Related papers: Exponential inequalities for martingales with appl…

In this paper we develop a general method for improving Jensen-type inequalities for convex and, even more generally, for piecewise convex functions. Our main result relies on the linear interpolation of a convex function. As a consequence,…

Our aim is to extend some trigonometric inequalities to Bessel functions. Moreover, we extend the hyperbolic analogue of these trigonometric inequalities. As an application of these results we present a generalization of Cusa-type…

Let $(\xi_i,\mathcal{F}_i)_{i\geq1}$ be a sequence of martingale differences. Set $X_n=\sum_{i=1}^n \xi_i $ and $ \langle X \rangle_n=\sum_{i=1}^n \mathbf{E}(\xi_i^2|\mathcal{F}_{i-1}).$ We prove Cram\'er's moderate deviation expansions for…

A refinement of Bennett's inequality is introduced which is strictly tighter than the classical bound. The new bound establishes the convergence of the average of independent random variables to its expected value. It also carefully…

In this paper, we study moment and concentration inequalities for the spectral norm of sums of dependent random matrices. We establish novel Rosenthal-Burkholder inequalities for discrete-time matrix local martingales,…

We revisit the method of mixture technique, also known as the Laplace method, to study the concentration phenomenon in generic exponential families. Combining the properties of Bregman divergence associated with log-partition function of…

We prove the following exponential inequality: Let $n\geq 1$ and let $X_1,...,X_n$ be $n$ independent identically distributed symmetric real-valued random variables. For any $x,y>0$, we have \[\mathbb{P}\big({X_1+...+X_n}\geq x,\,…

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

On a generic metric measured space, we introduce a notion of improved concentration of measure that takes into account the parallel enlargement of k distinct sets. We show that the k-th eigenvalues of the metric Laplacian gives exponential…

Here we introduce a generalization of the exponential sampling series of optical physics and establish pointwise and uniform convergence theorem, also in a quantitative form. Moreover we compare the error of approximation for Mellin…

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

In this paper non-asymptotic exponential estimates are derived for the tail distribution of polynomial martingale differences in terms unconditional tails distributions of summands. Applications are considered in the theory of polynomials…

We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…

We consider M-estimators and derive supremal-inequalities of exponential-or polynomial type according as a boundedness- or a moment-condition is fulfilled. This enables us to derive rates of r-complete convergence and also to show r-qick…

We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging. Using martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions…

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…

In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…

In this paper we point out a converse result of the celebrated Jensen inequality for differentiable convex mappings of several variables and apply it to counterpart well-known analytic inequalities. Applications to Shannon's and Renyi's…

We introduce a family of real random variables $(\beta,\theta)$ arising from the supersymmetric nonlinear sigma model and containing the family $\beta$ introduced by Sabot, Tarr\`es, and Zeng [STZ17] in the context of the vertex-reinforced…

We investigate how basic probability inequalities can be extended to an imprecise framework, where (precise) probabilities and expectations are replaced by imprecise probabilities and lower/upper previsions. We focus on inequalities giving…