Related papers: A shorter proof of Kanter's Bessel function concen…

Let $I_0$ and $K_0$ be modified Bessel functions of the zeroth order. We use Vanhove's differential operators for Feynman integrals to derive upper bounds for dimensions of the $\mathbb Q$-vector space spanned by certain sequences of Bessel…

This paper establishes sharp dimension-free concentration inequalities and expectation bounds for the deviation of the sum of simple random tensors from its expectation. As part of our analysis, we use generic chaining techniques to obtain…

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of…

We give a slight improvement of the best known lower bound for the supremum of autoconvolutions of nonnegative functions supported in a compact interval. Also, by means of explicit examples we disprove a long standing natural conjecture of…

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

In this work, we improve upon the guarantees for sparse random embeddings, as they were recently provided and analyzed by Freksen at al. (NIPS'18) and Jagadeesan (NIPS'19). Specifically, we show that (a) our bounds are explicit as opposed…

In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

We study accuracy of bootstrap procedures for estimation of quantiles of a smooth function of a sum of independent sub-Gaussian random vectors. We establish higher-order approximation bounds with error terms depending on a sample size and a…

Discrete analogs of the index transforms, involving Bessel and Lommel functions are introduced and investigated. The corresponding inversion theorems for suitable classes of functions and sequences are established.

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

The distribution function of the sum of i.i.d. random variables of the special form is considered. Such sum describes messages posterior probabilities for random coding in binary symmetric channel. Close non-asymptotic lower and upper…

For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…

Operator-valued concentration inequalities are foundational to the analysis of modern high-dimensional statistics and randomized algorithms. However, standard oracle bounds are frequently limited in practice: they require explicit a priori…

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

We derive novel and sharp high-dimensional Berry--Esseen bounds for the sum of $m$-dependent random vectors over the class of hyper-rectangles exhibiting only a poly-logarithmic dependence in the dimension. Our results hold under minimal…

We provide theoretical error bounds for the accurate numerical computation of the quantile function given the characteristic function of a continuous random variable. We show theoretically and empirically that the numerical error of the…