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This paper describes the construction of a lower bound for the tails of general random variables, using solely knowledge of their moment generating function. The tilting procedure used allows for the construction of lower bounds that are…

概率论 · 数学 2007-06-13 Ted Theodosopoulos

Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…

最优化与控制 · 数学 2020-10-16 Ernst Roos , Ruud Brekelmans , Wouter van Eekelen , Dick den Hertog , Johan van Leeuwaarden

The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…

概率论 · 数学 2014-12-18 Jingwei Liu

We consider a multivariate distributional recursion of sum-type as arising in the probabilistic analysis of algorithms and random trees. We prove an upper tail bound for the solution using Chernoff's bounding technique by estimating the…

概率论 · 数学 2011-06-21 Goetz Olaf Munsonius

Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…

统计理论 · 数学 2010-11-29 V. Čekanavičius , P. Vellaisamy

We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson…

概率论 · 数学 2018-04-18 Ankit Garg , Yin Tat Lee , Zhao Song , Nikhil Srivastava

Recent results in QCD on multiplicity distributions are briefly reviewed. QCD is able to predict very tiny features of multiplicity distributions which demonstrate that the negative binomial distribution (and, more generally, any infinitely…

高能物理 - 唯象学 · 物理学 2007-05-23 I. M. Dremin

The Chernoff bound is one of the most widely used tools in theoretical computer science. It's rare to find a randomized algorithm that doesn't employ a Chernoff bound in its analysis. The standard proofs of Chernoff bounds are beautiful but…

数据结构与算法 · 计算机科学 2026-02-10 William Kuszmaul

The Chernoff bound is an important inequality relation in probability theory. The original version of the Chernoff bound is to give an exponential decreasing bound on the tail distribution of sums of independent random variables. Recent…

概率论 · 数学 2021-05-18 Shih Yu Chang

Let $(d_n)$ be a sequence of positive numbers and let $(X_n)$ be a sequence of positive independent random variables. We provide an upper bound for the deviation between the distribution of the mantissaes of $(X_n^{d_n})$ and the Benford's…

概率论 · 数学 2017-05-15 Nicolas Chenavier , Dominique Schneider

We give a lower bound for the degree of an irreducible factor of a given polynomial. This improves and generalizes the results obtained in [4, On the irreducible factors of a polynomial, Proc. Amer. Math. Soc., 148 (2020] 1429 -- 1437].

数论 · 数学 2020-08-03 Anuj Jakhar , Srinivas Koytada

Mixing rates and decay of correlations for dynamics defined by potentials with summable variations are well understood, but little is known for non-summable variations. In this paper, we exhibit upper bounds for these quantities in the case…

动力系统 · 数学 2021-06-17 Christophe Gallesco , Daniel Y. Takahashi

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

统计理论 · 数学 2011-08-03 A. Murillo-Salas , F. J. Rubio

For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…

统计理论 · 数学 2019-11-14 Robert E. Gallagher , Louis J. M. Aslett , David Steinsaltz , Ryan R. Christ

We refine and extend quantitative bounds, on the fraction of nonnegative polynomials that are sums of squares, to the multihomogenous case.

代数几何 · 数学 2018-06-11 Alperen Ergur

A short note on bounds on distance to variety of a point in terms of the Taylor coefficients at the point.

复变函数 · 数学 2017-01-31 Vikram Sharma

We prove a certain upper bound for the number of negative eigenvalues of the Schr\"{o}dinger operator on the plane.

偏微分方程分析 · 数学 2012-04-20 Alexander Grigor'yan , Nikolai Nadirashvili

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…

概率论 · 数学 2007-05-23 Paweł Hitczenko , Stephen Montgomery-Smith

In this paper, we develop a general approach for probabilistic estimation and optimization. An explicit formula and a computational approach are established for controlling the reliability of probabilistic estimation based on a mixed…

统计理论 · 数学 2012-12-06 Xinjia Chen

In this paper, we derive new probability bounds for Chebyshev's inequality if the supremum of the probability density function is known. This result holds for one-dimensional or multivariate continuous probability distributions with finite…

统计方法学 · 统计学 2019-02-12 Tomohiro Nishiyama