Related papers: Upper tails for arithmetic progressions in random …
In this paper we study random graphs with independent and identically distributed degrees of which the tail of the distribution function is regularly varying with exponent $\tau\in (2,3)$. The number of edges between two arbitrary nodes,…
In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…
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…
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…
We consider the large deviations at the order of the variance for the central value of a family of $L$-functions among the members with bounded discriminant. When there is an upper bound on an integer moment of the central value twisted by…
We obtain some new upper bounds on the maximum number $f(n)$ of edges in $n$-vertex graphs without containing cycles of length four. This leads to an asymptotically optimal bound on $f(n)$ for a broad range of integers $n$ as well as a…
In this paper, we prove exponential tail bounds for canonical (or degenerate) $U$-statistics and $U$-processes under exponential-type tail assumptions on the kernels. Most of the existing results in the relevant literature often assume…
We derive exponential bounds for tail of distribution for natural, i.e. under ordinary logarithm, normalized sums of arrays of random variables, not necessarily independent.
Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…
We study the almost surely finite random variable $S$ defined by the distributional fixed-point equation \[ S \stackrel{d}{=} 1 + \max\{US', (1-U)S''\}, \qquad U \sim \mathrm{Unif}(0,1), \] where $S'$ and $S''$ are independent copies of…
The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…
In many areas of interest, modern risk assessment requires estimation of the extremal behaviour of sums of random variables. We derive the first order upper-tail behaviour of the weighted sum of bivariate random variables under weak…
By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.
Recently, variants of many classical extremal theorems have been proved in the random environment. We, complementing existing results, extend the Erd\H{o}s-Gallai Theorem in random graphs. In particular, we determine, up to a constant…
Despite the successes of probabilistic models based on passing noise through neural networks, recent work has identified that such methods often fail to capture tail behavior accurately, unless the tails of the base distribution are…
We consider a class of strongly edge-reinforced random walks, where the corresponding reinforcement weight function is nondecreasing. It is known, from Limic and Tarr\`{e}s [Ann. Probab. (2007), to appear], that the attracting edge emerges…
This paper examines bounds on upper tails for cycle counts in $G_{n,p}$. For a fixed graph $H$ define $\xi_H= \xi_H^{n,p}$ to be the number of copies of $H$ in $G_{n,p}$. It is a much studied and surprisingly difficult problem to understand…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
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…
Let $\eta_1$, $\eta_2,\ldots$ be independent copies of a random variable $\eta$ with zero mean and finite variance which is bounded from the right, that is, $\eta\leq b$ almost surely for some $b>0$. Considering different types of the…