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

We improve the known upper bound for short exponential sums and increase the range on which a sharp upper bound is known.

We study the probability of a real-valued stationary process to be positive on a large interval $[0,N]$. We show that if in some neighborhood of the origin the spectral measure of the process has density which is bounded away from zero and…

This note establishes that if a sequence $P_n, n=1,\ldots$ of probability measures converges in total variation to the limiting probability measure $P$, and $\sigma$-algebras $\mathbb{A}$ and $\mathbb{B}$ are conditionally independent given…

The upsilon distribution, the sum of independent chi random variates and a normal, is introduced. As a special case, the upsilon distribution includes Lecoutre's lambda-prime distribution. The upsilon distribution finds application in…

In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…

In this paper, we establish a new inequality tying together the effective length and the maximum correlation between the outputs of an arbitrary pair of Boolean functions which operate on two sequences of correlated random variables. We…

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

We consider a class of stationary processes exhibiting both long-range dependence and heavy tails. Separate limit theorems for sums and for extremes have been established recently in literature with novel objects appearing in the limits. In…

This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy the so called Levy property. We then give a connection…

Let $S_N$ be the sum of vector-valued functions defined on a finite Markov chain. An analogue of the Bernstein--Hoeffding inequality is derived for the probability of large deviations of $S_N$ and relates the probability to the spectral gap…

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

In this short note, we derive an upper-bound for the sum of two comparison functions, namely for the sum of a class K and an extended class K function. To the best of our knowledge, the relations derived in this note have not been…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

We consider the Dickman function $\Psi (x,y)$ in the limit when $\ln x/\ln y\to \infty $ and $\ln \ln x \ln y\to 0$. The asymptotic value is expressed in terms of the ratio of iterated loragithm of $x$ and $ln y$.

We establish finite-step probabilistic upper bounds on the contraction ratios $\rho_k = \Delta_{k+1}/\Delta_k$ for iterated Pearson correlation dynamics. Let $(P_k)_{k\ge 0}$ be the sequence generated by the Pearson update. Define $\Delta_k…

We give an upper bound on the number of perfect matchings in simple graphs with a given number of vertices and edges. We apply this result to give an upper bound on the number of 2-factors in a directed complete bipartite balanced graph on…

Fix a subset $I\subseteq \mathbb R_{>0}$ such that $\gamma=\inf\{ \sum_{i}n_ib_i-1>0 \mid n_i\in \mathbb Z_{\geq 0}, b_i\in I \}>0$. We give a explicit upper bound $\ell(\gamma)\in O(1/\gamma^2)$ as $\gamma\to 0$, such that for any smooth…

We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let…

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…