Related papers: A note on Talagrand's convex hull concentration in…
Talenti inequalities are a central feature in the qualitative analysis of PDE constrained optimal control as well as in calculus of variations. The classical parabolic Talenti inequality states that if we consider the parabolic equation…
In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…
We study the tail asymptotic of sub-exponential probability densities on the real line. Namely, we show that the n-fold convolution of a sub-exponential probability density on the real line is asymptotically equivalent to this density times…
The purpose of this letter is to improve Hoeffding's lemma and consequently Hoeffding's tail bounds. The improvement pertains to left skewed zero mean random variables $X\in[a,b]$, where $a<0$ and $-a>b$. The proof of Hoeffding's improved…
Novel concentration inequalities are obtained for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We derive distribution-free deviation bounds with sublinear exponents in deviation size for…
We study the polyhedral structure of the static probabilistic lot-sizing problem and propose valid inequalities that integrate information from the chance constraint and the binary setup variables. We prove that the proposed inequalities…
Talagrand conjectured that if a family of sets $\mathcal{F}$ over $X = \{ 1,2,\cdots, N \}$ is of large measure, then constant times of unions of sets in $\mathcal{F}$ will cover a large portion of the power set of $X$. This conjecture is a…
The Lieb-Oxford bound, a nontrivial inequality for the indirect part of the many-body Coulomb repulsion in an electronic system, plays an important role in the construction of approximations in density functional theory. Using the…
Local hidden-variable model of singlet-state correlations discussed in M. Czachor, Arithmetic loophole in Bell's Theorem: Overlooked threat to entangled-state quantum cryptography, Acta Phys. Polon. A 139, 70-83 (2021), is shown to be a…
Heisenberg's uncertainty principle states that the position and momentum of a particle cannot be sharply determined simultaneously. Standard-deviation and entropic formulations capture the spread of the probability distribution but say…
In this paper, we propose a new approach for deriving probabilistic inequalities. Our main idea is to exploit the information of underlying distributions by virtue of the monotone likelihood ratio property and Berry-Essen inequality.…
This note provides some new inequalities and approximations for beta distributions, including tail inequalities, exponential inequalities of Hoeffding and Bernstein type, Gaussian inequalities and approximations.
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…
An analogue of Talagrand's convex distance for binomial and Poisson point processes is defined. A corresponding large deviation inequality is proved.
We fuse between the Rogers-Shephard inequality for the Lebesgue measure and Royen's Gaussian Correlation Inequality, simultaneously extending both into a single sharp inequality for the Gaussian measure $\gamma$ on $\mathbb{R}^n$, stating…
Expectile bears some interesting properties in comparison to the industry wide expected shortfall in terms of assessment of tail risk. We study the relationship between expectile and expected shortfall using duality results and the link to…
Let $X_i = {X_i(t), t \in T}$ be i.i.d. copies of a centered Gaussian process $X = {X(t), t \in T}$ with values in $\mathbb{R}^d$ defined on a separable metric space $T.$ It is supposed that $X$ is bounded. We consider the asymptotic…
The aims of this paper are twofold. Firstly, we derive some probabilistic representation for the constant which appears in the one-dimensional case of Kesten's renewal theorem. Secondly, we estimate the tail of some related random variable…
We slightly modify the proof of Hanson-Wright inequality (HWI) for concentration of Gaussian quadratic chaos where we tighten the bound by increasing the absolute constant in its formulation from the largest known value of 0.125 to at least…
We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like…