Related papers: Probability inequalities and tail estimates for me…

We establish the one-to one bilateral interrelations between an asymptotic behavior for the tail of distributions for random variables and its great moments evaluation. Our results generalize the famous Richter's ones.

In the real world, the frequency of occurrence of objects is naturally skewed forming long-tail class distributions, which results in poor performance on the statistically rare classes. A promising solution is to mine tail-class examples to…

This paper consists of two halves. In the first half of the paper, we consider real-valued functions $f$ whose domain is the vertex set of a graph $G$ and that are Lipschitz with respect to the graph distance. By placing a uniform…

It is folklore that the sum of two $M$-ideals (semi $M$-ideals) is also an $M$-ideal (a semi $M$-ideal). Numerous authors have attempted to investigate such properties of subspaces. This article explores two important facets of…

We study statistical properties of the optimal value of the Sample Average Approximation. The focus is on the tail function of the absolute error induced by the Sample Average Approximation, deriving upper estimates of its outcomes…

Let $\G$ be any cocompact, discrete subgroup of $\pslr$. In this paper we find estimates for the predual and the uniform Banach space norms in the von Neumann algebras associated with the Berezin' s quantization of a compact Riemann surface…

Motivated by a bidimensional discrete-time risk model in insurance, we study the second-order asymptotics for two kinds of tail probabilities of the stochastic discounted value of aggregate net losses including two business lines. These are…

Freedman's inequality is a supermartingale counterpart to Bennett's inequality. This result shows that the tail probabilities of a supermartingale is controlled by the quadratic characteristic and a uniform upper bound for the…

We consider the class of quantum mechanical master equations defined on a generic Banach space, arising by projecting weakly perturbed one-parameter groups of isometries. We show that the possible semigroup approximations are far from…

Let $X(t),t\in R^d$ be a centered Gaussian random field with continuous trajectories and set $\xi_u(t)= X(f(u)t),t\in R^d$ with $f$ some positive function. Classical results establish the tail asymptotics of $P\{ \Gamma(\xi_u) > u\}$ as…

We establish inverse and direct theorems on best approximations in quasi-normed Abelian groups through bilateral Bernstein-Jackson inequalities with exact constants. Using integral representations for quasi-norms of functions $f$ in…

In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multi-marginal…

We introduce Banach algebras associated to twisted \'etale groupoids $(\mathcal{G},\mathcal{L})$ and to twisted inverse semigroup actions. This provides a unifying framework for numerous recent papers on $L^p$-operator algebras and the…

This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-like marginals share the same tail index. A multivariate…

A survey is given of some Chernoff type bounds for the tail probabilities P(X-EX > a) and P(X-EX < a) when X is a random variable that can be written as a sum of indicator variables that are either independent or negatively related. Most…

In this work we study certain invariant measures that can be associated to the time averaged observation of a broad class of dissipative semigroups via the notion of a generalized Banach limit. Consider an arbitrary complete separable…

We formulate a uniform tail bound for empirical processes indexed by a class of functions, in terms of the individual deviations of the functions rather than the worst-case deviation in the considered class. The tail bound is established by…

Let $T$ be the Student one- or two-sample $t$-, $F$-, or Welch statistic. Now release the underlying assumptions of normality, independence and identical distribution and consider a more general case where one only assumes that the vector…

We initiate the study of quadratic discrepancy for finite point sets on the Heisenberg group $\mathbb H^n$ with respect to upper Ahlfors regular probability measures. For a natural family of test sets given by left translations and…

In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…