Related papers: Large deviation upper bounds for sums of positivel…

We provide a sharp lower bound on the $p$-norm of a sum of independent uniform random variables in terms of its variance when $0 < p < 1$. We address an analogous question for $p$-R\'enyi entropy for $p$ in the same range.

We build optimal exponential bounds for the probabilities of large deviations of sums \sum_{k=1}^nf(X_k) where (X_k) is a finite reversible Markov chain and f is an arbitrary bounded function. These bounds depend only on the stationary mean…

We provide a systematic approach to deal with the following problem. Let $X_1,\ldots,X_n$ be, possibly dependent, $[0,1]$-valued random variables. What is a sharp upper bound on the probability that their sum is significantly larger than…

We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of…

We study some notions of negative dependence of a sampling scheme that can be used to derive variance bounds for the corresponding estimator or discrepancy bounds for the underlying random point set that are at least as good as the…

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

We prove an upper bound for the exponential sum associated to a localized $k-$divisor function, i.e., the counting function of the number of ways to write a positive integer $n$ as a product of $k\ge 2$ positive integers, each of them…

The $k$-independence number of a graph $G$ is the maximum size of a set of vertices at pairwise distance greater than $k$. In this paper, for each positive integer $k$, we prove sharp upper bounds for the $k$-independence number in an…

Let $X_1,X_2,\ldots,X_n$ be independent random variables and $S_k=\sum_{i=1}^k X_i$. We show that for any constants $a_k$, \[ \Pr(\max_{1\leq k\leq n}||S_{k}|-a_{k}|>11t)\leq 30 \max_{1\leq k\leq n}\Pr(||S_{k}|-a_{k}|>t). \] We also discuss…

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 various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

For an array $\left\{X_{n,j}, \, 1 \leqslant j \leqslant k_{n}, n \geqslant 1 \right\}$ of random variables and a sequence $\{c_{n} \}$ of positive numbers, sufficient conditions are given under which, for all $\varepsilon > 0$,…

We describe, in the detection of multi-sample aligned sparse signals, the critical boundary separating detectable from nondetectable signals, and construct tests that achieve optimal detectability: penalized versions of the Berk-Jones and…

We present a new exponential inequality as a generalization of that of Sung \textit{et al.} \cite{sun2011} for $M$-acceptable random variables, and hence for extended negative ones. Our result is based on the simple real inequality $e^{x}…

The probability that the sum of independent, centered, identically distributed, heavy-tailed random variables achieves a very large value is asymptotically equal to the probability that there exists a single summand equalling that value. We…

We give an exponential upper bound on the probabilitywith which the denominator of the $n$th convergent in the regular continued fraction expansion stays away from the mean $\frac{n\pi^2}{12\log2}$. The exponential rate is best possible,…

In a recent paper the author obtained optimal bounds for the strong Gaussian approximation of sums of independent $\R^d$-valued random vectors with finite exponential moments. The results may be considered as generalizations of well-known…

We consider asymptotically stable scalar difference equations with unit-norm initial conditions. First, it is shown that the solution may happen to deviate far away from the equilibrium point at finite time instants prior to converging to…

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of random variables satisfying $\mathbb{E} \lvert X_{n} \rvert < \infty$ for all $n \geqslant 1$, a maximal inequality is established, and used to obtain strong law of large numbers for…

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…