Related papers: Bernstein-type and Bennett-type inequalities for u…

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

We derive a priori residual-type bounds for the Arnoldi approximation of a matrix function and a strategy for setting the iteration accuracies in the inexact Arnoldi approximation of matrix functions. Such results are based on the decay…

In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…

We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…

We prove several different anti-concentration inequalities for functions of independent Bernoulli-distributed random variables. First, motivated by a conjecture of Alon, Hefetz, Krivelevich and Tyomkyn, we prove some "Poisson-type"…

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…

We are proving a Bernstein type inequality in the shift-invariant spaces of $L_2(R)$.

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…

In this paper, we prove a Brezis-Merle type inequality for $k$-convex functions vanishing on the boundary. As an application, we establish an Alexandrov-Bakelman-Pucci type estimate for the intermediate Hessian equation. Furthermore, we…

The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov…

This paper establishes inverse inequalities for kernel-based approximation spaces defined on bounded Lipschitz domains in $\mathbb{R}^d$ and compact Riemannian manifolds. While inverse inequalities are well-studied for polynomial spaces,…

The paper is devoted to establishing some general exponential inequalities for supermartingales. The inequalities improve or generalize many exponential inequalities of Bennett, Freedman, de la Pe\~{n}a, Pinelis and van de Geer. Moreover,…

We consider inhomogeneous Bernoulli measures of the form $\prod_{x\in\Lambda} p_x$ where $p_x$ are prescribed and uniformly bounded above and below away from 0 and 1. A comparison inequality is proved between the Kawasaki and…

Following the recent work of Jiang and Lin (Linear Algebra Appl. 585 (2020) 45--49), we present more results (bounds) on Harnack type inequalities for matrices in terms of majorization (i.e., in partial products) of eigenvalues and singular…

A fundamental problem in numerical analysis and approximation theory is approximating smooth functions by polynomials. A much harder version under recent consideration is to enforce bounds constraints on the approximating polynomial. In…

While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…

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…

In this paper, we study the concentration properties of quadratic forms associated with Markov chains using the martingale decomposition method introduced by Atchad\'e and Cattaneo (2014). In particular, we derive concentration inequalities…

Freedman's inequality is a martingale counterpart to Bernstein's inequality. This result shows that the large-deviation behavior of a martingale is controlled by the predictable quadratic variation and a uniform upper bound for the…

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…