English
Related papers

Related papers: Functional inequalities for heavy tails distributi…

200 papers

Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…

Probability · Mathematics 2025-11-25 Dan Mikulincer , Yair Shenfeld

We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…

Methodology · Statistics 2024-02-21 Winnie Kirui , Elzanie Bothma , Marius Smuts , Anke Steyn , Jaco Visagie

We establish a good lambda inequality relating to the distribution function of Riesz potential and fractional maximal function on $\left(\mathbb{R}^n, d\mu\right)$ where $\mu$ is a positive Radon measure which doesn't necessarily satisfy a…

Functional Analysis · Mathematics 2021-12-21 Dr Mukta Bhandari

Let $L$ be a linear operator in $L^2(\mathbb{R}^n)$ which generates a semigroup $e^{-tL}$ whose kernels $p_t(x,y)$ satisfy the Gaussian upper bound. In this paper, we investigate several kinds of weighted norm inequalities for the conical…

Classical Analysis and ODEs · Mathematics 2020-11-24 Mingming Cao , Zengyan Si , Juan Zhang

We develop a new approach to formulate and prove the weak uncertainty inequality which was recently introduced by Okoudjou and Strichartz. We assume either an appropriate measure growth condition with respect to the effective resistance…

Functional Analysis · Mathematics 2018-06-29 Kasso Okoudjou , Laurent Saloff-Coste , Alexander Teplyaev

I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…

Statistical Finance · Quantitative Finance 2011-11-01 Lawrence R. Thorne

We derive weighted log-Sobolev inequalities from a class of super Poincar\'e inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove…

Probability · Mathematics 2007-12-20 Feng-Yu Wang

A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…

Probability · Mathematics 2021-03-01 Andrey Sarantsev

Our main result is an estimate for a sharp maximal function, which implies a Keith-Zhong type self-improvement property of Poincar\'e inequalities related to differentiable structures on metric measure spaces. As an application, we give…

Classical Analysis and ODEs · Mathematics 2017-05-16 Juha Kinnunen , Juha Lehrbäck , Antti V. Vähäkangas , Xiao Zhong

In this paper, we study functional and geometric inequalities on complete Finsler measure spaces under the condition that the weighted Ricci curvature ${\rm Ric}_\infty$ has a lower bound. We first obtain some local uniform Poincar\'{e}…

Differential Geometry · Mathematics 2023-06-22 Xinyue Cheng , Yalu Feng

We present a probabilistic interpretation of several functional isoperimetric inequalities within the class of $p$-concave functions, building on random models for such functions introduced by P. Pivovarov and J. Rebollo-Bueno. First, we…

Functional Analysis · Mathematics 2026-04-15 Francisco Marín Sola

We establish new sharp inequalities of Poincar\'{e} or log-Sobolev type, on geodesically-convex weighted Riemannian manifolds $(M,\mathfrak{g},\mu)$ whose (generalized) Ricci curvature $Ric_{\mathfrak{g},\mu,N}$ with effective dimension…

Functional Analysis · Mathematics 2019-07-18 Eran Calderon

This note is concerned with lower tail estimates for product measures. Some improved deviation inequalities are obtained for functions satisfying some regularity and monotonicity assumptions. The arguments are based on semigroup…

Probability · Mathematics 2019-05-02 Kevin Tanguy

We study the continuity and the measurability of the solution to Schr\"odinger's functional equation, with respect to space, kernel and marginals, provided the space of all Borel probability measures is endowed with the weak topology. This…

Probability · Mathematics 2020-03-31 Toshio Mikami

We present parton distribution functions which include a quantitative estimate of its uncertainties. The parton distribution functions are optimized with respect to deep inelastic proton data, expressing the uncertainties as a density…

High Energy Physics - Phenomenology · Physics 2007-05-23 Walter T. Giele , Stephane A. Keller , David A. Kosower

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

Probability · Mathematics 2026-04-17 Alexander Iksanov , Oleh Iksanov

We review a method to obtain optimal Poincar\'e-Hardy-type inequalities on the hyperbolic spaces, and discuss briefly generalisations to certain classes of Riemannian manifolds. Afterwards, we recall a corresponding result on homogeneous…

Analysis of PDEs · Mathematics 2025-02-21 Florian Fischer , Christian Rose

Several methods of statistical analysis are proposed and analyzed in application for a specific task -- extraction of the structure functions from the cross sections of deep inelastic interactions of any type. We formulate the method based…

High Energy Physics - Phenomenology · Physics 2007-11-30 S. N. Sevbitov , T. V. Shishkina , I. L. Solovtsov

The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop…

Statistics Theory · Mathematics 2014-11-24 Axel Bücher , Betina Berghaus , Stanislav Volgushev

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati
‹ Prev 1 3 4 5 6 7 10 Next ›