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This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…

Probability · Mathematics 2018-12-12 Pieter C. Allaart , Jose A. Islas

We develop a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities…

Probability · Mathematics 2025-12-18 Steven R. Howard , Aaditya Ramdas , Jon McAuliffe , Jasjeet Sekhon

We sharpen the moment comparison inequalities with sharp constants for sums of random vectors uniform on Euclidean spheres, providing a deficit term (optimal in high dimensions).

Probability · Mathematics 2026-03-05 Jacek Jakimiuk , Colin Tang , Tomasz Tkocz

In this note we prove a large deviation bound on the sum of random variables with the following dependency structure: there is a dependency graph $G$ with a bounded chromatic number, in which each vertex represents a random variable.…

Probability · Mathematics 2007-06-13 Ronen Gradwohl , Amir Yehudayoff

This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…

Probability · Mathematics 2014-04-29 Joel A. Tropp

We establish a sharp moment comparison inequality between an arbitrary negative moment and the second moment for sums of independent uniform random variables, which extends Ball's cube slicing inequality.

Probability · Mathematics 2021-11-16 Giorgos Chasapis , Hermann König , Tomasz Tkocz

In this paper, based on the initiation of the notion of negatively associated random variables under nonlinear probability, a strong limit theorem for weighted sums of random variables within the same frame is achieved without assumptions…

Probability · Mathematics 2017-06-20 Yuting Lan , Ning Zhang

We deepen the study of Dirichlet eigenvalues in bounded domains where a thin tube is attached to the boundary. As its section shrinks to a point, the problem is spectrally stable and we quantitatively investigate the rate of convergence of…

Analysis of PDEs · Mathematics 2023-09-01 Laura Abatangelo , Roberto Ognibene

We obtain some optimal inequalities on tail probabilities for sums of independent bounded random variables. Our main result completes an upper bound on tail probabilities due to Talagrand by giving a one-term asymptotic expansion for large…

Probability · Mathematics 2017-08-03 Xiequan Fan , Ion Grama , Quansheng Liu

We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.

Probability · Mathematics 2019-01-11 Sergey G. Bobkov , Arnaud Marsiglietti

The current research of fractional Sturm-Liouville boundary value problems focuses on the qualitative theory and numerical methods, and much progress has been recently achieved in both directions. The objective of this paper is to explore a…

Probability · Mathematics 2021-07-06 P. Chigansky , M. Kleptsyna

This is mostly a survey paper, where we collect results concerning the spectral bounds of deterministic and random Schr\"odinger operators with complex potentials, both on \(\mathbb{R}^d\) and on compact manifolds. The survey part is…

Spectral Theory · Mathematics 2026-05-19 Eduard Stefanescu

We establish a sharp lower bound on the $L_p$-norm of sums of independent exponential random variables with fixed variance, for $p \geq 2$, thus extending Hunter's positivity theorem (1976) for completely homogeneous polynomials. We…

Probability · Mathematics 2026-02-04 Silouanos Brazitikos , Colin Tang , Tomasz Tkocz

New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The…

Statistics Theory · Mathematics 2022-04-26 Stéphane Lhaut , Anne Sabourin , Johan Segers

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 prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner growth setting, including specific cases of dependence amongst the summands and summands with heavy…

Probability · Mathematics 2022-07-01 David Grzybowski

Causal inference from observational data is crucial for many disciplines such as medicine and economics. However, sharp bounds for causal effects under relaxations of the unconfoundedness assumption (causal sensitivity analysis) are subject…

Machine Learning · Computer Science 2023-10-17 Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

We give a shorter proof of Kanter's (1976) sharp Bessel function bound for concentrations of sums of independent symmetric random vectors. We provide sharp upper bounds for the sum of modified Bessel functions $I_0(x)+I_1(x)$, which might…

Probability · Mathematics 2007-05-23 Lutz Mattner , Bero Roos

This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…

Probability · Mathematics 2021-01-01 Shih Yu Chang

This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…

Complex Variables · Mathematics 2026-05-27 Sajad A. Sheikh , Mohammad Ibrahim Mir
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