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We prove a Chernoff-like large deviation bound on the sum of non-independent random variables that have the following dependence structure. The variables $Y_1,...,Y_r$ are arbitrary Boolean functions of independent random variables…

Discrete Mathematics · Computer Science 2022-03-30 Dmytro Gavinsky , Shachar Lovett , Michael Saks , Srikanth Srinivasan

We develop a nonparametric extension of the sequential generalized likelihood ratio (GLR) test and corresponding time-uniform confidence sequences for the mean of a univariate distribution. By utilizing a geometric interpretation of the GLR…

Statistics Theory · Mathematics 2021-05-17 Jaehyeok Shin , Aaditya Ramdas , Alessandro Rinaldo

A device-independent randomness expansion protocol aims to take an initial random string and generate a longer one, where the security of the protocol does not rely on knowing the inner workings of the devices used to run it. In order to do…

Quantum Physics · Physics 2026-01-06 Rutvij Bhavsar , Sammy Ragy , Roger Colbeck

Matrix models are a highly successful framework for the analytic study of random two dimensional surfaces with applications to quantum gravity in two dimensions, string theory, conformal field theory, statistical physics in random geometry,…

Mathematical Physics · Physics 2012-09-17 Razvan Gurau

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

Information Theory · Computer Science 2019-04-18 Jingbo Liu , Mohammad H. Yassaee , Sergio Verdú

Three-dimensional random tensor models are a natural generalization of the celebrated matrix models. The associated tensor graphs, or 3D maps, can be classified with respect to a particular integer or half-integer, the degree of the…

Combinatorics · Mathematics 2015-05-07 Eric Fusy , Adrian Tanasa

Derandomization of Chernoff bound with union bound is already proven in many papers. We here give another explicit version of it that obtains a construction of size that is arbitrary close to the probabilistic nonconstructive size. We apply…

Discrete Mathematics · Computer Science 2016-08-05 Nader H. Bshouty

We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certain case; other bounds…

Probability · Mathematics 2015-07-13 Xiequan Fan , Ion Grama , Quansheng Liu

We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…

Probability · Mathematics 2015-02-05 F. Götze , A. Reshetenko

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…

Probability · Mathematics 2007-05-23 Vidmantas Bentkus

We consider a multivariate distributional recursion of sum-type as arising in the probabilistic analysis of algorithms and random trees. We prove an upper tail bound for the solution using Chernoff's bounding technique by estimating the…

Probability · Mathematics 2011-06-21 Goetz Olaf Munsonius

We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…

Probability · Mathematics 2015-09-02 Christos Pelekis , Jan Ramon , Yuyi Wang

Complementarity relations between various characterizations of a probability distribution are at the core of information theory. In particular, lower and upper bounds for the entropic function are of great importance. In applied topics, we…

Quantum Physics · Physics 2022-09-07 Alexey E. Rastegin

In our recent research endeavors, we have delved into the realm of tail bounds problems concerning bivariate random tensor means. In this context, tensors are treated as finite-dimensional operators. However, the longstanding challenge of…

Probability · Mathematics 2023-08-15 Shih-Yu Chang

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

Let $X$ be a $n\times p$ matrix with coherence $\mu(X)=\max_{j\neq j'} |X_j^tX_{j'}|$. We present a simplified and improved study of the quasi-isometry property for most submatrices of $X$ obtained by uniform column sampling. Our results…

Probability · Mathematics 2012-03-21 Stéphane Chrétien , Sébastien Darses

We describe a framework for bounding extreme values of quantities on global attractors of differential dynamical systems. A global attractor is the minimal set that attracts all bounded sets; it contains all forward-time limit points. Our…

Dynamical Systems · Mathematics 2020-09-18 David Goluskin

In this paper, we study tail inequalities of the largest eigenvalue of a matrix infinitely divisible (i.d.) series, which is a finite sum of fixed matrices weighted by i.d. random variables. We obtain several types of tail inequalities,…

Information Theory · Computer Science 2022-05-31 Chao Zhang , Xianjie Gao , Min-Hsiu Hsieh , Hanyuan Hang , Dacheng Tao

In this paper, we present a technically simple method to establish upper bounds on the expected injective norm of real and complex random tensors. Our approach is somewhat analogous to the moment method in random matrix theory, and is based…

Probability · Mathematics 2026-03-03 Stephane Dartois , Benjamin McKenna

Edgeworth expansion provides higher-order corrections to the normal approximation for a probability distribution. The classical proof of Edgeworth expansion is via characteristic functions. As a powerful method for distributional…

Probability · Mathematics 2022-11-09 Xiao Fang , Song-Hao Liu