Related papers: Various New Inequalities for Beta Distributions
We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various…
New positivity bounds are derived for generalized (off-forward) parton distributions using the impact parameter representation. These inequalities are stable under the evolution to higher normalization points. The full set of inequalities…
Sums of independent, bounded random variables concentrate around their expectation approximately as well a Gaussian of the same variance. Well known results of this form include the Bernstein, Hoeffding, and Chernoff inequalities and many…
Alternative definitions are given of basic concepts of generalized thermostatistics. In particular, generalizations of Shannon's entropy, of the Boltzmann-Gibbs distribution, and of relative entropy are considered. Particular choices made…
We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal…
Herein we present one hundred inequalities culled from various corners of the probability, statistics, and combinatorics literature. We welcome new suggestions.
The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…
Brascamp-Lieb inequalities are entropy inequalities which have a dual formulation as generalized Young inequalities. In this work, we introduce a fully quantum version of this duality, relating quantum relative entropy inequalities to…
This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier Marin, Mengersen and Robert (2005) by studying new types of distributions, the multinomial, latent class and t distributions.…
We modify the classical Bernstein's inequality for the sums of independent centered random variables (r.v.) in the terms of relative tails or moments. We built also some examples in order to show the exactness of offered results.
The tails of the distribution of a mean zero, variance $\sigma^2$ random variable $Y$ satisfy concentration of measure inequalities of the form $\mathbb{P}(Y \ge t) \le \exp(-B(t))$ for $$ B(t)=\frac{t^2}{2( \sigma^2 + ct)} \quad \mbox{for…
In this paper, some new integral inequalities of Hermite-Hadamard type related to the s-geometrically convex functions are established and some applications to special means of positive real numbers are also given.
The relation between the boolean functions and Bell inequalities for qubits is analyzed. The connection between the maximal quantum violation of a Bell inequality and the nonlinearity of the corresponding boolean function is discussed. A…
This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…
This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then, we use market data to verify our model.
We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…
It is shown that Bell's counterfactuals admit joint quasiprobability distributions (i.e. joint distributions exist, but may not be non-negative). A necessary and sufficient condition for the existence among them of a true probability…
In this paper, we establish (presumably new type) integral inequalities for convex functions via the Hermite--Hadamard's inequalities. As applications, we apply these new inequalities to construct inequalities involving special means of…
We introduce the Zeta Tail(a) probability distribution as a new model for random damage-event counts in risk analysis. Although readily motivated as an analogue of the Geometric(p) distribution, Zeta Tail(a) has received little attention in…
Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…