Pinelis, Iosif Improved concentration bounds for sums of independent sub-exponential random variables. (English) Zbl 07595508 Stat. Probab. Lett. 191, Article ID 109666, 8 p. (2022). Reviewer: Renming Song (Urbana) MSC: 60E15 PDFBibTeX XMLCite \textit{I. Pinelis}, Stat. Probab. Lett. 191, Article ID 109666, 8 p. (2022; Zbl 07595508) Full Text: DOI arXiv
Pinelis, I. An optimal upper bound on the tail probability for sums of random variables. (English. Russian original) Zbl 1480.60047 Theory Probab. Appl. 64, No. 3, 474-480 (2019); translation from Teor. Veroyatn. Primen. 64, No. 3, 590-598 (2019). MSC: 60E15 60G50 PDFBibTeX XMLCite \textit{I. Pinelis}, Theory Probab. Appl. 64, No. 3, 474--480 (2019; Zbl 1480.60047); translation from Teor. Veroyatn. Primen. 64, No. 3, 590--598 (2019) Full Text: DOI
Pinelis, Iosif; de la Peña, Victor H.; Ibragimov, Rustam; Osȩkowski, Adam; Shevtsova, Irina Inequalities and extremal problems in probability and statistics. Selected topics. (English) Zbl 1448.60002 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-809818-9/pbk; 978-0-12-809892-9/ebook). ix, 187 p. (2017). Reviewer: Fraser Daly (Edinburgh) MSC: 60-01 60E15 60E05 62E17 60G42 60G50 60J65 62G10 PDFBibTeX XMLCite \textit{I. Pinelis} et al., Inequalities and extremal problems in probability and statistics. Selected topics. Amsterdam: Elsevier/Academic Press (2017; Zbl 1448.60002) Full Text: DOI
Pinelis, Iosif On a multidimensional spherically invariant extension of the Rademacher-Gaussian comparison. (English) Zbl 1353.60045 Electron. Commun. Probab. 21, Paper No. 67, 5 p. (2016). MSC: 60G50 60E15 60G15 PDFBibTeX XMLCite \textit{I. Pinelis}, Electron. Commun. Probab. 21, Paper No. 67, 5 p. (2016; Zbl 1353.60045) Full Text: DOI arXiv Euclid
Pinelis, I. F. Rosenthal-type inequalities for martingales in 2-smooth Banach spaces. (English) Zbl 1376.60046 Theory Probab. Appl. 59, No. 4, 699-706 (2015); translation from Teor. Veroyatn. Primen. 59, No. 4, 814-821 (2014). MSC: 60E15 60B11 60G42 PDFBibTeX XMLCite \textit{I. F. Pinelis}, Theory Probab. Appl. 59, No. 4, 699--706 (2015; Zbl 1376.60046); translation from Teor. Veroyatn. Primen. 59, No. 4, 814--821 (2014) Full Text: DOI arXiv
Pinelis, Iosif Characteristic function of the positive part of a random variable and related results, with applications. (English) Zbl 1397.60043 Stat. Probab. Lett. 106, 281-286 (2015). MSC: 60E10 44A15 60G50 91G20 PDFBibTeX XMLCite \textit{I. Pinelis}, Stat. Probab. Lett. 106, 281--286 (2015; Zbl 1397.60043) Full Text: DOI arXiv
Pinelis, Iosif Exact Rosenthal-type bounds. (English) Zbl 1336.60033 Ann. Probab. 43, No. 5, 2511-2544 (2015). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60E07 PDFBibTeX XMLCite \textit{I. Pinelis}, Ann. Probab. 43, No. 5, 2511--2544 (2015; Zbl 1336.60033) Full Text: DOI arXiv Euclid
Pinelis, Iosif On the supremum of the tails of normalized sums of independent Rademacher random variables. (English) Zbl 1375.60059 Stat. Probab. Lett. 99, 131-134 (2015). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60E15 60G50 PDFBibTeX XMLCite \textit{I. Pinelis}, Stat. Probab. Lett. 99, 131--134 (2015; Zbl 1375.60059) Full Text: DOI arXiv
Pinelis, Iosif On the Bennett-Hoeffding inequality. (English. French summary) Zbl 1288.60025 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 1, 15-27 (2014). MSC: 60E15 60G50 60E07 60E10 60G42 60G48 60G51 PDFBibTeX XMLCite \textit{I. Pinelis}, Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 1, 15--27 (2014; Zbl 1288.60025) Full Text: DOI arXiv Euclid
Pinelis, Iosif Exact Rosenthal-type inequalities for \(p=3\), and related results. (English) Zbl 1286.60018 Stat. Probab. Lett. 83, No. 12, 2634-2637 (2013). MSC: 60E15 PDFBibTeX XMLCite \textit{I. Pinelis}, Stat. Probab. Lett. 83, No. 12, 2634--2637 (2013; Zbl 1286.60018) Full Text: DOI arXiv
Pinelis, Iosif Optimal re-centering bounds, with applications to Rosenthal-type concentration of measure inequalities. (English) Zbl 1274.60057 Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9–14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 81-93 (2013). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60E15 PDFBibTeX XMLCite \textit{I. Pinelis}, Prog. Probab. 66, 81--93 (2013; Zbl 1274.60057) Full Text: DOI arXiv
Pinelis, Iosif Exponential deficiency of convolutions of densities. (English) Zbl 1266.60021 ESAIM, Probab. Stat. 16, 86-96 (2012). MSC: 60E05 60E10 60F10 62E20 60E15 PDFBibTeX XMLCite \textit{I. Pinelis}, ESAIM, Probab. Stat. 16, 86--96 (2012; Zbl 1266.60021) Full Text: DOI arXiv
Pinelis, Iosif An asymptotically Gaussian bound on the Rademacher tails. (English) Zbl 1252.60023 Electron. J. Probab. 17, Paper No. 35, 22 p. (2012). MSC: 60E15 60F10 62G10 62G15 60G50 62G35 PDFBibTeX XMLCite \textit{I. Pinelis}, Electron. J. Probab. 17, Paper No. 35, 22 p. (2012; Zbl 1252.60023) Full Text: DOI arXiv
Pinelis, Iosif On inequalities for sums of bounded random variables. (English) Zbl 1156.60015 J. Math. Inequal. 2, No. 1, 1-7 (2008). MSC: 60E15 60G50 60G42 60G48 26A48 26D10 PDFBibTeX XMLCite \textit{I. Pinelis}, J. Math. Inequal. 2, No. 1, 1--7 (2008; Zbl 1156.60015) Full Text: DOI arXiv
Pinelis, Iosif Toward the best constant factor for the Rademacher-Gaussian tail comparison. (English) Zbl 1185.60017 ESAIM, Probab. Stat. 11, 412-426 (2007). MSC: 60E15 62G10 62G15 60G50 62G35 PDFBibTeX XMLCite \textit{I. Pinelis}, ESAIM, Probab. Stat. 11, 412--426 (2007; Zbl 1185.60017) Full Text: DOI arXiv Numdam EuDML
Pinelis, Iosif Exact inequalities for sums of asymmetric random variables, with applications. (English) Zbl 1122.60021 Probab. Theory Relat. Fields 139, No. 3-4, 605-635 (2007). MSC: 60E15 60G50 60G42 60G48 62F03 62F25 62G10 60G15 60E05 62E10 PDFBibTeX XMLCite \textit{I. Pinelis}, Probab. Theory Relat. Fields 139, No. 3--4, 605--635 (2007; Zbl 1122.60021) Full Text: DOI arXiv
Pinelis, Iosif Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above. (English) Zbl 1125.60017 Giné, Evarist (ed.) et al., High dimensional probability. Proceedings of the fourth international conference. Many papers based on the presentations at the conference, Santa Fe, NM, USA, June 20–24, 2005. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-67-6/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 51, 33-52 (2006). MSC: 60E15 60G48 60G42 60G50 PDFBibTeX XMLCite \textit{I. Pinelis}, IMS Lect. Notes, Monogr. Ser. 51, 33--52 (2006; Zbl 1125.60017) Full Text: DOI arXiv
Pinelis, Iosif Student’s t-test without symmetry conditions. arXiv:math/0606160 Preprint, arXiv:math/0606160 [math.ST] (2006). MSC: 62G10 62G15 62F03 62F25 60E05 60E15 62G35 62G09 60G50 BibTeX Cite \textit{I. Pinelis}, ``Student's t-test without symmetry conditions'', Preprint, arXiv:math/0606160 [math.ST] (2006) Full Text: arXiv
Pinelis, Iosif Spherically symmetric functions with a convex second derivative and applications to extremal probabilistic problems. (English) Zbl 1042.26008 Math. Inequal. Appl. 5, No. 1, 7-26 (2002). MSC: 26B25 60E15 PDFBibTeX XMLCite \textit{I. Pinelis}, Math. Inequal. Appl. 5, No. 1, 7--26 (2002; Zbl 1042.26008) Full Text: DOI
Pinelis, Iosif L’Hospital type rules for monotonicity: Applications to probability inequalities for sums of bounded random variables. (English) Zbl 0992.60051 JIPAM, J. Inequal. Pure Appl. Math. 3, No. 1, Paper No. 7, 9 p. (2002). Reviewer: Nicko G.Gamkrelidze (Moskva) MSC: 60G50 60E15 26A48 PDFBibTeX XMLCite \textit{I. Pinelis}, JIPAM, J. Inequal. Pure Appl. Math. 3, No. 1, Paper No. 7, 9 p. (2002; Zbl 0992.60051) Full Text: EuDML
Pinelis, Iosif On exact maximal Khinchine inequalities. (English) Zbl 0971.60012 Giné, Evarist (ed.) et al., High dimensional probability II. 2nd international conference, Univ. of Washington, DC, USA, August 1-6, 1999. Boston, MA: Birkhäuser. Prog. Probab. 47, 49-63 (2000). Reviewer: R.James Tomkins (Regina) MSC: 60E15 60J65 60E05 60G50 60G15 60G51 PDFBibTeX XMLCite \textit{I. Pinelis}, Prog. Probab. 47, 49--63 (2000; Zbl 0971.60012)
Pinelis, Iosif Optimum bounds for the distributions of martingales in Banach spaces. (English) Zbl 0836.60015 Ann. Probab. 22, No. 4, 1679-1706 (1994). MSC: 60E15 60B12 60G42 60G50 60F10 PDFBibTeX XMLCite \textit{I. Pinelis}, Ann. Probab. 22, No. 4, 1679--1706 (1994; Zbl 0836.60015) Full Text: DOI arXiv
Pinelis, I.; Yakowitz, S. The time until the final zero crossing of random sums with application to nonparametric bandit theory. (English) Zbl 0819.62062 Appl. Math. Comput. 63, No. 2-3, 235-263 (1994). Reviewer: J.Sztrik (Debrecen) MSC: 62L05 62K99 62G99 PDFBibTeX XMLCite \textit{I. Pinelis} and \textit{S. Yakowitz}, Appl. Math. Comput. 63, No. 2--3, 235--263 (1994; Zbl 0819.62062) Full Text: DOI
Pinelis, Iosif On a majorization inequality for sums of independent random vectors. (English) Zbl 0801.60010 Stat. Probab. Lett. 19, No. 2, 97-99 (1994). Reviewer: D.Aissani (Bejaia) MSC: 60E15 60G50 PDFBibTeX XMLCite \textit{I. Pinelis}, Stat. Probab. Lett. 19, No. 2, 97--99 (1994; Zbl 0801.60010) Full Text: DOI
Pinelis, I. F. Inequalities for distributions of sums of independent random vectors and their application to estimating a density. (English. Russian original) Zbl 0733.62043 Theory Probab. Appl. 35, No. 3, 605-607 (1990); translation from Teor. Veroyatn. Primen. 35, No. 3, 592-594 (1990). MSC: 62G07 60E15 62G05 60G50 60F10 PDFBibTeX XMLCite \textit{I. F. Pinelis}, Theory Probab. Appl. 35, No. 3, 605--607 (1990; Zbl 0733.62043); translation from Teor. Veroyatn. Primen. 35, No. 3, 592--594 (1990) Full Text: DOI
Pinelis, I. F. Inequalities for distributions of sums of independent random vectors and their application to estimation of density. (Russian) Zbl 0713.62042 Teor. Veroyatn. Primen. 35, No. 3, 592-594 (1990). Reviewer: W.-D.Richter MSC: 62G07 60E15 62G05 60G50 60F10 PDFBibTeX XMLCite \textit{I. F. Pinelis}, Teor. Veroyatn. Primen. 35, No. 3, 592--594 (1990; Zbl 0713.62042)
Pinelis, Iosif S.; Utev, S. A. Exact exponential bounds for sums of independent random variables. (English. Russian original) Zbl 0693.60036 Theory Probab. Appl. 34, No. 2, 340-346 (1989); translation from Teor. Veroyatn. Primen. 34, No. 2, 384-390 (1989); correction Ann. Probab. 27, No. 4, 2119 (1999). MSC: 60G50 PDFBibTeX XMLCite \textit{I. S. Pinelis} and \textit{S. A. Utev}, Theory Probab. Appl. 34, No. 2, 340--346 (1989; Zbl 0693.60036); translation from Teor. Veroyatn. Primen. 34, No. 2, 384--390 (1989); correction Ann. Probab. 27, No. 4, 2119 (1989) Full Text: DOI
Pinelis, I. S.; Utev, S. A. Exact exponential estimates for sums of independent random variables. (Russian) Zbl 0668.60048 Teor. Veroyatn. Primen. 34, No. 2, 384-390 (1989). Reviewer: I.Krivý MSC: 60G50 PDFBibTeX XMLCite \textit{I. S. Pinelis} and \textit{S. A. Utev}, Teor. Veroyatn. Primen. 34, No. 2, 384--390 (1989; Zbl 0668.60048)
Pinelis, I. F.; Sakhanenko, A. I. Remarks on inequalities for large deviation probabilities. (English) Zbl 0583.60023 Theory Probab. Appl. 30, 143-148 (1986). MSC: 60F10 60E15 60B05 PDFBibTeX XMLCite \textit{I. F. Pinelis} and \textit{A. I. Sakhanenko}, Theory Probab. Appl. 30, 143--148 (1986; Zbl 0583.60023) Full Text: DOI
Pinelis, I. F.; Sakhanenko, A. I. Remarks on inequalities for the probabilities of large deviations. (Russian) Zbl 0568.60028 Teor. Veroyatn. Primen. 30, No. 1, 127-131 (1985). Reviewer: Sh.Ebralidze MSC: 60F10 60E15 60B05 PDFBibTeX XMLCite \textit{I. F. Pinelis} and \textit{A. I. Sakhanenko}, Teor. Veroyatn. Primen. 30, No. 1, 127--131 (1985; Zbl 0568.60028)
Pinelis, I. F.; Utev, S. A. Estimates of the moments of sums of independent random variables. (English. Russian original) Zbl 0566.60017 Theory Probab. Appl. 29, 574-577 (1985); translation from Teor. Veroyatn. Primen. 29, No. 3, 554-557 (1984). Reviewer: B.Kryžienė MSC: 60E15 60G50 PDFBibTeX XMLCite \textit{I. F. Pinelis} and \textit{S. A. Utev}, Theory Probab. Appl. 29, 574--577 (1985; Zbl 0566.60017); translation from Teor. Veroyatn. Primen. 29, No. 3, 554--557 (1984) Full Text: DOI
Pinelis, I. F. The rate of convergence in boundary value problems for domains with discontinuities. (English) Zbl 0542.60025 Advances in probability theory: Limit theorems and related problems, Transl. Ser. Math. Eng., 86-123 (1984). MSC: 60F05 60G50 60J50 PDFBibTeX XML
Pinelis, I. F. On the convergence rate in boundary value problems for domains with breaks. (Russian) Zbl 0507.60015 Predel’nye Teoremy Teorii Veroyatnoste i Smezhnye Voprosy, Tr. Inst. Mat. 1, 50-71 (1982). MSC: 60F05 60G50 60J50 PDFBibTeX XML
Pinelis, I. F. A problem on large deviations in a space of trajectories. (English) Zbl 0473.60034 Theory Probab. Appl. 26, 69-84 (1981). MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{I. F. Pinelis}, Theory Probab. Appl. 26, 69--84 (1981; Zbl 0473.60034) Full Text: DOI
Pinelis, I. F. A problem on large deviations in a space of trajectories. (Russian) Zbl 0454.60027 Teor. Veroyatn. Primen. 26, 73-87 (1981). MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{I. F. Pinelis}, Teor. Veroyatn. Primen. 26, 73--87 (1981; Zbl 0454.60027)
Pinelis, I. F. On the rate of convergence in boundary value problems for a certain class of domains. (English. Russian original) Zbl 0442.60025 Sov. Math., Dokl. 21, 226-228 (1980); translation from Dokl. Akad. Nauk SSSR 250, 816-817 (1980). MSC: 60F05 60F17 60G50 60J50 PDFBibTeX XMLCite \textit{I. F. Pinelis}, Sov. Math., Dokl. 21, 226--228 (1980; Zbl 0442.60025); translation from Dokl. Akad. Nauk SSSR 250, 816--817 (1980)
Pinelis, I. F. On the distribution of sums of independent random variables with values in a Banach space. (English) Zbl 0422.60010 Theory Probab. Appl. 29, 608-615 (1979). MSC: 60E05 60F15 60B05 PDFBibTeX XMLCite \textit{I. F. Pinelis}, Theory Probab. Appl. 29, 608--615 (1979; Zbl 0422.60010) Full Text: DOI
Nagaev, S. V.; Pinelis, I. F. Some inequalities for the distribution of sums of independent random variables. (English. Russian original) Zbl 0378.60036 Theory Probab. Appl. 22(1977), 254-263 (1978); translation from Teor. Veroyatn. Primen. 22, 254-263 (1977). MSC: 60G50 60E05 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{I. F. Pinelis}, Theory Probab. Appl. 22, 254--263 (1977; Zbl 0378.60036); translation from Teor. Veroyatn. Primen. 22, 254--263 (1977)