-02 M. R. Formica , E. Ostrovsky , L. Sirota

We provide a lower bound on the probability that a binomial random variable is exceeding its mean. Our proof employs estimates on the mean absolute deviation and the tail conditional expectation of binomial random variables.

Probability · Mathematics 2016-04-22 Christos Pelekis , Jan Ramon

When we use the entropy method to get the tail bounds, typically the left tail bounds are not good comparing with the right ones. Up to now this asymmetry has been observed many times. Surprisingly we find an entropy method for the left…

Probability · Mathematics 2007-05-23 Hyungsu Kim , Chul Ki Ko , Sungchul Lee
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