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Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…

Probability · Mathematics 2017-11-06 Kai Krokowski , Christoph Thaele

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…

Probability · Mathematics 2023-12-25 Thomas Anton , Sutanuka Roy , Rabee Tourky

In this note we generalize the results of the recent work by Tom Bohman and Jacob Hofstad on the independence number in G(n, p) to the case of the random k-uniform hypergraph. Concentration in two values occurs in the regime…

Combinatorics · Mathematics 2026-01-01 Stepan Vakhrushev

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…

Statistics Theory · Mathematics 2019-12-10 Huiming Zhang , Xiaoxu Wu

We establish concentration inequalities in the class of ultra log-concave distributions. In particular, we show that ultra log-concave distributions satisfy Poisson concentration bounds. As an application, we derive concentration bounds for…

Probability · Mathematics 2021-10-04 Heshan Aravinda , Arnaud Marsiglietti , James Melbourne

We derive novel concentration inequalities for the operator norm of the sum of self-adjoint operators that do not explicitly depend on the underlying dimension of the operator, but rather an intrinsic notion of it. Our analysis leads to…

Statistics Theory · Mathematics 2026-02-17 Diego Martinez-Taboada , Aaditya Ramdas

Let $\mathbf{W}=(W_1,W_2,...,W_k)$ be a random vector with nonnegative coordinates having nonzero and finite variances. We prove concentration inequalities for $\mathbf{W}$ using size biased couplings that generalize the previous univariate…

Probability · Mathematics 2013-10-22 Subhankar Ghosh , Umit Islak

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

Probability · Mathematics 2021-06-09 Asaf Ferber , Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…

Probability · Mathematics 2024-08-12 Gilles Bonnet , Anna Gusakova

Our main contribution is a concentration inequality for the symmetric volume difference of a $ C^2 $ convex body with positive Gaussian curvature and a circumscribed random polytope with a restricted number of facets, for any probability…

Metric Geometry · Mathematics 2020-03-02 Steven Hoehner , Gil Kur

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

We show how to extend several basic concentration inequalities for simple random tensors $X = x_1 \otimes \cdots \otimes x_d$ where all $x_k$ are independent random vectors in $\mathbb{R}^n$ with independent coefficients. The new results…

Probability · Mathematics 2025-10-07 Roman Vershynin

We show that there exists $c>0$ such that any subset of $\{1, \dots, N\}$ of density at least $(\log\log{N})^{-c}$ contains a nontrivial progression of the form $x,x+y,x+y^2$. This is the first quantitatively effective version of the…

Number Theory · Mathematics 2022-01-10 Sarah Peluse , Sean Prendiville

In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…

Probability · Mathematics 2022-10-26 Pierre-Loïc Méliot , Ashkan Nikeghbali , Gabriele Visentin

Consider nonzero vectors $a_{1},\dots,a_{n}\in\mathbb{C}^{k}$, independent Rademacher random variables $\xi_{1},\dots,\xi_{n}$, and a set $S\subseteq\mathbb{C}^{k}$. What upper bounds can we prove on the probability that the random sum…

Combinatorics · Mathematics 2025-06-02 Alexandr Grebennikov , Matthew Kwan

We investigate concentration properties of functions of random vectors with values in the discrete cube, satisfying the stochastic covering property (SCP) or the strong Rayleigh property (SRP). Our result for SCP measures include…

Probability · Mathematics 2021-08-31 Radosław Adamczak , Bartłomiej Polaczyk

We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type…

Probability · Mathematics 2021-11-01 Rui-Ray Zhang

Let $\{X_{\alpha}\}$ be a family of random variables following a certain type of distributions with finite expectation $\mathbf{E}[X_{\alpha}]$ and finite variance ${\rm Var}(X_{\alpha})$, where $\alpha$ is a parameter. Motivated by the…

Probability · Mathematics 2024-04-04 Ze-Chun Hu , Renming Song , Yuan Tan

We derive sharp upper and lower bounds for the pointwise concentration function of the maximum statistic of $d$ identically distributed real-valued random variables. Our first main result places no restrictions either on the common marginal…

Statistics Theory · Mathematics 2025-08-04 Matias D. Cattaneo , Ricardo P. Masini , William G. Underwood