Related papers: A More General Maximal Bernstein-type Inequality
An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n^{-1/2}, the same as in the classical case.…
We give an alternative proof of a sharp generalization of an integral inequality for the dyadic maximal operator due to which the evaluation of the Bellman function of this operator with respect to two variables, is possible. This last…
We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.
We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…
We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.
In this paper, we propose a new approach for deriving probabilistic inequalities. Our main idea is to exploit the information of underlying distributions by virtue of the monotone likelihood ratio property and Berry-Essen inequality.…
We consider the sum of squared logarithms inequality and investigate possible connections with the theory of majorization. We also discuss alternative sufficient conditions on two sets of vectors $a,b\in\mathbb{R}_+^n$ so that…
We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…
An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.
We obtain non-uniform Berry-Esseen type estimates for several classes of weakly dependent sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or expanding…
Let $(X_{i}, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables, and consider the sum $W=\sum\nolimits_{i\in J}X_i$. We first establish a general error upper bound for $d_{TV}(W, M)$ using Stein's method,…
In this sequel to arxiv:arXiv:1012.0835 we develop Bezout type theorems for semidegrees (including an explicit formula for {\em iterated semidegrees}) and an inequality for subdegrees. In addition we prove (in case of surfaces) a Bernstein…
We prove variational forms of the Barban-Davenport-Halberstam Theorem and the large sieve inequality. We apply our result to prove an estimate for the sum of the squares of prime differences, averaged over arithmetic progressions.
This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy the so called Levy property. We then give a connection…
We extend the seminal van den Berg-Kesten Inequality on disjoint occurrence of two events to a setting with arbitrarily many events, where the quantity of interest is the maximum number that occur disjointly. This provides a handy tool for…
We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…
We extend some equatilites in the Owen's table of normal integrals (A table of normal integrals in Communication in Statistics-Simulation and Computation, 1980). Furthermore a new probabilistic model for a vector of binary random variables…
We present a new exponential inequality as a generalization of that of Sung \textit{et al.} \cite{sun2011} for $M$-acceptable random variables, and hence for extended negative ones. Our result is based on the simple real inequality $e^{x}…
For an array $\left\{X_{n,j}, \, 1 \leqslant j \leqslant k_{n}, n \geqslant 1 \right\}$ of random variables and a sequence $\{c_{n} \}$ of positive numbers, sufficient conditions are given under which, for all $\varepsilon > 0$,…
In this paper, new versions of Chebyshev's, Minkowski's and Holder's type inequalities are studied by using a monotone measure-base universal integral on an arbitrary measurable space. This paper generalizes some previous results obtained…