Related papers: Nemirovski's Inequalities Revisited
Let $\{X_i,i\geq1\}$ be a sequence of negatively associated random variables, and let $\{X_i^\ast,i\geq 1\}$ be a sequence of independent random variables such that $X_i^\ast$ and $X_i$ have the same distribution for each $i$. Denote by…
Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…
The classical Brunn-Minkowski inequality states that for $A_1,A_2\subset\R^n$ compact, $$ |A_1+A_2|^{1/n}\ge |A_1|^{1/n}+|A_2|^{1/n}\eqno(1) $$ where $|\cdot|$ denotes the Lebesgue measure on $\R^n$. In 1986 V. Milman {\bf [Mil 1]}…
We summarize significant classical results on (in)determinacy of measures in terms of their finite positive integer order moments. Well-known is the role of the smallest eigenvalues of Hankel matrices, starting from Hamburger's results a…
In this paper, we first derive an inequality involving central moments for n real numbers, which in turn provides an extension of Theorem 2.2 of Wolkowicz and Styan [18]. Furthermore, we present refinements of various inequalities obtained…
This study introduces an innovative local statistical moment approach for estimating Kramers-Moyal coefficients, effectively bridging the gap between nonparametric and parametric methodologies. These coefficients play a crucial role in…
The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional)…
We provide a simple, general argument to obtain improvements of concentration-type inequalities starting from improvements of their corresponding isoperimetric-type inequalities. We apply this argument to obtain robust improvements of the…
Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…
We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.
We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like…
In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13-30], several inequalities for tail probabilities of sums M_n=X_1+... +X_n of bounded independent random variables X_j were proved. These inequalities had a…
We present a unifying view on various statistical estimation techniques including penalization, variational and thresholding methods. These estimators will be analyzed in the context of statistical linear inverse problems including…
For the 1-dimensional Kuramoto-Sivashinsky equation with random forcing term, existence and uniqueness of solutions is proved. Then, the Markovian semigroup is well defined; its properties are analyzed, in order to provide sufficient…
The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…
We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…
This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes…
In this paper we first generalize the Ostrowski inequality on time scales for k points and then unify corresponding continuous and discrete versions. We also point out some particular Ostrowski type inequalities on time scales as special…
This paper re-examines the first normalized incomplete moment, a well-established measure of inequality with wide applications in economic and social sciences. Despite the popularity of the measure itself, existing statistical inference…