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Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…

Statistical Finance · Quantitative Finance 2020-04-14 Nassim Nicholas Taleb

We generalize the shadow codes of Cherubini and Micheli to include basic polynomials having arbitrary degree, and show that restricting basic polynomials to have degree one or less can result in improved lower bounds on the minimum distance…

Information Theory · Computer Science 2024-09-04 Amir Tasbihi , Frank R. Kschischang

The Hanson-Wright inequality is an upper bound for tails of real quadratic forms in independent random variables. In this work, we extend the Hanson-Wright inequality for the Ky Fan k-norm for the polynomial function of the quadratic sum of…

Probability · Mathematics 2022-03-02 Shih Yu Chang

The upper tail problem for the largest eigenvalue of the Erd\H{o}s--R\'enyi random graph $\mathcal{G}_{n,p}$ is to estimate the probability that the largest eigenvalue of the adjacency matrix of $\mathcal{G}_{n,p}$ exceeds its typical value…

Probability · Mathematics 2020-12-01 Bhaswar B. Bhattacharya , Shirshendu Ganguly

One of the difficulties in calculating the capacity of certain Poisson channels is that H(lambda), the entropy of the Poisson distribution with mean lambda, is not available in a simple form. In this work we derive upper and lower bounds…

Information Theory · Computer Science 2010-04-20 Jose A. Adell , Alberto Lekuona , Yaming Yu

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Combinatorics · Mathematics 2023-06-22 Harry Crane , Stephen DeSalvo

Our work aims to study the tail behaviour of weighted sums of the form $\sum_{i=1}^{\infty} X_{i} \prod_{j=1}^{i}Y_{j}$, where $(X_{i}, Y_{i})$ are independent and identically distributed, with common joint distribution bivariate Sarmanov.…

Probability · Mathematics 2017-09-05 Krishanu Maulik , Moumanti Podder

In this paper we present a self-contained combinatorial proof of the lower bound theorem for normal pseudomanifolds, including a treatment of the cases of equality in this theorem. We also discuss McMullen and Walkup's generalised lower…

Geometric Topology · Mathematics 2012-01-31 Bhaskar Bagchi , Basudeb Datta

We derive a tight upper bound on the probability over $\mathbf{x}=(x_1,\dots,x_\mu) \in \mathbb{Z}^\mu$ uniformly distributed in $ [0,m)^\mu$ that $f(\mathbf{x}) = 0 \bmod N$ for any $\mu$-linear polynomial $f \in…

Discrete Mathematics · Computer Science 2022-05-06 Benedikt Bünz , Ben Fisch

We derive optimal asymptotic and non-asymptotic lower bounds on the Widom factors for weighted Chebyshev and orthogonal polynomials on compact subsets of the real line. In the Chebyshev case we extend the optimal non-asymptotic lower bound…

Classical Analysis and ODEs · Mathematics 2024-08-22 Gökalp Alpan , Maxim Zinchenko

We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certain case; other bounds…

Probability · Mathematics 2015-07-13 Xiequan Fan , Ion Grama , Quansheng Liu

We prove non-asymptotic stretched exponential tail bounds on the height of a randomly sampled node in a random combinatorial tree, which we use to prove bounds on the heights and widths of random trees from a variety of models. Our results…

Probability · Mathematics 2022-04-26 Louigi Addario-Berry , Anna Brandenberger , Jad Hamdan , Céline Kerriou

In this paper we develop algorithms for approximating matrix multiplication with respect to the spectral norm. Let A\in{\RR^{n\times m}} and B\in\RR^{n \times p} be two matrices and \eps>0. We approximate the product A^\top B using two…

Data Structures and Algorithms · Computer Science 2010-10-28 Avner Magen , Anastasios Zouzias

Let $\zeta = \xi + i\xi'$ where $\xi, \xi'$ are iid copies of a mean zero, variance one, subgaussian random variable. Let $N_n$ be a $n \times n$ random matrix with entries that are iid copies of $\zeta$. We prove that there exists a $c \in…

Probability · Mathematics 2017-10-10 Kyle Luh

We prove that any distributional limit of finite planar graphs in which the degree of the root has an exponential tail is almost surely recurrent. As a corollary, we obtain that the uniform infinite planar triangulation and quadrangulation…

Probability · Mathematics 2012-06-05 Ori Gurel-Gurevich , Asaf Nachmias

Modelling multivariate tail dependence is one of the key challenges in extreme-value theory. Multivariate extremes are usually characterized using parametric models, some of which have simpler submodels at the boundary of their parameter…

Methodology · Statistics 2018-12-17 Anna Kiriliouk

We prove that for $c>0$ a sufficiently small universal constant that a random set of $c d^2/\log^4(d)$ independent Gaussian random points in $\mathbb{R}^d$ lie on a common ellipsoid with high probability. This nearly establishes a…

Probability · Mathematics 2022-12-22 Daniel M. Kane , Ilias Diakonikolas

We consider the typical Poisson-Voronoi cell in the Euclidean space R d and in particular the maximal distance D from a vertex of that cell to its nucleus. We provide a sharp asymptotics for the tail distribution of D. As a byproduct, we…

Probability · Mathematics 2025-11-17 Pierre Calka , Cecilia d'Errico , Nathanaël Enriquez

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…

Probability · Mathematics 2007-05-23 Lutz Mattner

It is often useful to have polynomial upper or lower bounds on a one-dimensional function that are valid over a finite interval, called a trust region. A classical way to produce polynomial bounds of degree $k$ involves bounding the range…

Numerical Analysis · Mathematics 2023-08-24 Matthew Streeter , Joshua V. Dillon
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