Variance Bounds: Some Old and Some New

2024/01/05 by Clément Deslandes, Deslandes, Clément, Christian Houdré +1
Computer Science · #Authorship Attribution and Profiling #FOS: Mathematics #Probability (math.PR) #Rough Sets and Fuzzy Logic #semigroups and automata theory

paper · pdf · doi:10.48550/arxiv.2401.03063

openalex publication_date 2024/01/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random variables. Frameworks and techniques vary from jackknives through semigroups and beyond. Some new applications are presented, recovering, in particular, all the known estimates on the variance of the length of the longest common subsequences of two random words.

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