Related papers: Large deviation upper bounds for sums of positivel…
We show that for every positive p, the L_p-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. random variables, whose moduli have a nondegenerate distribution with the p-norm one, is comparable to the…
We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and…
We give conditions under which a scalar random variable T can be coupled to a random scaling factor $\xi$ such that T and $\xi$T are rendered stochastically independent. A similar result is obtained for random measures. One consequence is a…
We consider exponential large deviations estimates for unbounded observables on uniformly expanding dynamical systems. We show that uniform expansion does not imply the existence of a rate function for unbounded observables no matter the…
Let $X$ be a smooth projective variety defined over a number field $K$. We give an upper bound for the generalized greatest common divisor of a point $x\in X$ with respect to an irreducible subvariety $Y\subseteq X$ also defined over $K$.…
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…
The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random…
Pinsker's widely used inequality upper-bounds the total variation distance $||P-Q||_1$ in terms of the Kullback-Leibler divergence $D(P||Q)$. Although in general a bound in the reverse direction is impossible, in many applications the…
We consider preferential attachment random graphs which may be obtained as follows: It starts with a single node. If a new node appears, it is linked by an edge to one or more existing node(s) with a probability proportional to function of…
Let $X$ be a random variable with distribution function $F,$ and $X_{1},X_{2},...,X_{n}$ are independent copies of $X.$ Consider the order statistics $X_{i:n},$ $i=1,2,...,n$ and denote $F_{i:n}(x)=P\{X_{i:n}\leq x\}.$ Using majorization…
In this short note we prove a maximal concentration lemma for sub-Gaussian random variables stating that for independent sub-Gaussian random variables we have \[P<(\max_{1\le i\le N}S_{i}>\epsilon>)…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
For r \ge 2, let X be the number of r-armed stars K_{1,r} in the binomial random graph G_{n,p}. We study the upper tail \Pr(X \ge (1+\epsilon)\E X), and establish exponential bounds which are best possible up to constant factors in the…
We describe general connections between intersective properties of sets in Abelian groups and positive exponential sums. In particular, given a set $A$ the maximal size of a set whose difference set avoids $A$ will be related to positive…
For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…
In this paper, we obtain an upper bound for the Gini mean difference based on mean, variance and correlation for the case when the variables are correlated. We also derive some closed-form expressions for the Gini mean difference when the…
We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
In this paper we give an improved upper bound, as compared to the one given in [3] for the number of extreme points of the convex set of all G-invariant probability measures on X*Y with given marginals of full support.
Motivated by metastability in the zero-range process, we consider i.i.d.\ random variables with values in $\N_0$ and Weibull-like (stretched exponential) law $\mathbb P(X_i =k) = c \exp( - k^\alpha)$, $\alpha \in (0,1)$. We condition on…