Related papers: Scalar and Matrix Chernoff Bounds from $\ell_{\inf…

We study the empirical spectral distribution (ESD) for complex n x n matrix polynomials of degree k. We obtain exact formulae for the almost sure limit of the ESD in two distinct scenarios: (1) n -> \infty with k constant and (2) k ->…

We introduce families of jointly symmetric, binary distributions that are generated over directed star graphs whose nodes represent variables and whose edges indicate positive dependences. The families are parametrized in terms of a single…

We propose a general theorem providing upper bounds for the risk of an empirical risk minimizer (ERM).We essentially focus on the binary classification framework. We extend Tsybakov's analysis of the risk of an ERM under margin type…

A vertex set $S$ is a generalized $k$-independent set if the induced subgraph $G[S]$ contains no tree on $k$ vertices. The generalized $k$-independence number $\alpha_k(G)$ is the maximum size of such a set. For a tree $T$ with $n$…

Using the results on the $1/n$-expansion of the Verblunsky coefficients for a class of polynomials orthogonal on the unit circle with $n$ varying weight, we prove that the local eigenvalue statistic for unitary matrix models is independent…

Motivated by the Koml\'os conjecture in combinatorial discrepancy, we study the discrepancy of random matrices with $m$ rows and $n$ independent columns drawn from a bounded lattice random variable. It is known that for $n$ tending to…

A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…

We show an extension of Sanov's theorem on large deviations, controlling the tail probabilities of i.i.d. random variables with matching concentration and anti-concentration bounds. This result has a general scope, applies to samples of any…

We consider a vector of $N$ independent binary variables, each with a different probability of success. The distribution of the vector conditional on its sum is known as the conditional Bernoulli distribution. Assuming that $N$ goes to…

General Berry-Esseen bounds are developed for the exponential distribution using Stein's method. As an application, a sharp error term is obtained for Hora's result that the spectrum of the Bernoulli-Laplace Markov chain has an exponential…

We show that external randomization may enforce the convergence of test statistics to their limiting distributions in particular cases. This results in a sharper inference. Our approach is based on a central limit theorem for weighted sums.…

We investigate concentration properties of functions of random vectors with values in the discrete cube, satisfying the stochastic covering property (SCP) or the strong Rayleigh property (SRP). Our result for SCP measures include…

Graph independence (also known as $\epsilon$-independence or $\lambda$-independence) is a mixture of classical independence and free independence corresponding to graph products or groups and operator algebras. Using conjugation by certain…

We obtain distribution-free bounds for various fundamental quantities used in probability theory by solving optimization problems that search for extreme distributions among all distributions with the same mean and dispersion. These…

We prove a $pre$-$asymptotic$ bound on the total variation distance between the uniform distribution over two types of undirected graphs with $n$ nodes. One distribution places a prescribed number of $k_T$ triangles and $k_S$ edges not…

We show that if a strictly positive joint probability distribution for a set of binary random variables factors according to a tree, then vertex separation represents all and only the independence relations enclosed in the distribution. The…

Motivated by problems in insurance, our task is to predict finite upper bounds on a future draw from an unknown distribution $p$ over the set of natural numbers. We can only use past observations generated independently and identically…

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…