Related papers: Hypergeometric tail inequalities: ending the insan…
Consider the linear nonhomogeneous fixed point equation R =_d sum_{i=1}^N C_i R_i + Q, where (Q,N,C_1,...,C_N) is a random vector with N in{0,1,2,3,...}U{infty}, {C_i}_{i=1}^N >= 0, P(|Q|>0) > 0, and {R_i}_{i=1}^N is a sequence of i.i.d.…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit…
We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…
In this paper we present various new inequalities for tail proabilities for distributions that are elements of the most improtant exponential families. These families include the Poisson distributions, the Gamma distributions, the binomial…
The density of states of disordered hopping models generically exhibits an essential singularity around the edges of its support, known as a Lifshitz tail. We study this phenomenon on the Bethe lattice, i.e. for the large-size limit of…
For the basic case of $L_2$ optimal transport between two probability measures on a Euclidean space, the regularity of the coupling measure and the transport map in the tail regions of these measures is studied. For this purpose, Robert…
We consider heavy-tailed distributions and compare the well-known estimators of the tail index, based on extreme value theory with a comparatively recent estimator based on a different idea.
We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of examples under certain regularity conditions like log-convexity.…
A class of second-order differential equations commonly arising in physics applications are considered, and their explicit hypergeometric solutions are provided. Further, the relationship with the Generalized and Universal Associated…
Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…
Probabilistic forecasts comprehensively describe the uncertainty in the unknown future outcome, making them essential for decision making and risk management. While several methods have been introduced to evaluate probabilistic forecasts,…
By systematically applying ten well-known and inequivalent two-part relations between hypergeometric sums 3F2(...|1) to the published database of all such sums, 62 new sums are obtained. The existing literature is summarized, and many…
A new intrinsic metric called $t$-metric is introduced. Several sharp inequalities between this metric and the most common hyperbolic type metrics are proven for various domains $G\subsetneq\mathbb{R}^n$. The behaviour of the new metric is…
In this paper, we establish improved effective irrationality measures for certain numbers of the form $\sqrt[3]{n}$, using approximations obtained from hypergeometric functions. These results are very close to the best possible using this…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
By employing certain extended classical summation theorems, several surprising \pi and other formulae are displayed.
Euler's inequality is a well known inequality relating the inradius and circumradius of a triangle. In Euclidean geometry, this inequality takes the form $R \geq 2r$ where $R$ is the circumradius and $r$ is the inradius. In spherical…
Most extreme events in real life can be faithfully modeled as random realizations from a Generalized Pareto distribution, which depends on two parameters: the scale and the shape. In many actual situations, one is mostly concerned with the…
We consider the edge- and vertex-isoperimetric probem on finite and infinite hexagonal grids: For a subset W of the hexagonal grid of given cardinality, we give a lower bound for the number of edges between W and its complement, and lower…