相关论文: Chernoff's bound forms

A nonmonotonic logic of thresholded generalizations is presented. Given propositions A and B from a language L and a positive integer k, the thresholded generalization A=>B{k} means that the conditional probability P(B|A) falls short of one…

In this paper, we develop a new index theory for manifolds with polyhedral boundary. As an application, we prove Gromov's dihedral extremality conjecture regarding comparisons of scalar curvatures, mean curvatures and dihedral angles…

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

We consider the uncertainty between two pairs of local projective measurements performed on a multipartite system. We show that the optimal bound in any linear uncertainty relation, formulated in terms of the Shannon entropy, is additive.…

We review the black hole entropy calculation in the framework of Loop Quantum Gravity based on the quasi-local definition of a black hole encoded in the isolated horizon formalism. We show, by means of the covariant phase space framework,…

We consider the Gittins index for a normal distribution with unknown mean $\theta$ and known variance where $\theta$ has a normal prior. In addition to presenting some monotonicity properties of the Gittins index, we derive an approximation…

The Hanson-Wright inequality is an upper bound for tails of real quadratic forms in independent random variables. In this work, we extend the Hanson-Wright inequality for the Ky Fan k-norm for the polynomial function of the quadratic sum of…

Complementarity relations between various characterizations of a probability distribution are at the core of information theory. In particular, lower and upper bounds for the entropic function are of great importance. In applied topics, we…

We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.

The original Gelfond-Schnirelman method, proposed in 1936, uses polynomials with integer coefficients and small norms on $[0,1]$ to give a Chebyshev-type lower bound in prime number theory. We study a generalization of this method for…

For a risk vector $V$, whose components are shared among agents by some random mechanism, we obtain asymptotic lower and upper bounds for the individual agents' exposure risk and the aggregated risk in the market. Risk is measured by…

The idea of the restricted mean has been used to establish a significantly improved version of Markov's inequality that does not require any new assumptions. The result immediately extends on Chebyshev's inequalities and Chernoff's bound.…

This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…

Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…

Building on work of Kontsevich, we introduce a definition of the entropy of a finite probability distribution in which the "probabilities" are integers modulo a prime p. The entropy, too, is an integer mod p. Entropy mod p is shown to be…

Let $\{Y_i\}_{i=1}^{\infty}$ be a stationary reversible Markov chain with state space $[N]$, let $(X, \| \cdot \|)$ be a real-valued Banach space and let $f_1, \ldots, f_n: [N] \rightarrow X$ be functions with mean $0$ such that $\|f_i(v)\|…

Chaotic systems near black holes satisfy a universal bound, $\lambda \leq \kappa_H$ linking the Lyapunov coefficient $\lambda$ associated with unstable orbits to surface gravity $\kappa_H$ of the event horizon. A natural question is whether…

In this paper we give an explicit bound on the distance to chisquare for the likelihood ratio statistic when the data are realisations of independent and identically distributed random elements. To our knowledge this is the first explicit…

While useful probability bounds for $n$ pairwise independent Bernoulli random variables adding up to at least an integer $k$ have been proposed in the literature, none of these bounds are tight in general. In this paper, we provide several…

When we use the entropy method to get the tail bounds, typically the left tail bounds are not good comparing with the right ones. Up to now this asymmetry has been observed many times. Surprisingly we find an entropy method for the left…