Related papers: Concentration for Poisson functionals: component c…

There has been substantial interest in estimating the value of a graph parameter, i.e., of a real-valued function defined on the set of finite graphs, by querying a randomly sampled substructure whose size is independent of the size of the…

The existence of extremal functions for the Sobolev trace inequalities is studied using the concentration compactness theorem. The conjectured extremal, the function of conformal factor, is considered and is proved to be an actual extremal…

This paper develops upper and lower bounds for the probability of Boolean functions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. We call this approach dissociation and give an…

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…

We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the…

In the context of interacting particle systems, we study the influence of the action of the semigroup on the concentration property of Lipschitz functions. As an application, this gives a new approach to estimate the relaxation speed to…

Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.

In this note we compare two measures of the complexity of a class $\mathcal F$ of Boolean functions studied in (unconditional) pseudorandomness: $\mathcal F$'s ability to distinguish between biased and uniform coins (the coin problem), and…

The extremal tail probabilities of moving sums in a marked Poisson random field is examined here. These sums are computed by adding up the weighted occurrences of events lying within a scanning set of fixed shape and size. Change of measure…

Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical…

This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…

Given an infinite family ${\mathcal G}$ of graphs and a monotone property ${\mathcal P}$, an (upper) threshold for ${\mathcal G}$ and ${\mathcal P}$ is a "fastest growing" function $p: \mathbb{N} \to [0,1]$ such that $\lim_{n \to \infty}…

This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

Let $X_1,\dots,X_n$ be independent nonnegative random variables (r.v.'s), with $S_n:=X_1+\dots+X_n$ and finite values of $s_i:=E X_i^2$ and $m_i:=E X_i>0$. Exact upper bounds on $E f(S_n)$ for all functions $f$ in a certain class…

The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…

Statistical inference for exponential-family models of random graphs with dependent edges is challenging. We stress the importance of additional structure and show that additional structure facilitates statistical inference. A simple…

We introduce a nonasymptotic framework for sub-Poisson distributions with moment generating function dominated by that of a Poisson distribution. At its core is a new notion of optimal sub-Poisson variance proxy, analogous to the variance…

Peccati, Sole, Taqqu, and Utzet recently combined Stein's method and Malliavin calculus to obtain a bound for the Wasserstein distance of a Poisson functional and a Gaussian random variable. Convergence in the Wasserstein distance always…