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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

Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…

Optimization and Control · Mathematics 2020-10-16 Ernst Roos , Ruud Brekelmans , Wouter van Eekelen , Dick den Hertog , Johan van Leeuwaarden

The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…

Probability · Mathematics 2014-12-18 Jingwei Liu

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

Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…

Statistics Theory · Mathematics 2010-11-29 V. Čekanavičius , P. Vellaisamy

We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson…

Probability · Mathematics 2018-04-18 Ankit Garg , Yin Tat Lee , Zhao Song , Nikhil Srivastava

Recent results in QCD on multiplicity distributions are briefly reviewed. QCD is able to predict very tiny features of multiplicity distributions which demonstrate that the negative binomial distribution (and, more generally, any infinitely…

High Energy Physics - Phenomenology · Physics 2007-05-23 I. M. Dremin

The Chernoff bound is one of the most widely used tools in theoretical computer science. It's rare to find a randomized algorithm that doesn't employ a Chernoff bound in its analysis. The standard proofs of Chernoff bounds are beautiful but…

Data Structures and Algorithms · Computer Science 2026-02-10 William Kuszmaul

The Chernoff bound is an important inequality relation in probability theory. The original version of the Chernoff bound is to give an exponential decreasing bound on the tail distribution of sums of independent random variables. Recent…

Probability · Mathematics 2021-05-18 Shih Yu Chang

Let $(d_n)$ be a sequence of positive numbers and let $(X_n)$ be a sequence of positive independent random variables. We provide an upper bound for the deviation between the distribution of the mantissaes of $(X_n^{d_n})$ and the Benford's…

Probability · Mathematics 2017-05-15 Nicolas Chenavier , Dominique Schneider

We give a lower bound for the degree of an irreducible factor of a given polynomial. This improves and generalizes the results obtained in [4, On the irreducible factors of a polynomial, Proc. Amer. Math. Soc., 148 (2020] 1429 -- 1437].

Number Theory · Mathematics 2020-08-03 Anuj Jakhar , Srinivas Koytada

Mixing rates and decay of correlations for dynamics defined by potentials with summable variations are well understood, but little is known for non-summable variations. In this paper, we exhibit upper bounds for these quantities in the case…

Dynamical Systems · Mathematics 2021-06-17 Christophe Gallesco , Daniel Y. Takahashi

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

Statistics Theory · Mathematics 2011-08-03 A. Murillo-Salas , F. J. Rubio

For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…

Statistics Theory · Mathematics 2019-11-14 Robert E. Gallagher , Louis J. M. Aslett , David Steinsaltz , Ryan R. Christ

We refine and extend quantitative bounds, on the fraction of nonnegative polynomials that are sums of squares, to the multihomogenous case.

Algebraic Geometry · Mathematics 2018-06-11 Alperen Ergur

A short note on bounds on distance to variety of a point in terms of the Taylor coefficients at the point.

Complex Variables · Mathematics 2017-01-31 Vikram Sharma

We prove a certain upper bound for the number of negative eigenvalues of the Schr\"{o}dinger operator on the plane.

Analysis of PDEs · Mathematics 2012-04-20 Alexander Grigor'yan , Nikolai Nadirashvili

In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…

Probability · Mathematics 2007-05-23 Paweł Hitczenko , Stephen Montgomery-Smith

In this paper, we develop a general approach for probabilistic estimation and optimization. An explicit formula and a computational approach are established for controlling the reliability of probabilistic estimation based on a mixed…

Statistics Theory · Mathematics 2012-12-06 Xinjia Chen

In this paper, we derive new probability bounds for Chebyshev's inequality if the supremum of the probability density function is known. This result holds for one-dimensional or multivariate continuous probability distributions with finite…

Methodology · Statistics 2019-02-12 Tomohiro Nishiyama