Related papers: Restricted Khinchine inequality
This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…
We derive in this article the {\it lower} bound for tail of distribution for the random variables (r.v.) through a lower estimate for its moment generating functions (MGF).
We obtain new proofs with improved constants of the Khintchine-type inequality with matrix coefficients in two cases. The first case is the Pisier and Lust-Piquard noncommutative Khintchine inequality for $p=1$, where we obtain the sharp…
Given lacunary sequence of integers, $n_k$, $n_{k+1}/n_k>\lambda>1$, we define a new sequence $\{m_k\}$ formed by all possible $l$-wise sums $\pm n_{k_1}\pm n_{k_2}\pm \ldots\pm n_{k_l}$. We prove if $\lambda>\lambda_l$, then any series…
We prove a new general Poincar\'e-type inequality for differential forms on compact Riemannian manifolds with nonempty boundary. When the boundary is isometrically immersed in Euclidean space, we derive a new inequality involving mean and…
The contraction inequality for Rademacher averages is extended to Lipschitz functions with vector-valued domains, and it is also shown that in the bounding expression the Rademacher variables can be replaced by arbitrary iid symmetric and…
In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically…
A well-known longstanding conjecture on the supremum of the tails of normalized sums of independent Rademacher random variables is disproved. A related conjecture, also recently disproved, is discussed.
We present necessary and sufficient conditions on systems of random variables for them to possess a lacunary subsystem equivalent in distribution to the Rademacher system on the segment [0,1]. In particular, every uniformly bounded…
In this paper, a simplified second-order Gaussian Poincar\'e inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is based on a new bound for the Kolmogorov distance between a…
We extend a general Bernstein-type maximal inequality of Kevei and Mason (2011) for sums of random variables.
We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean…
This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…
In this paper, we prove a new Heintze-Karcher type inequality for shifted mean convex hypersurfaces in hyperbolic space. As applications, we prove an Alexandrov type theorem for closed embedded hypersurfaces with constant shifted $k$th mean…
We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.
In this paper, we study tail inequalities of the largest eigenvalue of a matrix infinitely divisible (i.d.) series, which is a finite sum of fixed matrices weighted by i.d. random variables. We obtain several types of tail inequalities,…
In this paper, we prove a generalization of Reilly's formula in \cite{Reilly}. We apply such general Reilly's formula to give alternative proofs of the Alexandrov's Theorem and the Heintze-Karcher inequality in the hemisphere and in the…
The Duffin--Schaeffer Conjecture answers a question on how well one can approximate irrationals by rational numbers in reduced form (an imposed condition) where the accuracy of the approximation depends on the rational number. It can be…
We establish a sharp moment comparison inequality between an arbitrary negative moment and the second moment for sums of independent uniform random variables, which extends Ball's cube slicing inequality.
The Hanson-Wright inequality is an upper bound for tails of real quadratic forms in independent random variables. In this work, we extend the Hanson-Wright inequality for the Ky Fan k-norm for the polynomial function of the quadratic sum of…