Related papers: Bernstein type inequalities for self-normalized ma…
Some inequalities for functions of bounded variation that provide reverses for the inequality between the integral mean and the p-norm are established. Applications related to the celebrated Landau inequality between the norms of the…
Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…
Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…
We report recent advances on noncommutative martingale inequalities associated with convex functions. These include noncommutative Burkholder-Gundy inequalities associated with convex functions due to the present authors and Dirksen and…
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, between the law of partial sums of martingale differences and thelimiting Gaussian distribution. More precisely, denoting by $P_{X}$ the law of…
Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…
In this paper we give new deviation inequalities of Bernstein's type for the partial sums of weakly dependent time series. The loss from the independent case is studied carefully. We give non mixing examples such that dynamical systems and…
Our aim is to extend some trigonometric inequalities to Bessel functions. Moreover, we extend the hyperbolic analogue of these trigonometric inequalities. As an application of these results we present a generalization of Cusa-type…
This paper extends various results related to the Gaussian product inequality (GPI) conjecture to the setting of disjoint principal minors of Wishart random matrices. This includes product-type inequalities for matrix-variate analogs of…
Due to the invalidation of the Gauss-Lucas type result for quaternionic polynomials, we first give in this paper an alternative proof of the Bernstein inequality in $L^{p} (1\leq p \leq+\infty)$ for slice regular polynomials by the Fej\'er…
We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…
In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…
The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…
Let $T$ be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry--Esseen type bounds for $T$ are obtained. The bounds are the best possible for many known statistics.…
We answer Totik's question on weighted Bernstein's inequalities showing that $$ \|T_n'\|_{L_p(\omega)} \le C(p,\omega)\, {n}\,\|T_n\|_{L_p(\omega)},\qquad 0<p\le \infty, $$ holds for all trigonometric polynomials $T_n$ and certain…
We derive sharp non - asymptotical Lebesgue - Riesz as well as Grand Lebesgue Space norm estimations for different norms of matrix martingales through these norms for the correspondent martingale differences and through the entropic…
This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely…
We give an exact formula for the Bellman function of the weak type of martingale transform. We also give the extremal functions (actually extremal sequences of functions). We find them using the precise form of the Bellman function. The…
Markovian growth-fragmentation processes introduced by Bertoin extend the pure fragmentation model by allowing the fragments to grow larger or smaller between dislocation events. What becomes of the known asymptotic behaviors of…
Olkin and Shepp (2005, J. Statist. Plann. Inference, vol. 130, pp. 351--358) presented a matrix form of Chernoff's inequality for Normal and Gamma (univariate) distributions. We extend and generalize this result, proving Poincare-type and…