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We derive simple but nearly tight upper and lower bounds for the binomial lower tail probability (with straightforward generalization to the upper tail probability) that apply to the whole parameter regime. These bounds are easy to compute…

Probability · Mathematics 2022-11-04 Huangjun Zhu , Zihao Li , Masahito Hayashi

We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials

Probability · Mathematics 2016-08-26 Yuri Kifer , S. R. S. Varadhan

While useful probability bounds for $n$ pairwise independent Bernoulli random variables adding up to at least an integer $k$ have been proposed in the literature, none of these bounds are tight in general. In this paper, we provide several…

Optimization and Control · Mathematics 2022-11-24 Arjun Ramachandra , Karthik Natarajan

In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…

Optimization and Control · Mathematics 2022-11-24 Divya Padmanabhan , Selin Damla Ahipasaoglu , Arjun Ramachandra , Karthik Natarajan

Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.

Probability · Mathematics 2022-08-15 Iosif Pinelis

We provide finite sample upper and lower bounds on the Binomial tail probability which are a direct application of Sanov's theorem. We then use these to obtain high probability upper and lower bounds on the minimum of i.i.d. Binomial random…

Probability · Mathematics 2025-02-27 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

For an integral convex polytope $\mathcal{P} \subset \mathbb{R}^d$, we recall $L_\mathcal{P}(n)=|n\mathcal{P} \cap \mathbb{Z}^d|$ the Ehrhart polynomial of $\mathcal{P}$. Let $g_r(\mathcal{P})$ be the $r$th coefficients of…

Combinatorics · Mathematics 2020-09-08 Akiyoshi Tsuchiya

In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically…

Statistics Theory · Mathematics 2019-02-11 Yaonan Jin , Yingkai Li , Yining Wang , Yuan Zhou

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

Probability · Mathematics 2017-12-07 Christos Pelekis

We prove a quantitative version of the bound on the smallest singular value of a Bernoulli covariance matrix (due to Bai and Yin). Then we use this bound, together with several recent developments, to show that the distance from a random…

Functional Analysis · Mathematics 2007-08-14 Shiri Artstein-Avidan , Omer Friedland , Vitali Milman , Sasha Sodin

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

Machine Learning · Computer Science 2013-11-12 Spencer Greenberg , Mehryar Mohri

We re-examine a lower-tail upper bound for the random variable $$X=\prod_{i=1}^{\infty}\min\left\{\sum_{k=1}^iE_k,1\right\},$$ where $E_1,E_2,\ldots\stackrel{iid}\sim\text{Exp}(1)$. This bound has found use in root-finding and seed-finding…

Probability · Mathematics 2019-05-21 Sam Justice , N. D. Shyamalkumar

We provide a lower bound on the probability that a binomial random variable is exceeding its mean. Our proof employs estimates on the mean absolute deviation and the tail conditional expectation of binomial random variables.

Probability · Mathematics 2016-04-22 Christos Pelekis , Jan Ramon

We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…

Probability · Mathematics 2010-04-13 Vladimir Nikulin

We derive upper bounds for probabilities of the form $P(g(\mathbf{X})\geq t)$ using the southwest boundary (recently introduced in our previous work) $\partial_{\mathrm{SW}} Q(g^{-1}[t,\infty))$, where $Q$ is a reflection to the first…

Probability · Mathematics 2026-04-27 Stephen Jordan Harrison

In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…

Probability · Mathematics 2023-11-28 Nikola Zlatanov

We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…

Probability · Mathematics 2015-06-30 Omar Boukhadra , Takashi Kumagai , Pierre Mathieu

We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.

Probability · Mathematics 2017-09-26 Svante Janson

Given a polynomial P in several variables over an algebraically closed field, we show that except in some special cases that we fully describe, if one coefficient is allowed to vary, then the polynomial is irreducible for all but at most…

Number Theory · Mathematics 2007-05-23 Arnaud Bodin , Pierre Dèbes , Salah Najib

It is shown that functions defined on $\{0,1,...,r-1\}^n$ satisfying certain conditions of bounded differences that guarantee sub-Gaussian tail behavior also satisfy a much stronger ``local'' sub-Gaussian property. For self-bounding and…

Probability · Mathematics 2008-01-03 Luc Devroye , Gábor Lugosi
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