Related papers: A note on a new exponential bound for M-acceptable…
A new error bound which is better than the current exponential-type error bound is presented in this paper.
A general achievable upper bound of extractable work under feedback control is given, where nonequilibrium equalities are generalized so as to be applicable to error-free measurements. The upper bound involves a term which arises from the…
We find an upper bound for the sum $\sum_{x<n\leq 2x}\textbf{1}_{\mathbb{P}}(n+h_{i_{1}})\cdots\textbf{1}_{\mathbb{P}}(n+h_{i_{m+1}})w_{n}$, where $(h_{i_{1}},...,h_{i_{m+1}})$ is any $(m+1)$-tuple of elements in the admissible set…
We provide a new hybrid estimation of single exponential sums, combining Van der Corput, Huxley and Bourgain's result. We also focus on primes in short intervals $(x-x^{\alpha},x]$ under the assumption of the existence of exceptional…
We construct a new tail bound for the sum of independent random variables for situations in which the expected value of the sum is known and each random variable lies within a specified interval, which may be different for each variable.…
The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…
We address the problem of producing a lower bound for the mean of a discrete probability distribution, with known support over a finite set of real numbers, from an iid sample of that distribution. Up to a constant, this is equivalent to…
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…
In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative…
The aim of this paper is to construct a new expansion of $(1+1/x)^x$ related to Carleman's inequality. Our results extend some results of Yang [Approximations for constant e and their applications J. Math. Anal. Appl. 262 (2001) 651-659].
In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13-30], several inequalities for tail probabilities of sums M_n=X_1+... +X_n of bounded independent random variables X_j were proved. These inequalities had a…
Hanson-Wright inequality provides a powerful tool for bounding the norm $|\xi|$ of a centered stochastic vector $\xi$ with sub-gaussian behavior. This paper extends the bounds to the case when $\xi$ only has bounded exponential moments of…
We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…
We develop new tools leading, for each integer $n\ge 4$, to a significantly improved upper bound for the uniform exponent of rational approximation $\widehat{\lambda}_n(\xi)$ to successive powers $1,\xi,\dots,\xi^n$ of a given real…
In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…
We prove some extensions of Andrews inequality.
We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.
A 2022 paper arXiv:2009.10305v4 introduced the notion of true positive and negative skewness for continuous random variables via Fr\'echet $p$-means. In this work, we find novel criteria for true skewness, establish true skewness for the…
We obtain some new results concerning the small deviation problem for $S=\sum_n q^n X_n$ and $M=\sup_n q^n X_n$, where $0<q<1$ and $(X_n)$ are i.i.d. non-negative random variables. In particular, the asymptotics is shown to be the same for…
We propose several exponential inequalities for self-normalized martingales similar to those established by De la Pe\~{n}a. The keystone is the introduction of a new notion of random variable heavy on left or right. Applications associated…