The asymptotic tail-behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random variables, for both deterministic and random sums, using a fresh approach, by considering conditional independence structures on the random variables. We seek suff...

The aim of this paper is to investigate results on almost sure convergence weighted sums coordinatewise pairwise negatively quadrant dependent random variables taking values in Hilbert spaces. As an application, the degenerate von Mises-statistics investigated.
 Keywords: Negative dependence, spaces, Weighted sums, Strong laws large numbers. 

This report presents probability inequalities for sums of adapted sequences of random, self-adjoint matrices. The results frame simple, easily verifiable hypotheses on the summands, and they yield strong conclusions about the large-deviation behavior of the maximum eigenvalue of the sum. The methods also specialize to sums of independent random matrices. 1. Main Results This technical report is...

We study the dimension of “random” Euclidean sections of direct sums of normed spaces. We compare the obtained results with results from [LMS], to show that for the direct sums the standard randomness with respect to the Haar measure on Grassmanian coincides with a much “weaker” randomness of “diagonal” subspaces (Corollary 1.4 and explanation after). We also add some relative information on “p...

This is a survey of the recent progress and open questions on the structure of the sets of 0-1 and non-negative integer matrices with prescribed row and column sums. We discuss cardinality estimates, the structure of a random matrix from the set, discrete versions of the Brunn-Minkowski inequality and the statistical dependence between row and column sums.