Related papers: Probability inequalities and tail estimates for me…

We obtain the quite exact exponential bounds for tails of distributions of sums of Banach space valued random variables uniformly over the number of summands under natural for the Law of Iterated Logarithm (LIL) norming. We study especially…

We find the exact values for constants in bilateral Calderon-Stein-Weiss inequalities between tail (Marcinkiewicz) norm and weak Lebesgue (Lorentz) norm. Possible applications: Functional Analysis (for instance, interpolation of operators),…

Correcting for skewness can result in more accurate tail probability approximations in the central limit theorem for sums of independent random variables. In this paper, we extend the theory to sums of local statistics of independent random…

This article extends the framework of Bayesian inverse problems in infinite-dimensional parameter spaces, as advocated by Stuart (Acta Numer. 19:451--559, 2010) and others, to the case of a heavy-tailed prior measure in the family of stable…

The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…

Using a recently developed $\mathcal H$-calculus we propose a unified approach to the study of rational approximations of holomorphic semigroups on Banach spaces. We provide unified and simple proofs to a number of basic results on…

In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing…

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal…

There are many ways of measuring and modeling tail-dependence in random vectors: from the general framework of multivariate regular variation and the flexible class of max-stable vectors down to simple and concise summary measures like the…

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

We study the random variables (r.v.) with values in the so-called mixed (anisotropic) Lebesgue-Riesz spaces: formulate the sufficient conditions for belonging of the r.v. to these spaces, estimate the tail of norms distribution, especially…

We develop a general, functional calculus approach to approximation of $C_0$-semigroups on Banach spaces by bounded completely monotone functions of their generators. The approach comprises most of well-known approximation formulas, yields…

We investigate the right tail behavior of a certain class of GMC ratios, reminiscent of H\"older's inequality. We start with a heuristic argument to justify the optimal exponent in the tail estimate. Since Kahane's convexity inequality does…

This paper provides comprehensive simulation results on the finite sample properties of the Diebold-Mariano (DM) test by Diebold and Mariano (1995) and the model confidence set (MCS) testing procedure by Hansen et al. (2011) applied to the…

In recent years, tensors have been applied to different applications in science and engineering fields. In order to establish theory about tail bounds of the tensors summation behavior, this work extends previous work by considering the…

This note contains some estimates for tail spaces on Hamming cube. We use analytic paraproduct operator for that purpose. We also show several types of Bernstein--Markov inequalities for Banach space valued functions on Hamming cube. Here…

We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…

In this paper we focus on different -- global, semi-local and local -- versions of Hoffman type inequalities expressed in a variational form. In a first stage our analysis is developed for generic multifunctions between metric spaces and we…