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We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…
We show that many theorems which assert that two kinds of partitions of the same integer $n$ are equinumerous are actually special cases of a much stronger form of equality. We show that in fact there correspond partition statistics $X$ and…
By probabilistic means, the concept of contextuality is extended so that it can be used in non-ideal situations. An inequality is presented, which at least in principle enables a test to discard non-contextual hidden-variable models at low…
We derive a new result for exponential approximation using Stein's method of exchangeable pairs. As an application, an exponential limit theorem with error term is derived for |Tr(U)|^2, where Tr(U) denotes the trace of a matrix chosen from…
In this article, we discuss the basic ideas of a general procedure to adapt the Stein-Chen method to bound the distance between conditional distributions. From an integration-by-parts formula (IBPF), we derive a Stein operator whose…
In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in…
Let Mf denote the strong maximal function of f on R^n, that is the maximal average of f with respect to n-dimensional rectangles with sides parallel to the coordinate axes. For any dimension n>1 we prove the natural endpoint Fefferman-Stein…
We derive Stein approximation bounds for functionals of uniform random variables, using chaos expansions and the Clark-Ocone representation formula combined with derivation and finite difference operators. This approach covers sums and…
A new series of correlation inequalities for random field spin systems is proven rigorously. First one corresponds to the well-known Schwartz-Soffer inequality. These are expected to rule out incorrect results calculated in effective…
To estimate the optimal constant in Hardy-type inequalities, some variational formulas and approximating procedures are introduced. The known basic estimates are improved considerably. The results are illustrated by typical examples. It is…
Certain smoothing inequalities were proposed in the recent paper posted on arXiv at arxiv:1301.2828 in order to lessen the very large gap between the best correctly established upper and lower bounds on the constant factor in the nonuniform…
We prove concentration inequalities for general functions of weakly dependent random variables satisfying the Dobrushin condition. In particular, we show Talagrand's convex distance inequality for this type of dependence. We apply our…
We consider Khintchine type inequalities on the $p$-th moments of vectors of $N$ $k$-wise independent Rademacher random variables. We show that an analogue of Khintchine's inequality holds, with a constant $N^{1/2-k/2p}$, when $k$ is even.…
We develop a general framework for using duality to "transfer" stability results for a functional inequality to its dual inequality. As an application, we prove a stability bound for the Hardy-Littlewood-Sobolev inequality, which is related…
In [14], Nourdin and Peccati combined the Malliavin calculus and Stein's method of normal approximation to associate a rate of convergence to the celebrated fourth moment theorem [19] of Nualart and Peccati. Their analysis, known as the…
We show how the infinitesimal exchangeable pairs approach to Stein's method combines naturally with the theory of Markov semigroups. We present a multivariate normal approximation theorem for functions of a random variable invariant with…
We prove a weighted version of the Hardy-Littlewood-Sobolev inequality for radially symmetric functions, and show that the range of admissible power weights appearing in the classical inequality due to Stein and Weiss can be improved in…
The Ingleton inequality is a classical linear information inequality that holds for representable matroids but fails to be universally valid for entropic vectors. Understanding the extent to which this inequality can be violated has been a…
For absolutely convergent series we state explicitly a one-sided summation estimate that can be viewed as the discrete analogue of the change of variable formula on the half line. This estimate is implicit in Pascal Lef\`evre's recent…
We establish fractional Hardy inequality on bounded domains in $\mathbb{R}^{d}$ with inverse of distance function from smooth boundary of codimension $k$, where $k=2, \dots,d$, as weight function. The case $sp=k$ is the critical case, where…