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In this note the Chernoff Theorem is used to approximate evolution semigroups constructed by the procedure of subordination. The considered semigroups are subordinate to some original, unknown explicitly but already approximated by the same…

Probability · Mathematics 2021-03-16 Yana A. Butko

By combining the Minkowski inequality and the quantum Chernoff bound, we derive easy-to-compute upper bounds for the error probability affecting the optimal discrimination of Gaussian states. In particular, these bounds are useful when the…

Quantum Physics · Physics 2008-07-27 Stefano Pirandola , Seth Lloyd

Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semi-algebraic subsets of the parameter space. We consider large sample asymptotics for the…

Statistics Theory · Mathematics 2009-04-03 Mathias Drton

Chernoff bound is a fundamental tool in theoretical computer science. It has been extensively used in randomized algorithm design and stochastic type analysis. Discrepancy theory, which deals with finding a bi-coloring of a set system such…

Probability · Mathematics 2022-07-15 Zhao Song , Ruizhe Zhang

New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…

Information Theory · Computer Science 2015-04-14 Igal Sason

This paper provides a finite sample bound for the error term in the Edgeworth expansion for a sum of independent, potentially discrete, nonlattice random vectors, using a uniform-in-$P$ version of the weaker Cram\'{e}r condition in Angst…

Statistics Theory · Mathematics 2019-08-14 Kyungchul Song

We consider the deviation inequalities for the sums of independent $d$ by $d$ random matrices, as well as rank one random tensors. Our focus is on the non-isotropic case and the bounds that do not depend explicitly on the dimension $d$, but…

Probability · Mathematics 2022-05-27 Nikita Zhivotovskiy

The classical Chernoff's theorem is a statement about discrete-time approximations of semigroups, where the approximations are consturcted as products of time-dependent contraction operators strongly differentiable at zero. We generalize…

Functional Analysis · Mathematics 2011-01-19 Evelina Shamarova

Tensors decompositions are a class of tools for analysing datasets of high dimensionality and variety in a natural manner, with the Canonical Polyadic Decomposition (CPD) being a main pillar. While the notion of CPD is closely intertwined…

Signal Processing · Electrical Eng. & Systems 2019-11-15 Giuseppe G. Calvi , Bruno Scalzo Dees , Danilo P. Mandic

We propose a new approach for deriving probabilistic inequalities based on bounding likelihood ratios. We demonstrate that this approach is more general and powerful than the classical method frequently used for deriving concentration…

Probability · Mathematics 2013-11-21 Xinjia Chen

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

Probability · Mathematics 2013-05-06 Daniel Paulin , Lester Mackey , Joel A. Tropp

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

Probability · Mathematics 2016-08-03 Li-Xin Zhang

For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…

Statistics Theory · Mathematics 2019-11-14 Robert E. Gallagher , Louis J. M. Aslett , David Steinsaltz , Ryan R. Christ

In this paper we consider an orthonormal basis, generated by a tensor product of Fourier basis functions, half period cosine basis functions, and the Chebyshev basis functions. We deal with the approximation problem in high dimensions…

Numerical Analysis · Mathematics 2024-04-26 Daniel Potts , Pascal Schröter

This paper develops sharp bounds on moments of sums of k-wise independent bounded random variables, under constrained average variance. The result closes the problem addressed in part in the previous works of Schmidt et al. and Bellare,…

Probability · Mathematics 2022-09-07 Maciej Skorski

We prove the first Chernoff-Hoeffding bounds for general nonreversible finite-state Markov chains based on the standard L_1 (variation distance) mixing-time of the chain. Specifically, consider an ergodic Markov chain M and a weight…

Probability · Mathematics 2012-01-31 Kai-Min Chung , Henry Lam , Zhenming Liu , Michael Mitzenmacher

We consider the problem of discriminating two different quantum states in the setting of asymptotically many copies, and determine the optimal strategy that minimizes the total probability of error. This leads to the identification of the…

Quantum Physics · Physics 2007-05-23 K. M. R. Audenaert , J. Calsamiglia , Ll. Masanes , R. Munoz-Tapia , A. Acin , E. Bagan , F. Verstraete

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

Various lower bounds are established for the entropy of sums, products and their combinations. First, we derive a prime-field analogue of a version of the entropy power inequality established by Tao over torsion-free groups. Next, we prove…

Combinatorics · Mathematics 2026-04-30 Lampros Gavalakis , Marcel K. Goh , Ioannis Kontoyiannis

Based on the Chernoff approximation, we provide a general approximation result for convex monotone semigroups which are continuous w.r.t. the mixed topology on suitable spaces of continuous functions. Starting with a family $(I(t))_{t\geq…

Probability · Mathematics 2024-10-29 Jonas Blessing , Michael Kupper