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math.ST2022
What Intraclass Covariance Structures Can Symmetric Bernoulli Random Variables Have?
Iosif Pinelis
The covariance matrix of random variables is said to have an intraclass covariance structure if the variances of all the 's are the same and all the pairwise c…
math.PR2022
Improved concentration bounds for sums of independent sub-exponential random variables
Iosif Pinelis
Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper b…
math.PR2022
Exact lower and upper bounds for shifts of Gaussian measures
Iosif Pinelis
Exact upper and lower bounds on the ratio for a centered Gaussian random vector in , as well…