Related papers: On the number of extreme measures with fixed margi…

Let $\Sigma$ be a finite alphabet, $\Omega=\Sigma^{\mathbb{Z}^{d}}$ equipped with the shift action, and $\mathcal{I}$ the simplex of shift-invariant measures on $\Omega$. We study the relation between the restriction $\mathcal{I}_n$ of…

In this article we derive the best possible upper bound for $E[\max{X_i}-\min_i{X_i}]$ under given means and variances on $n$ random variables $X_i$. The random vector $(X_1,...,X_n)$ is allowed to have any dependence structure, provided $E…

We examine how the measure and the number of vertices of the convex hull of a random sample of $n$ points from an arbitrary probability measure in $\mathbf{R}^d$ relates to the wet part of that measure. This extends classical results for…

Let X be a nonempty convex compact subset of some Haus-dorff locally convex topological vector space S. The well know Bauer's maximum principle stats that every convex upper semi-continuous function from X into R attains its maximum at some…

In this paper, we derive new probability bounds for Chebyshev's inequality if the supremum of the probability density function is known. This result holds for one-dimensional or multivariate continuous probability distributions with finite…

Precise asymptotics for moderate deviation probabilities are established for open convex sets in both the finite- and infinite-dimensional settings. Our results are based on the existence of dominating points for these sets, a related…

We prove that, under a mild summability condition on the growth of the derivative on critical orbits any piecewise monotone interval map possibly containing discontinuities and singularities with infinite derivative (cusp map) admits an…

Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected…

It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…

It is well known that if a submartingale $X$ is bounded then the increasing predictable process $Y$ and the martingale $M$ from the Doob decomposition $% X=Y+M$ can be unbounded. In this paper for some classes of increasing convex functions…

If E is a locally convex topological vector space, let P(E) be the pre-ordered set of all continuous seminorms on E. We study, on the one hand, for g an infinite cardinal those locally convex spaces E which have the g-neighbourhood property…

We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability…

The study of Fourier transforms of probability measures on fractal sets plays an important role in recent research. Faster decay rates are known to yield enhanced results in areas such as metric number theory. This paper focuses on…

Let $\mu$ be a probability measure on $\mathbb{R}^n$ with a bounded density $f$. We prove that the marginals of $f$ on most subspaces are well-bounded. For product measures, studied recently by Rudelson and Vershynin, our results show there…

In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…

Given a large finite point set, $P\subset \mathbb R^2$, we obtain upper bounds on the number of triples of points that determine a given pair of dot products. That is, for any pair of positive real numbers, $(\alpha, \beta)$, we bound the…

We adapt a number-theoretic technique of Yu to prove a purely analytic theorem: if f(x) is in L^1 and L^2, is nonnegative, and is supported on an interval of length I, then the supremum of the convolution f*f is at least 0.631 \| f \|_1^2 /…

This paper is devoted to measures of symmetry based on distance between centroid and one of the centers of John and Lowner ellipsoid. The author proves the accuracy of the derived upper bounds for the considered measures of symmetry.

Let $ SM_n(\mathbb{R})^g$ denote $g$-tuples of $n \times n$ real symmetric matrices. Given tuples $X=(X_1, \dots, X_g) \in SM_{n_1}(\mathbb{R})^g$ and $Y=(Y_1, \dots, Y_g) \in SM_{n_2}(\mathbb{R})^g$, a matrix convex combination of $X$ and…

For several styles of fidelity constraints -- guaranteed distortion, conditional excess distortion, excess distortion -- we show mutual information upper bounds on the minimum expected description length needed to represent a random…