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Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…

Optimization and Control · Mathematics 2020-10-16 Ernst Roos , Ruud Brekelmans , Wouter van Eekelen , Dick den Hertog , Johan van Leeuwaarden

This is Part II of our work about random tensor inequalities and tail bounds for bivariate random tensor means. After reviewing basic facts about random tensors, we first consider tail bounds with more general connection functions. Then, a…

Probability · Mathematics 2023-05-08 Shih-Yu Chang

This paper introduces a distribution-dependent PAC-Chernoff bound that exhibits perfect tightness for interpolators, even within over-parameterized model classes. This bound, which relies on basic principles of Large Deviation Theory,…

Machine Learning · Computer Science 2025-02-11 Andrés R. Masegosa , Luis A. Ortega

This work is devoted to explore fundamental aspects of the spectral properties of few-body general operators. We first consider the following question: when we know the probability distributions of a set of observables, what can we way on…

Quantum Physics · Physics 2016-12-21 Tomotaka Kuwahara

We present new scalar and matrix Chernoff-style concentration bounds for a broad class of probability distributions over the binary hypercube $\{0,1\}^n$. Motivated by recent tools developed for the study of mixing times of Markov chains on…

Discrete Mathematics · Computer Science 2022-01-07 Tali Kaufman , Rasmus Kyng , Federico Soldá

We study the relative entropy of the empirical probability vector with respect to the true probability vector in multinomial sampling of $k$ categories, which, when multiplied by sample size $n$, is also the log-likelihood ratio statistic.…

Statistics Theory · Mathematics 2022-12-06 F. Richard Guo , Thomas S. Richardson

In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding…

Statistics Theory · Mathematics 2019-08-20 Xinjia Chen

The T product operation between two three order tensors was invented around 2011 and it arises from many applications, such as signal processing, image feature extraction, machine learning, computer vision, and the multiview clustering…

Functional Analysis · Mathematics 2021-08-11 Shih Yu Chang , Yimin Wei

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 study generalisations of a simple, combinatorial proof of a Chernoff bound similar to the one by Impagliazzo and Kabanets (RANDOM, 2010). In particular, we prove a randomized version of the hitting property of expander random walks and…

Discrete Mathematics · Computer Science 2015-01-16 Jan Hązła , Thomas Holenstein

We derive in this article the {\it lower} bound for tail of distribution for the random variables (r.v.) through a lower estimate for its moment generating functions (MGF).

Probability · Mathematics 2017-11-21 E. Ostrovsky , L. Sirota

Shearer's inequality bounds the sum of joint entropies of random variables in terms of the total joint entropy. We give another lower bound for the same sum in terms of the individual entropies when the variables are functions of…

Probability · Mathematics 2021-03-23 Endre Csóka , Viktor Harangi , Bálint Virág

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

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

We prove Chernoff style exponential concentration bounds for classical quantum soft covering generalising previous works which gave bounds only in expectation. Our first result is an exponential concentration bound for fully smooth…

Quantum Physics · Physics 2025-04-08 Pranab Sen

The Markov, Chebyshev, and Chernoff inequalities are some of the most widely used methods for bounding the tail probabilities of random variables. In all three cases, the bounds are tight in the sense that there exists easy examples where…

Probability · Mathematics 2018-03-20 Mark Huber

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

The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…

Information Theory · Computer Science 2013-04-30 Igal Sason

Many management decisions involve accumulated random realizations for which only the first and second moments of their distribution are available. The sharp Chebyshev-type bound for the tail probability and Scarf bound for the expected loss…

Econometrics · Economics 2025-05-15 Zhaolin Li , Artem Prokhorov

We utilize operational methods to generalize the Chernoff inequality and prove a new result that relates the moment bound to strictly absolute monotonic functions. We show that the Chernoff bound is part of a continuum of probability…

Probability · Mathematics 2019-11-12 Roy S. Freedman