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Related papers: The Janson inequalities for general up-sets

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Given a graph $G$, we consider the model where $G$ is given a random orientation by giving each edge a random direction. It is proven that for $a,b,s\in V(G)$, the events $\{s\to a\}$ and $\{s\to b\}$ are positively correlated. This…

Probability · Mathematics 2009-05-24 Svante Linusson

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

In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multi-marginal…

Risk Management · Quantitative Finance 2024-06-28 Corrado De Vecchi , Max Nendel , Jan Streicher

We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…

Probability · Mathematics 2020-08-12 Andrei N. Frolov

Let $A_1, A_2, \ldots, A_n$ be events in a sample space. Given the probability of the intersection of each collection of up to $k+1$ of these events, what can we say about the probability that at least $r$ of the events occur? This question…

Combinatorics · Mathematics 2025-05-20 Ilan Adler , Richard M. Karp , Sheldon M. Ross

Certain excess versions of the Minkowski and H\"older inequalities are given. These new results generalize and improve the Minkowski and H\"older inequalities.

Probability · Mathematics 2018-07-31 Iosif Pinelis

In the simplest form of event structure, a prime event structure, an event is associated with a unique causal history, its prime cause. However, it is quite common for an event to have disjunctive causes in that it can be enabled by any one…

Logic in Computer Science · Computer Science 2024-02-14 Marc de Visme , Glynn Winskel

For arrays $(S_{i,j})_{1\leq i\leq j}$ of random variables that are stationary in an appropriate sense, we show that the fluctuations of the process $(S_{1,n})_{n=1}^{\infty}$ can be bounded in terms of a measure of the ``mean…

Dynamical Systems · Mathematics 2016-09-07 Michael Hochman

The authors announce a general tail estimate, called a decoupling inequality, for a symmetrized sum of non-linear $k$-correlations of $n>k$ independent random variables.

Functional Analysis · Mathematics 2016-09-06 Victor H. de la Peña , Stephen J. Montgomery-Smith

This paper is devoted to proving the general {\L}ojasiewicz inequality, in both the definable and subanalytic cases, under the most relaxed assumptions. It means that we drop the usual continuity and compactness assumptions. In the second…

Algebraic Geometry · Mathematics 2023-03-13 Michał Kosiba

The principle of the common cause claims that if an improbable coincidence has occurred, there must exist a common cause. This is generally taken to mean that positive correlations between non-causally related events should disappear when…

Other Statistics · Statistics 2017-03-20 Claudio Mazzola

In every finite mixture of different normal distributions, there will always be exactly one of those distributions that not only is over-represented in the right tail of the mixture, but even completely overwhelms all other subpopulations…

Probability · Mathematics 2022-02-02 Ronald F. Fox , Theodore P. Hill

In transport processes across materials like glasses, living cells, and porous media, the probability density function of displacements exhibits exponential decay rather than Gaussian behavior. We show that this universal behavior of rare…

Statistical Mechanics · Physics 2024-10-31 R. K. Singh , Stanislav Burov

We present a novel derivation of special relativity based on the information physics of events comprising a causal set. We postulate that events are fundamental, and that some events have the potential to receive information about other…

Mathematical Physics · Physics 2010-08-31 Kevin H. Knuth , Newshaw Bahrenyi

Inter-event times of various human behavior are apparently non-Poissonian and obey long-tailed distributions as opposed to exponential distributions, which correspond to Poisson processes. It has been suggested that human individuals may…

Physics and Society · Physics 2020-02-27 Makoto Okada , Kenji Yamanishi , Naoki Masuda

While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…

Probability · Mathematics 2014-10-23 Johannes Lederer , Sara van de Geer

Concentration inequalities for subgraph counts in random geometric graphs built over Poisson point processes are proved. The estimates give upper bounds for the probabilities $\mathbb{P}(N\geq M +r)$ and $\mathbb{P}(N\leq M - r)$ where $M$…

Probability · Mathematics 2015-04-29 Sascha Bachmann , Matthias Reitzner

For r \ge 2, let X be the number of r-armed stars K_{1,r} in the binomial random graph G_{n,p}. We study the upper tail \Pr(X \ge (1+\epsilon)\E X), and establish exponential bounds which are best possible up to constant factors in the…

Probability · Mathematics 2021-04-06 Matas Šileikis , Lutz Warnke

Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…

Statistical Mechanics · Physics 2014-01-20 Juraj Szavits-Nossan , Martin R. Evans , Satya N. Majumdar

For $n \in \mathbb{N}$ and $\varepsilon > 0$, given a sufficiently long sequence of events in a probability space all of measure at least $\varepsilon$, some $n$ of them will have a common intersection. A more subtle pattern: for any $0 < p…

Combinatorics · Mathematics 2024-06-28 Artem Chernikov , Henry Towsner