Related papers: Improved Concentration Bounds for Gaussian Quadrat…
This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…
We establish improved bounds for bilinear forms with Kloosterman fractions of the form ${\sum\sum}_{m,n} \alpha_m \beta_n e(a\overline{m}/(bn))$ with $M<m\le 2M$, $N < n \le 2N$ and $(m,n)=1$. Our approach works directly with arbitrary…
Concentration properties of functionals of general Poisson processes are studied. Using a modified $\Phi$-Sobolev inequality a recursion scheme for moments is established, which is of independent interest. This is applied to derive moment…
In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…
We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high…
Let $X$ be an absolutely continuous random variable from the integrated Pearson family and assume that $X$ has finite moments of any order. Using some properties of the associated orthonormal polynomial system, we provide a class of…
We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…
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…
We derive a strengthened monotonicity inequality for quantum relative entropy by employing properties of $\alpha$-R\'{e}nyi relative entropy. We develop a unifying treatment towards the improvement of some quantum entropy inequalities. In…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
Let q^n be a continuous density function in n-dimensional Euclidean space. We think of q^n as the density function of some random sequence X^n with values in \BbbR^n. For I\subset[1,n], let X_I denote the collection of coordinates X_i, i\in…
We obtain an asymptotically sharp error bound in the classical Sudakov-Fernique comparison inequality for finite collections of gaussian random variables. Our proof is short and self-contained, and gives an easy alternative argument for the…
The matrix Markov inequality by Ahlswede was stated using the Loewner anti-order between positive definite matrices. Wang use this to derive several other Chebyshev and Chernoff-type inequalities (Hoeffding, Bernstein, empirical Bernstein)…
This paper presents a novel systematic methodology to obtain new simple and tight approximations, lower bounds, and upper bounds for the Gaussian Q-function, and functions thereof, in the form of a weighted sum of exponential functions.…
We extend Bobkov and Chistyakov's (2015) upper bounds on concentration functions of sums of independent random variables to a multivariate entropic setting. The approach is based on pointwise estimates on densities of sums of independent…
The general stability problem of truncations for a family of functions concentrating mass at the origin is described and a concrete example in the framework of entire optimizers for the fractional Hardy-Sobolev inequality is given. In this…
Under Poincar\'e-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…