Related papers: A More General Maximal Bernstein-type Inequality
We consider the problem of finding the optimal upper bound for the tail probability of a sum of $k$ nonnegative, independent and identically distributed random variables with given mean $x$. For $k=1$ the answer is given by Markov's…
An inequality, which combines the concept of completely monotone functions with the theory of divided differences, is proposed. It is a straightforward generalization of a result, recently introduced by two of the present authors.
Let n,k be the positive integers, and let S_{k}(n) be the sums of the k-th power of positive integers up to n. By means of that we consider the evaluation of the sum of more general series by Bernstein polynomials. Additionally we show the…
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…
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.
New results related to the Boas-Bellman generalisation of Bessel's inequality in inner product spaces are given.
We give a simple, elementary, and at least partially new proof of Arestov's famous extension of Bernstein's inequality in $L_p$ to all $p \geq 0$. Our crucial observation is that Boyd's approach to prove Mahler's inequality for algebraic…
In this paper, new sharpened Huygens type inequalities involving Bessel and modified Bessel functions of the first kinds are established
In this article, we obtain two interesting general inequalities concerning Riemman sums of convex functions, which in particular, sharpen Alzer's inequality and give a suitable converse for it.
Corresponding to $n$ independent non-negative random variables $X_1,...,X_n$, are values $M_1,...,M_n$, where each $M_i$ is the expected value of the maximum of $n$ independent copies of $X_i$. We obtain an upper bound to the expected value…
The maximal inequalities for diffusion processes have drawn increasing attention in recent years. However, the existing proof of the $L^p$ maximum inequalities for the Ornstein-Uhlenbeck process was dubious. Here we give a rigorous proof of…
Extensions and generalizations of Alzer's inequality; which is of Wirtinger type are proved. As applications, sharp trapezoid type inequality and sharp bound for the geometric mean are deduced.
In this paper we give new deviation inequalities of Bernstein's type for the partial sums of weakly dependent time series. The loss from the independent case is studied carefully. We give non mixing examples such that dynamical systems and…
We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Koml\'os, Major, and Tusn\'ady (KMT) [1975,1976]. The constants…
We prove a matrix trace inequality for completely monotone functions and for Bernstein functions. As special cases we obtain non-trivial trace inequalities for the power function x->x^q, which for certain values of q complement McCarthy's…
Lower bounds for the R\'enyi entropies of sums of independent random variables taking values in cyclic groups of prime order under permutations are established. The main ingredients of our approach are extended rearrangement inequalities in…
The Markov-Bernstein type inequalities between the norms of functions and of their derivatives are analysed for complex exponential polynomials. We establish a relation between the sharp constants in those inequalities and the stability…
In $1977$, G. Bennett proved, by means of non-deterministic methods, an inequality which plays a fundamental role in a series of optimization problems. More precisely, Bennett's inequality shows that, for $p_{1},p_{2} \in\lbrack1,\infty]$…
We give Hoeffding and Bernstein-type concentration inequalities for the largest eigenvalue of sums of random matrices arising from a Markov chain. We consider time-dependent matrix-valued functions on a general state space, generalizing…