Probability Inequalities for Sums of Independent Random Variables

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Two-sided estimates for constants in the Marcinkiewicz inequalities
A useful estimate in the multidimensional invariance principle
Asymptotic properties of the multivariate Nadaraya-Watson regression function estimate: The fixed design case
Edgeworth expansions for M-estimators of a regression parameter
A remark on the strong law of large numbers
Exponential inequalities for sums of random vectors
Strengthening the weak convergence of random processes
A remark on the tail probability of a distribution
Strong law of large numbers for multiparametric independent random variables
Probability inequalities for sums of weakly dependent random variables
Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
A bound on the expected overshoot for some concave boundaries
On the asymptotic normality of estimates in the nearly non-stationary AR(1) models
Precise asymptotics in Spitzer and Baum-Katz's law of large numbers: The semistable case.
Rates in the complete convergence of bootstrap means.
The depth first processes of Galton-Watson trees converge to the same Brownian excursion
Approximations for hybrids of empirical and partial sums processes
Precise asymptotics in the Baum-Katz and Davis laws of large numbers
Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
The spectral norm of random inner-product kernel matrices
On the ladder heights of random walks attracted to stable laws of exponent 1
Coupling for \(\tau\)-dependent sequences and applications
Precise asymptotics in the law of the iterated logarithm.
Rates of convergence in the functional CLT for multidimensional continuous time martingales.
On Bernstein-type inequalities for martingales.
On nonparametric estimation in nonlinear AR(1)-models
Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
Precise large deviations for dependent subexponential variables
Martin boundary of random walks in convex cones
Capacity of the range of tree-indexed random walk
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
Uniform convergence rates for wavelet curve estimation in sup-norm loss
Precise asymptotics -- a general approach
A Spitzer-type law of large numbers for widely orthant dependent random variables
On determination of the order of an autoregressive model
Perturbation bootstrap in adaptive Lasso
Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes
Random walks in cones
Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
Deviation inequalities for martingales with applications
Modified unit root tests with nuisance parameter free asymptotic distributions
General Bahr-Esseen inequalities and their applications
Precise large deviations for a customer-based individual risk model
Long and short paths in uniform random recursive dags
On the Bennett-Hoeffding inequality
Some mean convergence and complete convergence theorems for sequences of \(m\)-linearly negative quadrant dependent random variables.
Reinforced weak convergence of stochastic processes
Determination of sample size in a rare event simulation method
Strengthening classical results on convergence rates in strong limit theorems
Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables
Estimation of distribution tails for normalized and self-normalized sums
Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times
Invasion percolation on Galton-Watson trees
A Monte Carlo estimation of the entropy for Markov chains
Precise asymptotics for Lévy processes
On the laws of the iterated logarithm under sub-linear expectations
An inequality of widely dependent random variables and its applications
The accuracy of strong Gaussian approximation for sums of independent random vectors
Probabilistic Inequalities for the Galton--Watson Processes
A statistical view of clustering performance through the theory of U-processes
Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
Linear representation of M-estimates in linear models
Probability inequalities for sums of absolutely regular processes and their applications
The uniform convergence of the nadaraya‐watson regression function estimate
Strong convergence of kernel estimators for product densities of absolutely regular point processes
Rate of convergence in a theorem of Heyde
General theorems on exponential and Rosenthal's inequalities and on complete convergence
Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
Precise large deviations for sums of random variables with consistently varying tails
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
On the rate of convergence in Wasserstein distance of the empirical measure
On the Bernstein-Hoeffding method
The asymptotic shape theorem for the frog model on finitely generated abelian groups
Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
Probability inequalities for sums of NSD random variables and applications
Precise large deviations for sums of WUOD and -mixing random variables with dominated variation
Existence of moments of a counting process and convergence in multidimensional time
On the complete convergence for weighted sums of negatively superadditive dependent random variables
Large deviations for sums of random vectors attracted to operator semi-stable laws
Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications
Probability inequalities for sums of WUOD random variables and their applications
Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
Upper bounds for the maximum of a random walk with negative drift
Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions
Power estimates for ruin probabilities
On probability and moment inequalities for supermartingales and martingales
Asymptotic estimate for sums of independent random variables in a Banach space
An empirical process approach to the uniform consistency of kernel-type function estimators
Large deviations for heavy-tailed random sums in compound renewal model
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
Homogeneous models and generic extensions
Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims
Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions
Machine learning panel data regressions with heavy-tailed dependent data: theory and application
Complete convergence for maximal sums of negatively associated random variables
Emergence of interlacements from the finite volume Bose soup
Mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables
Sojourn time tails in the single server queue with heavy-tailed service times

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