Related papers: Dzhaparidze-van Zanten type inequalities for self-…

In this paper, we extend the framework of Brezis--Van Schaftingen--Yung type inequalities in metric measure spaces by exploring several novel directions. First, we establish finite difference characterizations and fractional Sobolev-type…

We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…

We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…

We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…

We answer some questions related to multiplicity formulas by Rosenthal and Zelevinsky and by Lakshmibai and Weyman for points on Schubert varieties in Grassmannians. In particular, we give combinatorial interpretations in terms of…

In this paper, we present a minimal formalism for Stein operators which leads to different probabilistic representations of solutions to Stein equations. These in turn provide a wide family of Stein-Covariance identities which we put to use…

Random Ising systems on a general hierarchical lattice with both, random fields and random bonds, are considered. Rigorous inequalities between eigenvalues of the Jacobian renormalization matrix at the pure fixed point are obtained. These…

We characterize the event of convergence of a local supermartingale. Conditions are given in terms of its predictable characteristics and quadratic variation. The notion of extended local integrability plays a key role. We then apply these…

Operator-valued concentration inequalities are foundational to the analysis of modern high-dimensional statistics and randomized algorithms. However, standard oracle bounds are frequently limited in practice: they require explicit a priori…

By using the conjugate distribution technique of Cram\'er, we obtain some expansions of large deviation probabilities for martingales with differences satisfying the conditional Bernstein's condition. The expansions are of the same order as…

The more then hundred years old Bernstein inequality states that the supremum norm of the derivative of a trigonometric polynomial of fixed degree can be bounded from above by supremum norm of the polynomial itself. The reversed Bernstein…

This note contains some estimates for tail spaces on Hamming cube. We use analytic paraproduct operator for that purpose. We also show several types of Bernstein--Markov inequalities for Banach space valued functions on Hamming cube. Here…

Motivated by the problem of the existence of bounds on degrees and orders in checking primality of radical (partial) differential ideals, the nonstandard methods of van den Dries and Schmidt ["Bounds in the theory of polynomial rings over…

In this work, we try to build a theory for random double tensor integrals (DTI). We begin with the definition of DTI and discuss how randomness structure is built upon DTI. Then, the tail bound of the unitarily invariant norm for the random…

In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13-30], several inequalities for tail probabilities of sums M_n=X_1+... +X_n of bounded independent random variables X_j were proved. These inequalities had a…

We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…

Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

Let $P$ be a polynomial of degree $d$ in independent Bernoulli random variables which has zero mean and unit variance. The Bonami hypercontractivity bound implies that the probability that $|P| > t$ decays exponentially in $t^{2/d}$.…

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…

Asymptotically sharp Bernstein- and Markov-type inequalities are established for rational functions on $C^2$ smooth Jordan curves and arcs. The results are formulated in terms of the normal derivatives of certain Green's functions with…