Related papers: Noncommutative Bennett and Rosenthal inequalities
In this paper we improve Bernoulli comparison. The result works for independent Rademacher random variables $(\varepsilon_i)_{i\geq1}$ and states that we can compare $\mathbb{E}\sup_{t\in T}\sum_{i\geq1}\varphi_{i}(t)\varepsilon_i$ with…
This paper develops Kolmogorov-type maximal inequalities for sums of Negative Binomial random variables under both independence and dependence structures. For independent heterogeneous Negative Binomial variables we derive sharp Markov-type…
In this paper we look at isometry properties of random matrices. During the last decade these properties gained a lot attention in a field called compressed sensing in first place due to their initial use in \cite{CRT,CT}. Namely, in…
We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $\chi^2$-distance. The results are based on proper non-uniform estimates for…
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…
We prove several different anti-concentration inequalities for functions of independent Bernoulli-distributed random variables. First, motivated by a conjecture of Alon, Hefetz, Krivelevich and Tyomkyn, we prove some "Poisson-type"…
We prove several noncommutative maximal inequalities associated with convex functions, including a Doob type inequality for a convex function of maximal operators on noncommutative martingales, noncommutative Dunford-Schwartz and Stein…
We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…
Based on Berenstein and Retakh's notion of noncommutative polygons we introduce and study noncommutative frieze patterns. We generalize several notions and fundamental properties from the classic (commutative) frieze patterns to…
We explore asymptotically optimal bounds for deviations of distributions of independent Bernoulli random variables from the Poisson limit in terms of the Shannon relative entropy and R\'enyi/Tsallis relative distances (including Pearson's…
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…
A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products between tensors, from which a strong link can be established…
The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…
In this paper we consider several problems of joint similarity to tuples of bounded linear operators in noncommutative polydomains and varieties associated with sets of noncommutative polynomials. We obtain analogues of classical results…
We investigate how basic probability inequalities can be extended to an imprecise framework, where (precise) probabilities and expectations are replaced by imprecise probabilities and lower/upper previsions. We focus on inequalities giving…
Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables. Indeed, much work has been done both on…
This paper is devoted to the study of pointwise convergence of Fourier series for group von Neumann algebras and quantum groups. It is well-known that a number of approximation properties of groups can be interpreted as summation methods…
We establish Bernstein's inequalities for functions of general (general-state-space and possibly non-reversible) Markov chains. These inequalities achieve sharp variance proxies and encompass the classical Bernstein inequality for…
Using the renewal approach we prove Bernstein-like inequalities for additive functionals of geometrically ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The coefficient in the…
In two-dimensional noncommutive space for the case of both position-position and momentum-momentum noncommuting, the constraint between noncommutative parameters on the quantum gravitational well is investigated. The related topic of…