Related papers: Functional inequalities for heavy tails distributi…
Many measures of peakedness, heavy-tailedness and kurtosis have been proposed in the literature, mainly because kurtosis, as originally defined, is a complex combination of the other two concepts. Insight into all three concepts can be…
We investigate the interactions of functional rearrangements with Prekopa-Leindler type inequalities. It is shown that that a general class of integral inequalities tighten on rearrangement to "isoperimetric" sets with respect to a relevant…
In this paper we study several inequalities of log-Sobolev type for Dunkl operators. After proving an equivalent of the classical inequality for the usual Dunkl measure $\mu_k$, we also study a number of inequalities for probability…
This survey explores the foundational theory and recent developments in the study of hyperuniformity. We present a comprehensive mathematical framework in the context of weakly stationary random measures, emphasizing spectral…
We continue our investigation on the transportation-information inequalities $W_pI$ for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that $W_pI$ implies the usual transportation inequalities $W_pH$, then the…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…
Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…
Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
This paper extends Edgeworth-Cornish-Fisher expansions for the distribution and quantiles of nonparametric estimates in two ways. Firstly it allows observations to have different distributions. Secondly it allows the observations to be…
A wide variety of integral inequalities (IIs) have been developed and studied for the stability analysis of distributed parameter systems using the Lyapunov functional approach. However, no unified mathematical framework has been proposed…
This paper extends the self-improvement result of Keith and Zhong in [16] to the two-measure case. Our main result shows that a two-measure $(p,p)$-Poincar\'e inequality for $1<p<\infty$ improves to a $(p,p-\varepsilon)$-Poincar\'e…
Weak convergence of inertial iterative method for solving variational inequalities is the focus of this paper. The cost function is assumed to be non-Lipschitz and monotone. We propose a projection-type method with inertial terms and give…
We establish a quantitative isoperimetric inequality for weighted Riemannian manifolds with $\mathrm{Ric}_{\infty} \ge 1$. Precisely, we give an upper bound of the volume of the symmetric difference between a Borel set and a sub-level (or…
Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…
Let $S_{\alpha}$ be the multilinear square function defined on the cone with aperture $\alpha \geq 1$. In this paper, we investigate several kinds of weighted norm inequalities for $S_{\alpha}$. We first obtain a sharp weighted estimate in…
Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…
We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…
In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point…