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We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
Let $X=(X_1,\ldots,X_n)$ be a vector of i.i.d. random variables where $X_i$'s take values over $\mathbb{N}$. The purpose of this paper is to study the number of weakly increasing subsequences of $X$ of a given length $k$, and the number of…
This paper establishes sharp dimension-free concentration inequalities and expectation bounds for the deviation of the sum of simple random tensors from its expectation. As part of our analysis, we use generic chaining techniques to obtain…
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…
The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several…
The approach of Kleitman (1970) and Kanter (1976) to multivariate concentration function inequalities is generalized in order to obtain for deviation probabilities of sums of independent symmetric random variables a lower bound depending…
In this article, we investigate high moments of zeta sums $\sum_{n\le x}n^{i t}$. We show unconditional lower bounds for them.
The random polytope $K_n$, defined as the convex hull of $n$ points chosen uniformly at random on the boundary of a smooth convex body, is considered. Proofs for lower and upper variance bounds, strong laws of large numbers and central…
We obtain sharp volume bounds on the boundaries of Alexandrov spaces with given lower curvature bound, dimension, and radius. We also completely classify the rigidity case and analyze almost rigidity. Our results are new even for smooth…
Following (Shevtsova, 2010) we introduce detailed classification of the asymptotically exact constants in natural estimates of the rate of convergence in the Lindeberg central limit theorem, namely in Esseen's, Rozovskii's, and Wang-Ahmad's…
A survey is given of some Chernoff type bounds for the tail probabilities P(X-EX > a) and P(X-EX < a) when X is a random variable that can be written as a sum of indicator variables that are either independent or negatively related. Most…
In this article, the boundary singularity for stationary solutions of the linearized Boltzmann equation with cut-off inverse power potential is analyzed. In particular, for cut-off hard-potential cases, we establish the asymptotic…
We consider the problem of lower bounding a generalized Minkowski measure of subsets of a convex body with a log-concave probability measure, conditioned on the set size. A bound is given in terms of diameter and set size, which is sharp…
This paper derives sufficient conditions for superconvergence of sums of bounded free random variables and provides an estimate for the rate of superconvergence.
Motivated, roughly, by comparing the mean and median of an IID sum of bounded lattice random variables, we develop explicit and effective bounds on the errors involved in the one-term Edgeworth expansion for such sums.
This is a survey paper that discusses the original bounds of the seminal papers by Chernoff and Hoeffding. Moreover, it includes a variety of derivative bounds in a variety of forms. Complete proofs are provided as needed. The intent is to…
We use Cram\'er-Chernoff type estimates in order to study the Calder\'on-Zygmund structure of the kernels $\sum_{I\in\mathcal{D}}a_I(\omega)\psi_I(x)\psi_I(y)$ where $a_I$ are subgaussian independent random variables and $\{\psi_I:…
We provide sharp bounds for the exponential moments and $p$-moments, $1\leqslant p \leqslant 2$, of the terminate distribution of a martingale whose square function is uniformly bounded by one. We introduce a Bellman function for the…
Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…