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相关论文: Generalized Hanson-Wright Inequality for Random Te…

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We compute the entropy of entanglement in the ground states of a general class of quantum spin-chain Hamiltonians - those that are related to quadratic forms of Fermi operators - between the first N spins and the rest of the system in the…

量子物理 · 物理学 2009-11-10 J. P. Keating , F. Mezzadri

The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…

机器学习 · 统计学 2022-05-18 Andrew Y. K. Foong , Wessel P. Bruinsma , David R. Burt

We present simple, user-friendly bounds for the expected operator norm of a random kernel matrix under general conditions on the kernel function $k(\cdot,\cdot)$. Our approach uses decoupling results for U-statistics and the non-commutative…

机器学习 · 统计学 2025-11-07 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

Kruskal's theorem states that a sum of product tensors constitutes a unique tensor rank decomposition if the so-called k-ranks of the product tensors are large. We prove a "splitting theorem" for sets of product tensors, in which the k-rank…

组合数学 · 数学 2023-05-09 Benjamin Lovitz , Fedor Petrov

In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…

概率论 · 数学 2022-10-26 Pierre-Loïc Méliot , Ashkan Nikeghbali , Gabriele Visentin

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

We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…

概率论 · 数学 2014-12-30 Nina Gantert , Kavita Ramanan , Franz Rembart

In this paper we establish an estimate for the rate of convergence of the Krasnosel'ski\v{\i}-Mann iteration for computing fixed points of non-expansive maps. Our main result settles the Baillon-Bruck conjecture [3] on the asymptotic…

最优化与控制 · 数学 2013-10-09 Roberto Cominetti , José A. Soto , José Vaisman

We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.

概率论 · 数学 2012-10-25 Christopher R. Dance

Universal (pointwise uniform and time shifted) truncation error upper bounds are presented for the Whittaker--Kotel'nikov--Shannon (WKS) sampling restoration sum for Bernstein function classes $B_{\pi,d}^q,\, q>1,\, d\in \mathbb N$, when…

信息论 · 计算机科学 2013-07-15 Andriy Olenko , Tibor K. Pogány

The "typical" asymptotic behavior of the weighted sums of independent, identically distibuted random vectors in k-dimensional space is considered. It is shown that under finitnes of fifth absolute moment of an individual term the rate of…

概率论 · 数学 2023-12-25 Sagak Ayvazyan

We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation…

概率论 · 数学 2024-09-04 Bero Roos

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 provide a new proof of the abstract random tensor estimate. This estimate was initially proven by Deng, Nahmod, and Yue (2022) using the moment method. The key new tool in our proof is the direct use of the non-commutative Khintchine…

概率论 · 数学 2025-12-04 Claire Kaneshiro

We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…

概率论 · 数学 2024-04-22 Mohammed Osman

We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand…

概率论 · 数学 2022-06-03 M. R. Formica , E. Ostrovsky , L. Sirota

The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates $L_p([0,T])$ and uniform approximations of…

概率论 · 数学 2016-06-06 Yuriy Kozachenko , Andriy Olenko

This paper introduces a version of decoupling and randomization to establish concentration inequalities for double-indexed permutation statistics. The results yield, among other applications, a new combinatorial Hanson-Wright inequality and…

统计理论 · 数学 2026-03-23 Mingxuan Zou , Jingfan Xu , Peng Ding , Fang Han

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

Hardy and Littlewood's approximate functional equation for quadratic Weyl sums (theta sums) provides, by iterative application, a powerful tool for the asymptotic analysis of such sums. The classical Jacobi theta function, on the other…

数论 · 数学 2015-02-27 Francesco Cellarosi , Jens Marklof