Related papers: A note on a new exponential bound for M-acceptable…

We prove the inequality $E[(X/\mu)^k] \le (\frac{k/\mu}{\log(k/\mu+1)})^k \le \exp(k^2/(2\mu))$ for sub-Poissonian random variables, such as Binomially or Poisson distributed random variables with mean $\mu$. The asymptotics $1+O(k^2/\mu)$…

Let X1, ..., Xn be arbitrary non-negative independent random variables with respective expected values $\mu_{i}$ at most one. We sketch but do not prove an equivalent conjecture to Feige's Conjecture $\mathbb{P} \left( \sum_{i=1}^{n} X_{i}…

We introduce the multivariate analogue of the well known inequality $1+x\leq \mathrm{e}^x$, for an abstract non negative real number $x$. The result emerges from the study of the blow up time of certain solutions of the Cauchy problem for a…

Simple bounds are obtained for the integral $\int_0^x\mathrm{e}^{-\gamma t}t^\nu I_\nu(t)\,\mathrm{d}t$, $x>0$, $\nu>-1/2$, $0\leq\gamma<1$, together with a natural generalisation of this integral. In particular, we obtain an upper bound…

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…

A recent asymptotic expansion for the positive zeros $x=j_{\nu,m}$ ($m=1,2,3,\ldots$) of the Bessel function of the first kind $J_{\nu}(x)$ is studied, where the order $\nu$ is positive. Unlike previous well-known expansions in the…

In this correspondence, we correct an erroneous result on the achievability part of the R\'enyi common information with order $1+s\in(1,2]$ in [1]. The new achievability result (upper bound) of the R\'enyi common information no longer…

This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Corresponding to $n$ independent non-negative random variables $X_1,...,X_n$, are values $M_1,...,M_n$, where each $M_i$ is the expected value of the maximum of $n$ independent copies of $X_i$. We obtain an upper bound to the expected value…

We present a new positive lower bound for the minimum value taken by a polynomial P with integer coefficients in k variables over the standard simplex of R^k, assuming that P is positive on the simplex. This bound depends only on the number…

We provide a lower bound on the probability that a binomial random variable is exceeding its mean. Our proof employs estimates on the mean absolute deviation and the tail conditional expectation of binomial random variables.

We establish a new bound for the exponential sum \begin{eqnarray*} \sum_{x\in\mathcal{X}}\Big|\sum_{y\in \mathcal{Y}}\gamma(y)\exp(2\pi i a \lambda^{xy}/p)\Big|, \end{eqnarray*} where $\lambda$ is an element of the residue ring modulo a…

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

We obtain a lower bound for \[ \#\{x/2< p_{n}\leq x:\ p_n \equiv\ldots\equiv p_{n+m}\equiv a\text{ (mod $q$)},\ p_{n+m} - p_{n}\leq y\}, \] where $p_{n}$ is the $n^{\text{th}}$ prime.

A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…

We formulate uncertainty relations for arbitrary $N$ observables. Two uncertainty inequalities are presented in terms of the sum of variances and standard deviations, respectively. The lower bounds of the corresponding sum uncertainty…

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

In this paper, we develop a method of evaluating general exponential sums with rational amplitude functions for multiple variables which complements works by T. Cochrane and Z. Zheng on the single variable case. As an application, for…