Related papers: Chernoff's bound forms
In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically…
We study the problem of computing the tightest upper and lower bounds on the probability that the sum of $n$ dependent Bernoulli random variables exceeds an integer $k$. Under knowledge of all pairs of bivariate distributions denoted by a…
An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal…
Recently attention has been drawn to practical problems with the use of unbounded Pareto distributions, for instance when there are natural upper bounds that truncate the probability tail. Aban, Meerschaert and Panorska (2006) derived the…
We revise the strong convergent Chernoff product formula and extend it, in a Hilbert space, to convergence in the operator-norm topology. Main results deal with the self-adjoint Chernoff product formula. The nonself-adjoint case concerns…
We calculate the Chern-Simons invariants of the twist knot orbifolds using the Schl\"{a}fli formula for the generalized Chern-Simons function on the family of the twist knot cone-manifold structures. Following the general instruction of…
Convergence properties of Shannon Entropy are studied. In the differential setting, it is shown that weak convergence of probability measures, or convergence in distribution, is not enough for convergence of the associated differential…
In recent years, tensors have been applied to different applications in science and engineering fields. In order to establish theory about tail bounds of the tensors summation behavior, this work extends previous work by considering the…
It is well known that the entropy $H(X)$ of a discrete random variable $X$ is always greater than or equal to the entropy $H(f(X))$ of a function $f$ of $X$, with equality if and only if $f$ is one-to-one. In this paper, we give tight…
Effective bounds on the union probability are well known to be beneficial in the analysis of stochastic problems in many areas, including probability theory, information theory, statistical communications, computing and operations research.…
The asymptotic correspondence between the probability mass function of the $q$-deformed multinomial distribution and the $q$-generalised Kullback-Leibler divergence, also known as Tsallis relative entropy, is established. The probability…
This archiving article consists of several short reports on the discussions between the two authors over the past two years at Oxford and Madrid, and their work carried out during that period on the upper bound of the Kullback-Leibler…
An infinite convergent sum of independent and identically distributed random variables discounted by a multiplicative random walk is called perpetuity, because of a possible actuarial application. We give three disjoint groups of sufficient…
This is Part II of our work about random tensor inequalities and tail bounds for bivariate random tensor means. After reviewing basic facts about random tensors, we first consider tail bounds with more general connection functions. Then, a…
This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…
We study the problem of bounding the posterior distribution of discrete probabilistic programs with unbounded support, loops, and conditioning. Loops pose the main difficulty in this setting: even if exact Bayesian inference is possible,…
We revisit the derivation of expurgated error exponents using a method of type class enumeration, which is inspired by statistical-mechanical methods, and which has already been used in the derivation of random coding exponents in several…
A Chernoff-type distribution is a nonnormal distribution defined by the slope at zero of the greatest convex minorant of a two-sided Brownian motion with a polynomial drift. While a Chernoff-type distribution is known to appear as the…
It is argued that black holes and the limit distributions of probability theory share several properties when their entropy and information content are compared. In particular the no-hair theorem, the entropy maximization and holographic…
The paper examines relationships between the Shannon entropy and the $\ell_{\alpha}$-norm for $n$-ary probability vectors, $n \ge 2$. More precisely, we investigate the tight bounds of the $\ell_{\alpha}$-norm with a fixed Shannon entropy,…