Related papers: Some inequalities and limit theorems under subline…

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…

We prove for outer continuous belief measures defined on compact spaces strong and weak laws of large numbers as Kolmogorov's one for measures. These results contribute to M. Marinacci's (Journal of Economic Theory 84 (1999) 145-195) though…

We derive sharp upper and lower bounds for the pointwise concentration function of the maximum statistic of $d$ identically distributed real-valued random variables. Our first main result places no restrictions either on the common marginal…

This paper explores the Law of the Iterated Logarithm (LIL) for $m$-dependent sequences under the framework of sub-linear expectations. We first extend existing LIL results to sequences of independent, non-identically distributed random…

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

Multilevel or hierarchical data structures can occur in many areas of research, including economics, psychology, sociology, agriculture, medicine, and public health. Over the last 25 years, there has been increasing interest in developing…

We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout. The key ingredient is an exponential inequality proved recently by Junge and the author.

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…

We consider a class of ultra-parabolic Kolmogorov-type operators satisfying the Hormander's condition. We prove an intrinsic Taylor formula with global and local bounds for the remainder given in terms of the norm in the homogeneous Lie…

In Part I of this article (Banerjee and Kuchibhotla (2023)), we have introduced a new method to bound the difference in expectations of an average of independent random vector and the limiting Gaussian random vector using level sets. In the…

These lecture notes consist of three chapters. In the first chapter we present oracle inequalities for the prediction error of the Lasso and square-root Lasso and briefly describe the scaled Lasso. In the second chapter we establish…

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

We solve the Stechkin problem about approximation of generally speaking unbounded hypersingular integral operators by bounded ones. As a part of the proof, we also solve several related and interesting on their own problems. In particular,…

Some new sufficient conditions for the weighted Chebyshev's inequality for real numbers to hold are provided.

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

We present the proof of a certain modified version of Kolmogorov's strong law of large numbers for calculation of Lebesgue Integrals by using uniformly distributed sequences in $(0,1)$. We extend the result of C. Baxa and J.…

The Riesz-Sobolev inequality provides a sharp upper bound for a trilinear expression involving convolution of indicator functions of sets. Equality is known to hold only for indicator functions of appropriately situated intervals. We…

The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or…

The paper contains a review of results on linear systems of ordinary differential equations of an arbitrary order on a finite interval with the most general inhomogeneous boundary conditions in Sobolev spaces. The character of the…