Related papers: On the number of extreme measures with fixed margi…
For a $C^{r}$ $(r>1)$ diffeomorphism on a compact manifold that admits a dominated splitting, this paper establishes the upper semi-continuity of the entropy map. More precisely, this paper establishes the upper semi-continuity of the…
In this article we show that a large class of infinite measure preserving dynamical systems that do not admit physical measures nevertheless exhibit strong statistical properties. In particular, we give sufficient conditions for existence…
The isoperimetric problem asks for the maximum area of a region of given perimeter. It is natural to consider other measurements of a region, such as the diameter and width, and ask for the extreme value of one when another is fixed. The…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.
We give sufficient conditions for the expected excess and the upper semideviation of recourse functions to be strongly convex. This is done in the setting of two-stage stochastic programs with complete linear recourse and random right-hand…
It is known that sectional-hyperbolic attracting sets, for a $C^2$ flow on a finite dimensional compact manifold, have at most finitely many ergodic physical invariant probability measures. We prove an upper bound for the number of distinct…
We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures…
New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…
Following our previous work on copula-based nonsymmetric dependence measures, we introduce similar measures for discrete random variables. The measures cover the range between two extremes: independence and complete dependence, which take…
Given a Borel measure $\mu$ on ${\mathbb R}^{n}$, we define a convex set by \[ M({\mu})=\bigcup_{\substack{0\le f\le1,\\ \int_{{\mathbb R}^{n}}f\,{\rm d}{\mu}=1 } }\left\{ \int_{{\mathbb R}^{n}}yf\left(y\right)\,{\rm…
Our paper contributes to the theory of conditional risk measures and conditional certainty equivalents. We adopt a random modular approach which proved to be effective in the study of modular convex analysis and conditional risk measures.…
Let $X$ denote a nonnegative random variable with $\mathsf{E} X<\infty$. Upper and lower bounds on $\mathsf{E} X-\exp\mathsf{E}\ln X$ are obtained, which are exact, in terms of $V_X$ and $E_X$ for the upper bound and in terms of $V_X$ and…
We find sufficient conditions for bounded density shifts to have a unique measure of maximal entropy. We also prove that every measure of maximal entropy of a bounded density shift is fully supported. As a consequence of this, we obtain…
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying…
The concept of metastate measures on the states of a random spin system was introduced to be able to treat the large-volume asymptotics for complex quenched random systems, like spin glasses, which may exhibit chaotic volume dependence in…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
It is well known that the empirical likelihood ratio confidence region suffers finite sample under-coverage issue, and this severely hampers its application in statistical inferences.} The root cause of this under-coverage is an upper limit…
Let $K_n$ denote the number of distinct values among the first $n$ terms of an infinite exchangeable sequence of random variables $(X_1,X_2,\ldots)$. We prove for $n=3$ that the extreme points of the convex set of all possible laws of $K_3$…
Let $p$ be a positive number. Consider probability measure $\gamma_p$ with density $\varphi_p(y)=c_{n,p}e^{-\frac{|y|^p}{p}}$. We show that the maximal surface area of a convex body in $\mathbb{R}^n$ with respect to $\gamma_p$ is…
Using the techniques of [arXiv:0911.4271], upper bounds for a given confidence level are modified in an optimal fashion to incorporate the a priori information that the parameter being estimated is non-negative. A paradox with different…