Related papers: A Vector Bernstein Inequality for Self-Normalized …

We propose several exponential inequalities for self-normalized martingales similar to those established by De la Pe\~{n}a. The keystone is the introduction of a new notion of random variable heavy on left or right. Applications associated…

We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…

We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully…

A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…

Berman's inequality is the key for establishing asymptotic properties of maxima of Gaussian random sequences and supremum of Gaussian random fields. This contribution shows that, asymptotically an extended version of Berman's inequality can…

Einstein like $(\varepsilon)$-para Sasakian manifolds are introduced. For an $(\varepsilon) $-para Sasakian manifold to be Einstein like, a necessary and sufficient condition in terms of its curvature tensor is obtained. The scalar…

We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent random variables. The first is based on a new lemma that enables to bound expectations of convex functions of certain dependent random variables by…

We prove an upper bound on the Wassertein distance between normalized martingales and the standard normal random variable, which extends a result of R\"ollin [Statist. Probabil. Lett. 138 (2018) 171-176]. The proof is based on a method of…

We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffusion model. We consider a wide range of functionals…

We propose algebraic criteria that yield sharp H\"{o}lder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the…

We apply the borderline Sobolev inequalities of Bourgain-Brezis to the vorticity equation and Navier-Stokes equation in 2D. We take the initial vorticity to be in the space of functions of Bounded variation(BV). We obtain the subsequent…

In this paper, we prove the restricted isometry property of block diagonal random matrices with elements from $\varphi$-sub-Gaussian variables, which extends the previously known results for the sub-Gaussian case. A crucial ingredient of…

This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…

We prove Gagliardo-Nirenberg interpolation inequalities estimating the Sobolev semi-norm in terms of the bounded mean oscillation semi-norm and a Sobolev semi-norm, with some of the Sobolev semi-norms having fractional order.

In "All p-adic reductive groups are tame" Bernstein proved that for a reductive group G over a local non-archimedean field F and a compact open subgroup K of G there exists a uniform bound N(G,K) such that for every irreducible, smooth, and…

We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space. We also show that this result is sharp if the dimension of the hyperbolic space is two or general odd. Our…

We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn…

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…

In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisfies the Gaussian product inequality (GPI) conjecture. These…

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…