Related papers: Strengthened Chernoff-type variance bounds
We calculate explicit formulae for the Shannon entropies of several families of tailored random graph ensembles for which no such formulae were as yet available, in leading orders in the system size. These include bipartite graph ensembles…
The higher derivative field theories are notorious for the stability problems both at classical and quantum level. Classical instability is connected with unboundedness of the canonical energy, while the unbounded energy spectrum leads to…
A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…
We study binary hypothesis testing for i.i.d. observations under a multiplicative context weight. For the optimal weighted total loss, defined as the sum of weighted type-I and type-II losses, we prove the logarithmic asymptotic $$ L_n^* =…
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…
Neglecting many motivating details for the Park-Pham theorem (previously known as the Kahn-Kalai conjecture), the result starts with a finite set $X$, a non-trivial upper set $\mathcal{F} \subseteq 2^X$, and a particular parameterized…
We study properties of a subclass of Markov processes that have all moments that are continuous functions of the time parameter and more importantly are characterized by the property that say their $n-$th conditional moment given the past…
Strongly Rayleigh distributions are a class of negatively dependent distributions of binary-valued random variables [Borcea, Branden, Liggett JAMS 09]. Recently, these distributions have played a crucial role in the analysis of algorithms…
We prove that the eigenvalues of a continuum random Schr\"odinger operator $-\Delta+ V_{\omega}$ of Anderson type, with complex decaying potential, can be bounded (with high probability) in terms of an $L^q$ norm of the potential for all…
The purpose of the present notes is to examine the following issues related to the the Chernoff estimate: (1) For contractions on a Banach space we modify the $\sqrt{n}$-estimate and apply it in the proof of the Chernoff product formula for…
We give a very simple proof of a strengthened version of Chernoff's Inequality. We derive the same conclusion from much weaker assumptions.
We consider the Gittins index for a normal distribution with unknown mean $\theta$ and known variance where $\theta$ has a normal prior. In addition to presenting some monotonicity properties of the Gittins index, we derive an approximation…
In this paper an explicit form of generalized Chebyshev Koornwinder's type polynomial of first kind in terms of the Bernstein basis of fixed degree $n$ is provided. Moreover, we investigate generalized Chebyshev Koornwinder's type…
We consider a mechanism for area preserving Hamiltonian systems which leads to the enhanced probability, $P(\lambda, t)$, to find small values of the finite time Lyapunov exponent, $\lambda$. In our investigation of chaotic dynamical…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
We extend Fring-Tenney approach of constructing invariants of constant mass time-dependent system to the case of a time-dependent mass particle. From a coupled set of equations described in terms of guiding parameter functions, we track…
We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables $X_i$ which satisfy the following condition on the growth of moments:…
In this work, we deal with extreme value theory in the context of continued fractions using techniques from probability theory, ergodic theory and real analysis. We give an upper bound for the rate of convergence in the Doeblin-Iosifescu…
This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…
We provide moment bounds for expressions of the type $(X^{(1)} \otimes \dots \otimes X^{(d)})^T A (X^{(1)} \otimes \dots \otimes X^{(d)})$ where $\otimes$ denotes the Kronecker product and $X^{(1)}, \dots, X^{(d)}$ are random vectors with…