Related papers: Operation with Concentration Inequalities
For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…
For given two harmonic functions $\Phi$ and $\Psi$ with real coefficients in the open unit disk $\mathbb{D}$, we study a class of harmonic functions $f(z)=z-\sum_{n=2}^{\infty}A_nz^{n}+\sum_{n=1}^{\infty}B_n\bar{z}^n$ $(A_n, B_n \geq 0)$…
This paper discusses some infinite trigonometric products which are characteristic functions of simple random walks on the real line; in fact, these define "random Riemann-$\zeta$ functions," a notion which is explained. The concept of…
This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…
In this paper we prove mixed inequalities for the maximal operator $M_\Phi$, for general Young functions $\Phi$ with certain additional properties, improving and generalizing some previous estimates for the Hardy-Littlewood maximal operator…
Building on Talagrand's proof of the Hoffmann-J{\o}rgensen inequality for $L_p$ spaces and its version for the exponential Orlicz spaces we provide a full characterization of Orlicz functions $\Psi$ for which an analogous inequality holds…
A compatible point-shift $F$ maps, in a translation invariant way, each point of a stationary point process $\Phi$ to some point of $\Phi$. It is fully determined by its associated point-map, $f$, which gives the image of the origin by $F$.…
The one-sided and full Hilbert transforms are evaluated exactly by means of the method of finite-part integration [E.A. Galapon, \textit{Proc. Roy. Soc. A} \textbf{473}, 20160567 (2017)]. In general, the result consists of two terms -- the…
A series of conjectures is obtained as further investigation of the integral transformation I(alpha) introduced in the previous paper. A Macdonald-type difference operator D is introduced. It is conjectured that D and I(alpha) are…
We prove generalised concentration inequalities for a class of scaled self-bounding functions of independent random variables, referred to as ${(M,a,b)}$ self-bounding. The scaling refers to the fact that the component-wise difference is…
We prove a noncommutative analogue of the fact that every symmetric analytic function of $(z,w)$ in the bidisc $\D^2$ can be expressed as an analytic function of the variables $z+w$ and $zw$. We construct an analytic nc-map $S$ from the…
Product-to-sum identities for trigonometric functions play a fundamental role in function theory and numerous applications. In this spirit, we present convolution-to-sum identities for Mittag-Leffler type functions. Using a Laplace domain…
Deep reinforcement learning excels in numerous large-scale practical applications. However, existing performance analyses ignores the unique characteristics of continuous-time control problems, is unable to directly estimate the…
For $\alpha\geq 0$, $\delta>0$, $\beta<1$ and $\gamma\geq 0$, the class $\mathcal{W}_{\beta}^\delta(\alpha,\gamma)$ consist of analytic and normalized functions $f$ along with the condition \begin{align*} {\rm Re\,}…
We investigate concentration properties of functions of random vectors with values in the discrete cube, satisfying the stochastic covering property (SCP) or the strong Rayleigh property (SRP). Our result for SCP measures include…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
Let $\mu$ be a probability measure on $\mathbb{R}$. We give conditions on the Fourier transform of its density for functionals of the form $H(a)=\int_{\mathbb{R}^n}h(\langle a,x\rangle)\mu^n(dx)$ to be Schur monotone. As applications, we…
In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…
As an extension to the paper by Breuer, Grinshpon, and White \cite{B}, we study the linear statistics for the eigenvalues of the Schr\"odinger operator with random decaying potential with order ${\cal O}(x^{-\alpha})$ ($\alpha>0$) at…
We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…