相关论文: Entropy method for the left tail
The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…
We construct a new tail bound for the sum of independent random variables for situations in which the expected value of the sum is known and each random variable lies within a specified interval, which may be different for each variable.…
Exponential tail bounds for sums play an important role in statistics, but the example of the $t$-statistic shows that the exponential tail decay may be lost when population parameters need to be estimated from the data. However, it turns…
We establish Hoeffding-type concentration inequalities for the low and high tail bounds of sums of exchangeable random variables. Our results exhibit an anti-symmetry in such tail bounds due to the assumption of exchangeability, a…
We present a method for upper and lower bounding the right and the left tail probabilities of continuous random variables (RVs). For the right tail probability of RV $X$ with probability density function $f (x)$, this method requires first…
Correlation mixtures of elliptical copulas arise when the correlation parameter is driven itself by a latent random process. For such copulas, both penultimate and asymptotic tail dependence are much larger than for ordinary elliptical…
We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction…
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.
The exact range of the joined values of several R\'{e}nyi entropies is determined. The method is based on topology with special emphasis on the orientation of the objects studied. Like in the case when only two orders of R\'{e}nyi entropies…
We consider a quasilinear elliptic equation with right hand side measure, in which the lower order term has a behavior of jumping type. By means of techniques of degree theory, we prove the existence of one or two entropy solutions.
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…
We consider in this paper the problem of computing the entropy of a braid. We recall its definition and construct, for each braid, a sequence of real numbers, whose limit is its entropy. We state one conjecture about the convergence speed,…
Rooted trees with probabilities are used to analyze properties of a variable length code. A bound is derived on the difference between the entropy rates of the code and a memoryless source. The bound is in terms of normalized informational…
We derive again the upper entropy bound for a charged object by employing thermodynamics of the Kerr-Newman black hole linearised with respect to its electric charge
Let $X_1,\dots,X_n$ be independent normal random variables with $X_i\sim N(\mu_i,\sigma_i^2)$, and set $Z=\prod_{i=1}^n X_i$. We derive asymptotic approximations for the right tail probability $\mathbb{P}(Z>x)$ as $x\to\infty$. When at…
The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…
For the problem of estimating lower tail and upper tail copulas, we propose two bootstrap procedures for approximating the distribution of the corresponding empirical tail copulas. The first method uses a multiplier bootstrap of the…
The purpose of this letter is to improve Hoeffding's lemma and consequently Hoeffding's tail bounds. The improvement pertains to left skewed zero mean random variables $X\in[a,b]$, where $a<0$ and $-a>b$. The proof of Hoeffding's improved…
Entropy measures of probability distributions are widely used measures in ecology, biology, genetics, and in other fields, to quantify species diversity of a community. Unfortunately, entropy-based diversity indices, or diversity indices…
The property of Tsallis entropy is examined when considering tow systems with different temperatures to be in contact with each other and to reach the thermal equilibrium. It is verified that the total Tsallis entropy of the two systems…