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We give a sufficient condition for the exponential decay of the tail probability of a non-negative random variable. We consider the Laplace-Stieltjes transform of the probability distribution function of the random variable. We present a…

Complex Variables · Mathematics 2016-11-15 Kenji Nakagawa

This paper is the Part II of a serious work about T product tensors focusing at establishing new probability bounds for sums of random, independent, T product tensors. These probability bounds characterize large deviation behavior of the…

Probability · Mathematics 2021-12-10 Shih Yu Chang , Yimin Wei

In a large, possibly infinite population, each subject is colored red with probability $p$, independently of the others. Then, a finite sub-population is selected, possibly as a function of the coloring. The imbalance in the sub-population…

Probability · Mathematics 2016-12-28 Erel Segal-Halevi , Avinatan Hassidim

In this paper we present various new inequalities for tail proabilities for distributions that are elements of the most improtant exponential families. These families include the Poisson distributions, the Gamma distributions, the binomial…

Probability · Mathematics 2017-07-17 Peter Harremoës

Talagrand's fundamental result on the entropy numbers is slightly improved. Our proof uses different ideas based on results from greedy approximation.

Numerical Analysis · Mathematics 2020-09-01 Vladimir Temlyakov

The inequality of Clauser and Horne [ Phys. Rev. D 10, 526 (1974)], intended to overcome the limited scope of other inequalities to deterministic theories, is shown to have a resticted validity even in case of perfect detectors and perfect…

Quantum Physics · Physics 2007-05-23 Ramon Risco-Delgado

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

For a $d$-dimensional random vector $X$, let $p_{n, X}(\theta)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $\theta$. We provide several sharp inequalities regarding $p_{n, X}(\theta)$ and…

Probability · Mathematics 2023-01-11 Satoshi Hayakawa , Terry Lyons , Harald Oberhauser

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…

Probability · Mathematics 2017-01-17 Iosif Pinelis

In this paper, we provide an alternative proof of Donaldson's almost-holomorphic section theorem and symplectic Lefschetz pencil theorem, through constructions of certain special kind of Donaldson-type sections of the line bundle based on…

Symplectic Geometry · Mathematics 2007-05-23 Wei-Dong Ruan

The authors announce a general tail estimate, called a decoupling inequality, for a symmetrized sum of non-linear $k$-correlations of $n>k$ independent random variables.

Functional Analysis · Mathematics 2016-09-06 Victor H. de la Peña , Stephen J. Montgomery-Smith

In this work, we investigate the question of how knowledge about expectations $\mathbb{E}(f_i(X))$ of a random vector $X$ translate into inequalities for $\mathbb{E}(g(X))$ for given functions $f_i$, $g$ and a random vector $X$ whose…

Probability · Mathematics 2021-04-27 André M. Timpanaro

Concentration inequalities for subgraph counts in random geometric graphs built over Poisson point processes are proved. The estimates give upper bounds for the probabilities $\mathbb{P}(N\geq M +r)$ and $\mathbb{P}(N\leq M - r)$ where $M$…

Probability · Mathematics 2015-04-29 Sascha Bachmann , Matthias Reitzner

The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions.

Probability · Mathematics 2022-11-15 Friedrich Götze , Andrei Yu. Zaitsev

We establish concentration inequalities in the class of ultra log-concave distributions. In particular, we show that ultra log-concave distributions satisfy Poisson concentration bounds. As an application, we derive concentration bounds for…

Probability · Mathematics 2021-10-04 Heshan Aravinda , Arnaud Marsiglietti , James Melbourne

Proving a conjecture of Talagrand, a fractional version of the 'expectation-threshold' conjecture of Kalai and the second author, we show for any increasing family $F$ on a finite set $X$ that $p_c (F) =O( q_f (F) \log \ell(F))$, where…

Combinatorics · Mathematics 2019-12-11 Keith Frankston , Jeff Kahn , Bhargav Narayanan , Jinyoung Park

Sums of independent, bounded random variables concentrate around their expectation approximately as well a Gaussian of the same variance. Well known results of this form include the Bernstein, Hoeffding, and Chernoff inequalities and many…

Discrete Mathematics · Computer Science 2017-04-25 Thomas Steinke , Jonathan Ullman

This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian…

Probability · Mathematics 2015-03-24 Kevin Tanguy

We prove a version of Talagrand's concentration inequality for subordinated sub-Laplacian on a compact Riemannian manifold using tools from noncommutative geometry. As an application, motivated by quantum information theory, we show that on…

Functional Analysis · Mathematics 2018-07-25 Li Gao , Marius Junge , Nicolas LaRacuente

Let f be a stationary isotropic non-degenerate Gaussian field on R^2. Assume that f = q * W where q is both C^2 and L^2 and W is the L^2 white noise on R^2. We extend a result by Stephen Muirhead and Hugo Vanneuville by showing that,…

Probability · Mathematics 2019-06-26 Alejandro Rivera
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