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

Following results of Kemperman and Pinelis, we show that if $X$ and $Y$ are real valued random variables such that $\mathbb{E}\left\vert Y\right\vert<\infty$ and for all non-decreasing convex $\varphi:\mathbb{R}\rightarrow [0,\infty)$,…

Let $S$ and $X$ be independent random variables, assuming values in the set of non-negative integers, and suppose further that both $\mathbb{E}(S)$ and $\mathbb{E}(X)$ are integers satisfying $\mathbb{E}(S)\ge \mathbb{E}(X)$. We establish a…

In this paper, based on the initiation of the notion of negatively associated random variables under nonlinear probability, a strong limit theorem for weighted sums of random variables within the same frame is achieved without assumptions…

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.…

We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of…

Let $p\geq 3$ be a prime and $n\geq 1$ be an integer. Let $K\subseteq {\mathbb{F}_p}$ denote a fixed subset with $0\in K$. Let $A\subseteq ({\mathbb{F}_p})^n$ be an arbitrary subset such that $$\{…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…

We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…

In this paper, we obtain two spectral upper bounds for the $k$-independence number of a graph which is is the maximum size of a set of vertices at pairwise distance greater than $k$. We construct graphs that attain equality for our first…

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

A collection of $n$ random events is said to be $(n - 1)$-wise independent if any $n - 1$ events among them are mutually independent. We characterise all probability measures with respect to which $n$ random events are $(n - 1)$-wise…

We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit…

Bruss's odds theorem \cite{Bruss1} addresses the problem of determining the optimal stopping time for sequences of independent indicator functions. In this note, we derive upper and lower bounds for the success probability under the optimal…

We derive an upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bounded by a small constant $\delta$. The bound is expressed in the uniform entropy integral of…

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…

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…

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…