Related papers: A More General Maximal Bernstein-type Inequality
In New York J. Math. 17 (2011), 41--49, Li has obtained an analogue of the J{\o}rgensen inequality in the infinite-dimensional M\"obius group. We show that this inequality is strict.
In this work, a generalization of Chebyshev functional is presented. New inequalities of Gruss type via Pompeiu's mean value theorem are established. Improvements of some old inequalities are proved. A generalization of pre-Gruss inequality…
We introduce here a new universality conjecture for levels of random Hamiltonians, in the same spirit as the local REM conjecture made by S. Mertens and H. Bauke. We establish our conjecture for a wide class of Gaussian and non-Gaussian…
We improve constants in the Rademacher-Menchov inequality.
Let $\{X_i,i\geq1\}$ be a sequence of negatively associated random variables, and let $\{X_i^\ast,i\geq 1\}$ be a sequence of independent random variables such that $X_i^\ast$ and $X_i$ have the same distribution for each $i$. Denote by…
We present a short proof of a conjecture proposed by I. Ra\c{s}a (2017), which is an inequality involving basic Bernstein polynomials and convex functions. This proof was given in the letter to I. Ra\c{s}a (2017). The methods of our proof…
The concentration inequality approach for normal approximation by Stein's method is generalized to the multivariate setting. We use this approach to prove a non-smooth function distance for multivariate normal approximation for standardized…
A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures…
An infinite urn scheme is defined by a probability mass function $(p_j)_{j\geq1}$ over positive integers. A random allocation consists of a sample of $N$ independent drawings according to this probability distribution where $N$ may be…
Let $S_N$ be the sum of vector-valued functions defined on a finite Markov chain. An analogue of the Bernstein--Hoeffding inequality is derived for the probability of large deviations of $S_N$ and relates the probability to the spectral gap…
In the paper, the authors establish an inequality involving exponential functions and sums, introduce a ratio of many gamma functions, discuss properties, including monotonicity, logarithmic convexity, (logarithmically) complete…
We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.
We obtain non-uniform Edgeworth expansions for several classes of weakly dependent (non-stationary) sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or…
In this note, we present new properties for a sequence arising in some refinements of Carleman's inequality. Our results extend some results of Yang [Approximations for constant e and their applications J. Math. Anal. Appl. 262 (2001)…
We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…
We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…
In this paper we obtain some noncommutative multiplier theorems and maximal inequalities on semigroups. As applications, we obtain the corresponding individual ergodic theorems. Our main results extend some classical results of Stein and…
The work of this paper is devoted to obtaining strong laws for intermediately trimmed sums of random variables with infinite means. Particularly, we provide conditions under which the intermediately trimmed sums of independent but not…
We discuss properties of certain generalization of Power Means proposed in 1971 by Carlson, Meany and Nelson. For any fixed parameter (k,s,q) and vector (v_1,...,v_n) they take the q-th power means of all possible k-tuples…
We derive the exponential as well as power decreasing tail estimations for normed sums of centered independent identical distributed (or not) random variables on the Khintchine's form. We consider arbitrary, in particular, non-Rademacher's…