Related papers: Chernoff's bound forms

This paper develops sharp bounds on moments of sums of k-wise independent bounded random variables, under constrained average variance. The result closes the problem addressed in part in the previous works of Schmidt et al. and Bellare,…

This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…

We improve Kolyvagin's upper bound on the order of the $p$-primary part of the Shafarevich-Tate group of an elliptic curve of rank one over a quadratic imaginary field. In many cases, our bound is precisely the one predicted by the Birch…

Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.

In this paper, we study an approximation scheme for L\'evy processes with drift in terms of a representation that is akin to the celebrated Mehler formula for L\'evy-Ornstein-Uhlenbeck processes. The approximation scheme is based on a…

The two-dimensional dense O(n) loop model for $n=1$ is equivalent to the bond percolation and for $n=0$ to the dense polymers or spanning trees. We consider the boundary correlations on the half space and calculate the probability $P_b$…

We develop a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities…

The paper examines relationships between the conditional Shannon entropy and the expectation of $\ell_{\alpha}$-norm for joint probability distributions. More precisely, we investigate the tight bounds of the expectation of…

This paper introduces a distribution-dependent PAC-Chernoff bound that exhibits perfect tightness for interpolators, even within over-parameterized model classes. This bound, which relies on basic principles of Large Deviation Theory,…

This work presents an upper-bound to value that the Kullback-Leibler (KL) divergence can reach for a class of probability distributions called quantum distributions (QD). The aim is to find a distribution $U$ which maximizes the KL…

We prove a Bernstein-type bound for the difference between the average of negative log-likelihoods of independent discrete random variables and the Shannon entropy, both defined on a countably infinite alphabet. The result holds for the…

Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds…

Given a stochastic process $\{A_n, n \geq 1\}$ taking values in natural numbers, the random continued fractions is defined as $[A_1, A_2, \cdots, A_n, \cdots]$ analogue to the continued fraction expansion of real numbers. Assume that…

Chernoff approximations of Feller semigroups and the associated diffusion processes in Riemannian manifolds are studied. The manifolds are assumed to be of bounded geometry, thus including all compact manifolds and also a wide range of…

Let $G=(V,E)$ be a finite, connected graph. We investigate a notion of boundary $\partial G \subseteq V$ and argue that it is well behaved from the point of view of potential theory. This is done by proving a number of discrete analogous of…

In this note the Chernoff Theorem is used to approximate evolution semigroups constructed by the procedure of subordination. The considered semigroups are subordinate to some original, unknown explicitly but already approximated by the same…

This work introduces a notion of approximate probabilistic trace equivalence for labelled Markov chains, and relates this new concept to the known notion of approximate probabilistic bisimulation. In particular this work shows that the…

In this manuscript we define the notion of "$\delta$-typicality" for both entropy and relative entropy, as well as a notion of $\epsilon$-goodness and provide an extension to Stein's lemma for continuous quantities as well as correlated…