Related papers: The Janson inequalities for general up-sets

We discuss isoperimetric inequalities for convex sets. These include the classical isoperimetric inequality and that of Brunn-Minkowski, Blaschke-Santalo, Busemann-Petty and their various extensions. We show that many such inequalities…

Experimental tests of Bell inequalities ought to take into account all detection events. If the latter are postselected, and only some of these events are included in the statistical analysis, a Bell inequality may be violated, even by…

Let $X$ be the number of $k$-term arithmetic progressions contained in the $p$-biased random subset of the first $N$ positive integers. We give asymptotically sharp estimates on the logarithmic upper-tail probability $\log \Pr(X \ge E[X] +…

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13-30], several inequalities for tail probabilities of sums M_n=X_1+... +X_n of bounded independent random variables X_j were proved. These inequalities had a…

Frechet bounds of the 1-st kind for sets of events and its main properties are considered. The lemma on not more than two nonzero values of lower Frechet-bounds of the 1-st kind for a set of half-rare events is proved with the corollary on…

The aim of this paper is to prove a general version of Pl\"unnecke's inequality. Namely, assume that for finite sets $A$, $B_1, ... B_k$ we have information on the size of the sumsets $A+B_{i_1}+... +B_{i_l}$ for all choices of indices…

We consider the variance of a function of $n$ independent random variables and provide new inequalities which, in particular, extend previous results obtained for symmetric functions in the i.i.d.~setting. For instance, we obtain various…

Consequences of the basic and most evident consistency requirement-that measured events cannot happen and not happen at the same time-are shortly reviewed. Particular emphasis is given to event forecast and event control. As a consequence,…

We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that the limit of the point random fields of the exceedances…

This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures. We establish some fundamental properties of these…

Consider a number, finite or not, of urns each with fixed capacity $r$ and balls randomly distributed among them. An overflow is the number of balls that are assigned to urns that already contain $r$ balls. When $r=1$, using analytic…

Mutually uncorrelated random discrete events, manifesting a common basic process, are examined often in terms of their occurrence rate as a function of one or more of their distinguishing attributes, such as measurements of photon spectrum…

Let $X$ count the number of $r$-stars in the random binomial graph $\mathbb{G}(n,p)$. We determine, for fixed $r$ and $\varepsilon > 0$, the asymptotics of $\log \mathbb{P}(X \ge (1 + \varepsilon)\mathbb{E} X)$ assuming only $\mathbb{E} X…

We give an extension of the FKG inequality to the case of multiple events with equal pairwise intersections. We then apply this inequality to resolve Kahn's question on positive associated (PA) measures.

This paper gives upper and lower bounds on the gap in Jensen's inequality, i.e., the difference between the expected value of a function of a random variable and the value of the function at the expected value of the random variable. The…

We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…

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…

We consider $N$ events that are defined on a common probability space. Those events shell have a common probability function that is symmetric with respect to interchanging the events. We ask for the probability distribution of the number…

Outlier hypothesis testing is studied in a universal setting. Multiple sequences of observations are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are distributed…