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This paper addresses the advancement of probability tail bound analysis, a crucial statistical tool for assessing the probability of large deviations of random variables from their expected values. Traditional tail bounds, such as Markov's,…
Some inequalities for functions of bounded variation that provide reverses for the inequality between the integral mean and the p-norm are established. Applications related to the celebrated Landau inequality between the norms of the…
Some peculiarities of the exploitation of the entropy inequality in case of weakly nonlocal continuum theories are investigated and refined. As an example it is shown that the proper application of the Liu procedure leads to the…
We prove (adjoint) bilinear restriction estimates for general phases at different scales in the full non-endpoint mixed norm range, and give bounds with a sharp and explicit dependence on the phases. These estimates have applications to…
A pointwise bound for local weak solutions to the p-Laplace system is established in terms of data on the right-hand side in divergence form. The relevant bound involves a Havin-Maz'ya- Wulff potential of the datum, and is a counterpart for…
This paper presents compact notations for concentration inequalities and convenient results to streamline probabilistic analysis. The new expressions describe the typical sizes and tails of random variables, allowing for simple operations…
We investigate the growth of the polynomial and multilinear Hardy--Littlewood inequalities. Analytical and numerical approaches are performed and, in particular, among other results, we show that a simple application of the best known…
We study the tail behaviour of measurable functions under generalized Riesz-type operators in the framework of Grand Lebesgue Spaces. By exploiting the connection between the growth of $L^p$ norms and the Young--Fenchel transform, we derive…
Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but…
In this paper we establish a refinement of the companion of Ostrowski inequality for functions of bounded variation. Applications for the trapezoid inequality, the mid-point inequality, and to probability density functions are also given.
We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we investigate the necessity of the existence of WPIs to…
We establish the bilateral exact reciprocal interrelations between a tail behavior of a measurable functions and its norm in the suitable Grand Lebesgue Space (GLS) as well as Orlicz one, builded over the set with infinite measure. We bring…
Self-normalized processes arise naturally in many learning-related tasks. While self-normalized concentration has been extensively studied for scalar-valued processes, there are few results for multidimensional processes outside of the…
Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.
We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…
In this paper we develop a general theoretical tool for the establishment of the boundedness of notoriously difficult operators (such as potentials) on certain specific types of rearrangement-invariant function spaces from analogous…
Correcting for skewness can result in more accurate tail probability approximations in the central limit theorem for sums of independent random variables. In this paper, we extend the theory to sums of local statistics of independent random…
The matrix Markov inequality by Ahlswede was stated using the Loewner anti-order between positive definite matrices. Wang use this to derive several other Chebyshev and Chernoff-type inequalities (Hoeffding, Bernstein, empirical Bernstein)…
We establish inverse and direct theorems on best approximations in quasi-normed Abelian groups through bilateral Bernstein-Jackson inequalities with exact constants. Using integral representations for quasi-norms of functions $f$ in…
We derive in this preprint the moment and exponential tail estimates, sufficient conditions for the Non-Central Limit Theorem (NCLT) in the ordinary one-dimensional space as well as in the space of continuous functions for the properly…