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math.PR2025
Concentration inequalities for strong laws and laws of the iterated logarithm
Johannes Ruf, Ian Waudby-Smith
We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large…
math.PR2025
Nonasymptotic and distribution-uniform Komlós-Major-Tusnády approximation
Ian Waudby-Smith, Martin Larsson, Aaditya Ramdas
We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Kom…