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In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing…

Probability · Mathematics 2009-02-04 Florence Merlevède , Magda Peligrad , Emmanuel Rio

We discuss isoperimetric inequalities for convex sets. These include the classical isoperimetric inequality and that of Brunn-Minkowski, Blaschke-Santalo, Busemann-Petty and their various extensions. We show that many such inequalities…

Metric Geometry · Mathematics 2016-07-05 Grigoris Paouris , Peter Pivovarov

Transcendental holomorphic Morse inequalities aim at characterizing the positivity of transcendental cohomology classes of type $(1,1)$. In this paper, we prove a weak version of Demailly's conjecture on transcendental Morse inequalities on…

Complex Variables · Mathematics 2014-08-12 Jian Xiao

We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…

Probability · Mathematics 2025-04-14 Radosław Adamczak , Ioannis Kavvadias

This work studies applications and generalizations of a simple estimation technique that provides exponential concentration under heavy-tailed distributions, assuming only bounded low-order moments. We show that the technique can be used…

Machine Learning · Computer Science 2016-04-19 Daniel Hsu , Sivan Sabato

In this paper, we obtain a $p$-th moment bound for the suprema of a log-concave-tailed nonhomogeneous chaos process, which is optimal in some special cases. A crucial ingredient of the proof is a novel decoupling inequality, which may be of…

Probability · Mathematics 2024-05-14 Guozheng Dai , Zhonggen Su , Vladimir Ulyanov , Hanchao Wang

We prove a sharp quantitative version of recent Faber-Krahn inequalities for the continuous Wavelet transforms associated to a certain family of Cauchy wavelet windows . Our results are uniform on the parameters of the family of Cauchy…

Functional Analysis · Mathematics 2024-11-26 Jaime Gómez , David Kalaj , Petar Melentijević , João P. G. Ramos

This paper provides a connection between the concentration of a random variable and the distribution of the roots of its probability generating function. Let $X$ be a random variable taking values in $\{0,\ldots,n\}$ with $\mathbb{P}(X =…

Probability · Mathematics 2022-10-10 Marcus Michelen , Julian Sahasrabudhe

Some q-analysis variants of Hardy type inequalities of the form \int_0^b (x^{\alpha-1} \int_0^x t^{-\alpha} f(t) d_qt)^p d_qx \leq C \int_0^b f^p(t) d_qt with sharp constant C are proved and discussed. A similar result with the…

Classical Analysis and ODEs · Mathematics 2014-03-26 Lech Maligranda , Ryskul Oinarov , Lars-Erik Persson

We describe a general method to obtain weak subconvexity bounds for many classes of $L$-functions. This has applications to a conjecture of Rudnick and Sarnak for the mass equidistribution of Hecke eigenforms (see arxiv.org:math/0809.1636).

Number Theory · Mathematics 2008-09-10 K. Soundararajan

New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The…

Statistics Theory · Mathematics 2022-04-26 Stéphane Lhaut , Anne Sabourin , Johan Segers

We establish a new concentration result for regularized risk minimizers which is similar to an oracle inequality. Applying this inequality to regularized least squares minimizers like least squares support vector machines, we show that…

Statistics Theory · Mathematics 2007-06-13 Ingo Steinwart , Don Hush , Clint Scovel

We study the additive functional $X_n(\alpha)$ on conditioned Galton-Watson trees given, for arbitrary complex $\alpha$, by summing the $\alpha$th power of all subtree sizes. Allowing complex $\alpha$ is advantageous, even for the study of…

Probability · Mathematics 2021-04-08 James Allen Fill , Svante Janson

We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large numbers including some of those due to Kolmogorov [1930],…

Probability · Mathematics 2025-11-04 Johannes Ruf , Ian Waudby-Smith

We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson…

Probability · Mathematics 2018-04-18 Ankit Garg , Yin Tat Lee , Zhao Song , Nikhil Srivastava

While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…

Probability · Mathematics 2014-10-23 Johannes Lederer , Sara van de Geer

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

We consider closure properties in the class of positively decreasing distributions. Our results stem from different types of dependence, but each type belongs in the family of asymptotically independent dependence structure. Namely we…

This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian…

Probability · Mathematics 2015-03-24 Kevin Tanguy

We present a multi-variable extension of Rubio de Francia's restricted weak-type extrapolation theory that does not involve Rubio de Francia's iteration algorithm; instead, we rely on the following Sawyer-type inequality for the weighted…

Functional Analysis · Mathematics 2024-04-16 Eduard Roure Perdices