Related papers: Bernstein type inequalities for self-normalized ma…
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…
Using changes of probability measure developed by \mbox{Grama} and Haeusler (Stochastic Process.\ Appl., 2000), we obtain two generalizations of the deviation inequalities of Lanzinger and Stadtm\"{u}ller (Stochastic Process.\ Appl., 2000)…
A recent approach to the Beck-Fiala conjecture, a fundamental problem in combinatorics, has been to understand when random integer matrices have constant discrepancy. We give a complete answer to this question for two natural models:…
Using the renewal approach we prove Bernstein-like inequalities for additive functionals of geometrically ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The coefficient in the…
We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like…
In a smooth semiparametric estimation problem, the marginal posterior for the parameter of interest is expected to be asymptotically normal and satisfy frequentist criteria of optimality if the model is endowed with a suitable prior. It is…
Bernoulli type inequalities for functions of logarithmic type are given. These functions include, in particular, Gaussian hypergeometric functions in the zero-balanced case $F(a,b;a+b;x)\,.$
This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…
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 study moment and concentration inequalities for the spectral norm of sums of dependent random matrices. We establish novel Rosenthal-Burkholder inequalities for discrete-time matrix local martingales,…
We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.
We show that recent multivariate generalizations of the Araki-Lieb-Thirring inequality and the Golden-Thompson inequality [Sutter, Berta, and Tomamichel, Comm. Math. Phys. (2016)] for Schatten norms hold more generally for all unitarily…
In the paper, the authors establish an inequality involving exponential functions and sums, introduce a ratio of many gamma functions, discuss properties, including monotonicity, logarithmic convexity, (logarithmically) complete…
Well-known subadditivity results for positive operators (of Brown-Kosaki and Rotfeld/Ando-Zhan types) are extended to Hermitian and normal ones. Applications to Cartesian decomposition and block-matrices are given.
A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…
Our aim in this paper is to show some new inequalities for Mathieu's type series and Riemann zeta function. In particular, some Tur\'an type inequalities, some monotonicity and log-convexity results for these special functions are given.…
This paper is the Part II of a serious work about T product tensors focusing at establishing new probability bounds for sums of random, independent, T product tensors. These probability bounds characterize large deviation behavior of the…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
The study of self-normalized processes plays a crucial role in a wide range of applications, from sequential decision-making to econometrics. While the behavior of self-normalized concentration has been widely investigated for scalar-valued…