Related papers: Random Tensor Inequalities and Tail bounds for Biv…

We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…

We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random…

We obtain explicit bounds on the truncation error of the cumulant series of a bounded complex function of a random vector with independent components. The bounds are based on multidimensional differences. This extends the theory of the…

We prove two-sided Chevet-type inequalities for independent symmetric Weibull random variables with shape parameter $r\in[1,2]$. We apply them to provide two-sided estimates for operator norms from $\ell_p^n$ to $\ell_q^m$ of random…

We consider a subclass of bipartite CHSH-type Bell inequalities. We investigate operations, which leave their Tsirelson bound invariant, but change their classical bound. The optimal observables are unaffected except for a relative rotation…

This study addresses the often-overlooked issue of measurability at intermediate points when applying Taylor's theorems to random functions and random vectors (e.g., likelihood functions with respect to estimators) in statistics. Classical…

We establish Bernstein's inequalities for functions of general (general-state-space and possibly non-reversible) Markov chains. These inequalities achieve sharp variance proxies and encompass the classical Bernstein inequality for…

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

In this paper we consider the possible correlations between two parties using local machines and shared randomness with an additional amount of classical communication. This is a continuation of the work initiated by Bacon and Toner in Ref.…

Fitting regression models with many multivariate responses and covariates can be challenging, but such responses and covariates sometimes have tensor-variate structure. We extend the classical multivariate regression model to exploit such…

We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail bounds and concentration inequalities for those structured…

We compute the expected value of powers of the geometric condition number of random tensor rank decompositions. It is shown in particular that the expected value of the condition number of $n_1\times n_2 \times 2$ tensors with a random…

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…

We obtain estimates for the Kolmogorov distance to appropriately chosen gaussians, of linear functions \[ \sum_{i\in [n]^d} \theta_i X_i \] of random tensors $\boldsymbol{X}=\langle X_i:i\in [n]^d\rangle$ which are symmetric and…

We study probability inequalities leading to tail estimates in a general semigroup $\mathscr{G}$ with a translation-invariant metric $d_{\mathscr{G}}$. (An important and central example of this in the functional analysis literature is that…

The purpose of this letter is to improve Hoeffding's lemma and consequently Hoeffding's tail bounds. The improvement pertains to left skewed zero mean random variables $X\in[a,b]$, where $a<0$ and $-a>b$. The proof of Hoeffding's improved…

The results of Strassen and Raz show that good enough tensor rank lower bounds have implications for algebraic circuit/formula lower bounds. We explore tensor rank lower and upper bounds, focusing on explicit tensors. For odd d, we…

We introduce subspace rank as a tool for studying ranks of tensors and X-rank more generally. We derive a new upper bound for the rank of a tensor and determine the ranks of partially symmetric tensors in C^2 \otimes C^b \otimes C^b. We…