Concentration of the spectral measure for large random matrices with stable entries.
Conditional principles for random weighted measures
In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.
Conditional principles for random weighted measures
In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , ((Zi)i being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.
Convergence of stopped sums of weakly dependent random variables.
Convex concentration inequalities and forward-backward stochastic calculus.
Convexity inequalities for estimating generalized conditional entropies from below
Generalized entropic functionals are in an active area of research. Hence lower and upper bounds on these functionals are of interest. Lower bounds for estimating Rényi conditional -entropy and two kinds of non-extensive conditional -entropy are obtained. These bounds are expressed in terms of error probability of the standard decision and extend the inequalities known for the regular conditional entropy. The presented inequalities are mainly based on the convexity of some functions. In a certain...
Convolution property and exponential bounds for symmetric monotone densities
Our first theorem states that the convolution of two symmetric densities which are k-monotone on (0,∞) is again (symmetric) k-monotone provided 0 < k ≤ 1. We then apply this result, together with an extremality approach, to derive sharp moment and exponential bounds for distributions having such shape constrained densities.
Correction to "Prophet inequalities for averages of independent non-negative random variables".
Correlation measures.
Cyclic random inequalities