Related papers: A note on a maximal Bernstein inequality
We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of $n$ jointly distributed random variables. We control the expectation of a randomly selected random variable from $n$ jointly…
In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…
For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of nonnegative random variables where $\max[\min(X_{n} - s,t),0]$, $t > s \geqslant 0$, satisfy a moment inequality, sufficient conditions are given under which $\sum_{k=1}^n (X_k - \mathbb{E}…
The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…
We establish a new Bernstein-type deviation inequality for general (non-reversible) discrete-time Markov chains via an elementary approach. More robust than existing works in the literature, our result only requires the Markov chain to…
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
Let $k$ be a field of characteristic zero, let $R$ be the ring of formal power series in $n$ variables over $k$ and let $D(R,k)$ be the ring of $k-$linear differential operators in $R$. If $M$ is a finitely generated $D(R,k)-$module then…
In this paper, we address the random sampling problem for the class of Mellin band-limited functions BT which is concentrated on a bounded cube. It is established that any function in BT can be approximated by an element in a…
The Bruss-Robertson inequality gives a bound on the maximal number of elements of a random sample whose sum is less than a specified value, and the extension of that inequality which is given here neither requires the independence of the…
We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order…
Moment inequality for quadratic forms of random vectors is of particular interest in covariance matrix testing and estimation problems. In this paper, we prove a Rosenthal-type inequality, which exhibits new features and certain improvement…
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…
We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…
We give an alternative proof of a sharp generalization of an integral inequality for the dyadic maximal operator due to which the evaluation of the Bellman function of this operator with respect to two variables, is possible. This last…
We provide an inequality which is a useful tool in studying both large deviation results and limit theorems for sums of random fields with "negligible" small values. In particular, the inequality covers cases of stable limits for random…
In this letter, we prove an inequality involving alternating binomial logarithmic sums by exploiting the variance of the logarithm of the maximum of independent and identically distributed exponential random variables. This inequality was…
In this note, we find a new inequality involving primes and deduce several Bonse-type inequalities.
In this paper, we prove the equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent, identically distributed random variables under sublinear expectations space. As applications, the…
Let $V$ be a symmetric convex body in $\R^m$. We prove sharp Bernstein-type inequalities for entire functions of exponential type with the spectrum in $V$ and discuss certain properties of the extremal functions. Markov-type inequalities…
We obtain simple proofs of certain inequalites for bivariate means.