Related papers: Exponential inequalities for martingales with appl…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
We establish exponential inequalities for a class of V-statistics under strong mixing conditions. Our theory is developed via a novel kernel expansion based on random Fourier features and the use of a probabilistic method. This type of…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…
We analyze the convergence of the spectrum of large random graphs to the spectrum of a limit infinite graph. We apply these results to graphs converging locally to trees and derive a new formula for the Stieljes transform of the spectral…
We survey recent results concerning the hereditary completeness of some special systems of functions and the spectral synthesis problem for a related class of linear operators. We present a solution of the spectral synthesis problem for…
This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…
In this paper, some new forms of the Cheeger's inequalities are established for general (maybe unbounded) symmetric forms, the resulting estimates improve and extend the ones obtained by Lawler and Sokal (1988) for bounded jump processes.…
We study some classes of semi-linear differential equations including both well-posed and ill-posed cases that can generate cocycles (or cocycle correspondences with generating cocycles). Under exponential dichotomy condition with other…
Random matrices have played an important role in many fields including machine learning, quantum information theory and optimization. One of the main research focuses is on the deviation inequalities for eigenvalues of random matrices.…
We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson…
We prove a new mean-value theorem for Dirichlet polynomials with coefficients given by the von Mangoldt function. We then use our theorem to derive new estimates for certain exponential sums over primes. The latter have applications to…
This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian…
Our main result is an abstract good-$\lambda$ inequality that allows us to consider three self-improving properties related to oscillation estimates in a very general context. The novelty of our approach is that there is one principle…
We derive novel concentration inequalities for the operator norm of the sum of self-adjoint operators that do not explicitly depend on the underlying dimension of the operator, but rather an intrinsic notion of it. Our analysis leads to…
This letter derives some new exponential bounds for discrete time, real valued, conditionally symmetric martingales with bounded jumps. The new bounds are extended to conditionally symmetric sub/ supermartingales, and they are compared to…
Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.
In this paper we prove some exponential inequalities involving the sinc function. We analyze and prove inequalities with constant exponents as well as inequalities with certain polynomial exponents. Also, we establish intervals in which…
We introduce a method for the theoretical analysis of exponential random graph models. The method is based on a large-deviations approximation to the normalizing constant shown to be consistent using theory developed by Chatterjee and…
We consider a family of multivariate trace inequalities recently derived by Sutter, Berta and Tomamichel. These inequalities generalize the Golden-Thompson inequality and Lieb's three-matrix inequality to an arbitrary number of matrices in…