This note presents a Kolmogorov inequality for the partial sums of a sequence of independent Bernoulli random variables with unequal means.Maximal inequalities Large deviation probabilities
We establish deviation inequalities for the maxima of partial sums of a martingale differences seque...
In this thesis, we study the probability of a small deviation from the mean of a sum of independent ...
AbstractWe consider linear combinations of independent identically distributed random variables in L...
In this paper two Kolmogorov inequalities are presented for the sample average of independent (but n...
Sharpened versions of a Kolmogorov's inequality for sums of independent Bernoulli random variables a...
Abstract. We provide precise bounds for tail probabilities, say P{Mn x}, of sums Mn of bounded i.i....
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
This paper considers large deviation results for sums of indepen-dent random variables, generalizing...
We consider the logarithm of the likelihood ratio between the sequence of the nonnegative integer va...
AbstractThis paper presents some generalizations of S. N. Bernstein's exponential bounds on probabil...
Abstract. A simple bound is presented for the probability that the sum of nonnegative independent ra...
Abstract. It is a well-known and useful fact that Rademacher’s functions (i.e, the binary bits of a ...
International audienceWe improve Bernstein's inequality for sums of non-bounded random variables. In...
International audienceWe prove large and moderate deviation principles for the distribution of an em...
Straipsnis spausdintas leidinyje: Lithuanian mathematical journal. New York : Consultants Bureau. IS...
We establish deviation inequalities for the maxima of partial sums of a martingale differences seque...
In this thesis, we study the probability of a small deviation from the mean of a sum of independent ...
AbstractWe consider linear combinations of independent identically distributed random variables in L...
In this paper two Kolmogorov inequalities are presented for the sample average of independent (but n...
Sharpened versions of a Kolmogorov's inequality for sums of independent Bernoulli random variables a...
Abstract. We provide precise bounds for tail probabilities, say P{Mn x}, of sums Mn of bounded i.i....
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
This paper considers large deviation results for sums of indepen-dent random variables, generalizing...
We consider the logarithm of the likelihood ratio between the sequence of the nonnegative integer va...
AbstractThis paper presents some generalizations of S. N. Bernstein's exponential bounds on probabil...
Abstract. A simple bound is presented for the probability that the sum of nonnegative independent ra...
Abstract. It is a well-known and useful fact that Rademacher’s functions (i.e, the binary bits of a ...
International audienceWe improve Bernstein's inequality for sums of non-bounded random variables. In...
International audienceWe prove large and moderate deviation principles for the distribution of an em...
Straipsnis spausdintas leidinyje: Lithuanian mathematical journal. New York : Consultants Bureau. IS...
We establish deviation inequalities for the maxima of partial sums of a martingale differences seque...
In this thesis, we study the probability of a small deviation from the mean of a sum of independent ...
AbstractWe consider linear combinations of independent identically distributed random variables in L...