Probability Inequalities for Sums of Independent Random Variables

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Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
Martin boundary of random walks in convex cones
Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications
Frontiers of statistics and machine learning. Abstracts from the workshop held March 23--28, 2025
Large deviations for sums of random vectors attracted to operator semi-stable laws
Capacity of the range of tree-indexed random walk
Probability inequalities for sums of partly acceptable random variables with finite moments
Regularity of a randomly stopped sum determines regularity of the stopping moment
On determination of the order of an autoregressive model
A remark on the strong law of large numbers
Strengthening the weak convergence of random processes
Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
Upper bounds for the maximum of a random walk with negative drift
General Bahr-Esseen inequalities and their applications
Precise large deviations for a customer-based individual risk model
Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
Probabilistic Inequalities for the Galton--Watson Processes
Precise large deviations for sums of random variables with consistently varying tails
Mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables
Asymptotic estimate for sums of independent random variables in a Banach space
Probability inequalities for sums of NSD random variables and applications
Probability inequalities for sums of WUOD random variables and their applications
Long and short paths in uniform random recursive dags
Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes
Bounds on regeneration times and limit theorems for subgeometric Markov chains
Conditioned local limit theorems for random walks on the real line
General theorems on exponential and Rosenthal's inequalities and on complete convergence
On the rate of convergence in Wasserstein distance of the empirical measure
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
Emergence of interlacements from the finite volume Bose soup
On the asymptotic normality of estimates in the nearly non-stationary AR(1) models
Machine Learning Time Series Regressions With an Application to Nowcasting
Uniform convergence rates for wavelet curve estimation in sup-norm loss
Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
An inequality of widely dependent random variables and its applications
The uniform convergence of the nadaraya‐watson regression function estimate
On nonparametric estimation in nonlinear AR(1)-models
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
Deviation inequalities for the elephant random walk with random step sizes
Strong laws of large numbers for arrays of rowwise NA and LNQD random variables
Nonparametric bandit methods
Probability inequalities for sums of absolutely regular processes and their applications
Precise asymptotics in Spitzer and Baum-Katz's law of large numbers: The semistable case.
Large deviations for the stochastic present value of aggregate claims in the renewal risk model
An empirical process approach to the uniform consistency of kernel-type function estimators
Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
Precise asymptotics in the Baum-Katz and Davis laws of large numbers
Noncommutative Fuk-Nagaev inequalities and their applications
The asymptotic shape theorem for the frog model on finitely generated abelian groups
A useful estimate in the multidimensional invariance principle
A large deviation result for aggregate claims with dependent claim occurrences
Exponential inequalities for sums of random vectors
A remark on the tail probability of a distribution
Large deviations for heavy-tailed random sums in compound renewal model
A few remarks on the operator norm of random Toeplitz matrices
Some mean convergence and complete convergence theorems for sequences of \(m\)-linearly negative quadrant dependent random variables.
The spectral norm of random inner-product kernel matrices
Coupling for \(\tau\)-dependent sequences and applications
Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times
A Spitzer-type law of large numbers for widely orthant dependent random variables
Rate of convergence in a theorem of Heyde
Rates of convergence in the functional CLT for multidimensional continuous time martingales.
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
Linear representation of M-estimates in linear models
Precise large deviations for sums of WUOD and -mixing random variables with dominated variation
Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions
Power estimates for ruin probabilities
On the ladder heights of random walks attracted to stable laws of exponent 1
The accuracy of strong Gaussian approximation for sums of independent random vectors
On the Bernstein-Hoeffding method
Precise asymptotics in the law of the iterated logarithm.
Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
On probability and moment inequalities for supermartingales and martingales
Infinite-horizon Fuk-Nagaev inequalities
Precise large deviations for dependent subexponential variables
Reinforced weak convergence of stochastic processes
Strong law of large numbers for multiparametric independent random variables
Perturbation bootstrap in adaptive Lasso
Asymptotic properties of the multivariate Nadaraya-Watson regression function estimate: The fixed design case
Approximations for hybrids of empirical and partial sums processes
The depth first processes of Galton-Watson trees converge to the same Brownian excursion
Machine learning panel data regressions with heavy-tailed dependent data: theory and application
On concentration of the empirical measure for radial transport costs
Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables
Probability inequalities for sums of weakly dependent random variables
Two-sided estimates for constants in the Marcinkiewicz inequalities
A Monte Carlo estimation of the entropy for Markov chains
Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
Determination of sample size in a rare event simulation method
On the Bennett-Hoeffding inequality
Concentration and moment inequalities for sums of independent heavy-tailed random matrices
Sojourn time tails in the single server queue with heavy-tailed service times
Strengthening classical results on convergence rates in strong limit theorems
Random walks in cones
Invasion percolation on Galton-Watson trees
Complete convergence for maximal sums of negatively associated random variables
On the laws of the iterated logarithm under sub-linear expectations

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