3 papers
math.PR2018
Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables
Krzysztof Zajkowski
We show bounds on tail probabilities for quadratic forms in sub-gaussian non-necessarily independent random variables. Our main tool will be estimates of the Luxemburg norms of suc…
math.PR2018
Norms of sub-exponential random vectors
Krzysztof Zajkowski
We discuss various forms of the Luxemburg norm in spaces of random vectors with coordinates belonging to the classical Orlicz spaces of exponential type. We prove equivalent relati…
math.PR2013
On the waiting time till some patterns occur in i.i.d. sequences
Urszula Ostaszewska, Krzysztof Zajkowski
In this paper we present some general solution of the system of linear equations formed by Guibas and Odlyzko in Th.3.3 \cite{Gui}. We derive probabilities for given patterns to be…