Related papers: Functional inequalities for heavy tails distributi…

In this paper we consider the semi-parametric estimation of extreme quantiles of a right heavy-tail model. We propose a new Log Probability Weighted Moment estimator for extreme quantiles, which is obtained from the estimators of the shape…

We show that the probability distribution function that best fits the distribution of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space deviates from the exponential statistics by a…

In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow the approach of G. Royer (1999) and obtain uniqueness by showing…

The concept of weighted asymmetries is revisited for semi-inclusive deep inelastic scattering. We consider the cross section in Fourier space, conjugate to the outgoing hadron's transverse momentum, where convolutions of transverse momentum…

For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration…

We study relative dispersion of passive scalar in non-ideal cases, i.e. in situations in which asymptotic techniques cannot be applied; typically when the characteristic length scale of the Eulerian velocity field is not much smaller than…

In the first part we study deviation of a polynomial from its mathematical expectation. This deviation can be estimated from above by Carbery--Wright inequality, so we investigate estimates of the deviation from below. We obtain such…

This paper establishes the functional convergence of the Extreme Nelson--Aalen and Extreme Kaplan--Meier estimators, which are designed to capture the heavy-tailed behaviour of censored losses. The resulting limit representations can be…

In this paper, weak convergences of marked empirical processes in $L^2(\mathbb{R},\nu)$ and their applications to statistical goodness-of-fit tests are provided, where $L^2(\mathbb{R},\nu)$ is the set of equivalence classes of the square…

This paper studies the tail probability of weighted sums of the form $\sum_{i=1}^n c_i X_i$, where random variables $X_i$'s are either independent or pairwise quasi-asymptotical independent with heavy tails. Using $h$-insensitive function,…

The aim of this paper is to recover displacement interpolations of probability measures, in the sense of the Optimal Transport theory, by semiclassical measures associated with solutions of Schr\"odinger equations defined on the flat torus.…

Let $\mu$ be a probability measure on $\mathbb{R}$. We give conditions on the Fourier transform of its density for functionals of the form $H(a)=\int_{\mathbb{R}^n}h(\langle a,x\rangle)\mu^n(dx)$ to be Schur monotone. As applications, we…

We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds…

A test based on tapering is proposed for use in testing a global linear hypothesis under a functional linear model. The test statistic is constructed as a weighted sum of squared linear combinations of Fourier coefficients, a tapered…

Let $G$ be a countable discrete group with an orthogonal representation $\alpha$ on a real Hilbert space $H$. We prove $L_p$ Poincar\'e inequalities for the group measure space $L_\infty(\Omega_H,\gamma)\rtimes G$, where both the group…

This paper proposes various nonparametric tools based on measure transportation for directional data. We use optimal transports to define new notions of distribution and quantile functions on the hypersphere, with meaningful quantile…

Lyapunov functions with exponential weights have been used successfully as a powerful tool for the stability analysis of hyperbolic systems of balance laws. In this paper we extend the class of weight functions to a family of hyperbolic…

In this paper, we give a characterization of the two weight strong and weak type norm inequalities for the bilinear fractional integrals. Namely, we give the characterization of the following inequalities, \[ \|\mathcal I_\alpha…

Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…

Implementing a set of microeconomic criteria, we develop price dynamics equations using a function of demand/supply with key symmetry properties. The function of demand/supply can be linear or nonlinear. The type of function determines the…