相关论文: Chernoff's bound forms

We develop some new analytic bounds on transmission probabilities (and the related reflection probabilities and Bogoliubov coefficients) for generic one-dimensional scattering problems. To do so we rewrite the Schrodinger equation for some…

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…

The asymptotic efficiency of a generalized likelihood ratio test proposed by Cox is studied under the large deviations framework for error probabilities developed by Chernoff. In particular, two separate parametric families of hypotheses…

This work is devoted to explore fundamental aspects of the spectral properties of few-body general operators. We first consider the following question: when we know the probability distributions of a set of observables, what can we way on…

The paper reexamines an argument by Talagrand that leads to a remarkable exponential tail bound for the concentration of probability near a set. The main novelty is the replacement of a mysterious Calculus inequality by an application of…

Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semi-algebraic subsets of the parameter space. We consider large sample asymptotics for the…

We study generalisations of a simple, combinatorial proof of a Chernoff bound similar to the one by Impagliazzo and Kabanets (RANDOM, 2010). In particular, we prove a randomized version of the hitting property of expander random walks and…

We derive exponential bounds for tail of distribution for natural, i.e. under ordinary logarithm, normalized sums of arrays of random variables, not necessarily independent.

We re-examine a lower-tail upper bound for the random variable $$X=\prod_{i=1}^{\infty}\min\left\{\sum_{k=1}^iE_k,1\right\},$$ where $E_1,E_2,\ldots\stackrel{iid}\sim\text{Exp}(1)$. This bound has found use in root-finding and seed-finding…

We provide exact asymptotics for the tail probabilities $\mathbb{P} \{S_{n,r} > x\}$ as $x \to \infty$, for fix $n$, where $S_{n,r}$ is the $r$-trimmed partial sum of i.i.d. St. Petersburg random variables. In particular, we prove that…

Various lower bounds are established for the entropy of sums, products and their combinations. First, we derive a prime-field analogue of a version of the entropy power inequality established by Tao over torsion-free groups. Next, we prove…

We consider symmetric hypothesis testing in quantum statistics, where the hypotheses are density operators on a finite-dimensional complex Hilbert space, representing states of a finite quantum system. We prove a lower bound on the…

Derandomization of Chernoff bound with union bound is already proven in many papers. We here give another explicit version of it that obtains a construction of size that is arbitrary close to the probabilistic nonconstructive size. We apply…

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

The purpose of the present notes is to examine the following issues related to the the Chernoff estimate: (1) For contractions on a Banach space we modify the $\sqrt{n}$-estimate and apply it in the proof of the Chernoff product formula for…

The Chernoff $\sqrt$ n-Lemma is revised. This concerns two aspects: an improvement of the Chernoff estimate in the strong operator topol-ogy and an operator-norm estimate for quasi-sectorial contractions. Applications to the Lie-Trotter…

Some new rigorous perturbation bounds for the generalized Cholesky factorization with normwise or componentwise perturbations in the given matrix are obtained, where the componentwise perturbation has the form of backward rounding error for…

We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…

We characterize Riemannian orbifolds with an upper curvature bound in the Alexandrov sense as reflectofolds, i.e. Riemannian orbifolds all of whose local groups are generated by reflections, with the same upper bound on the sectional…

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…