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This paper establishes quantitative correlation inequalities between monotone events and structured threshold objects in both the discrete cube and Gaussian space. We prove that for any increasing balanced family, there exists a linear…

Probability · Mathematics 2026-03-26 Yiming Chen , Guozheng Dai

We present a framework to obtain valid inequalities for a reverse convex set: the set of points in a polyhedron that lie outside a given open convex set. Reverse convex sets arise in many models, including bilevel optimization and…

Optimization and Control · Mathematics 2020-12-02 Eli Towle , James Luedtke

In this paper, we compare two variances of maxima of $N$ standard Gaussian random variables. One is a sequence of $N$ i.i.d. standard Gaussians, and the other one is $N$ standard Gaussians with covariances $\sigma_{1,2}=\rho \in(0,1)$ and…

Probability · Mathematics 2023-04-18 Chien-Hao Huang

We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…

Data Analysis, Statistics and Probability · Physics 2022-12-27 Angel Gutierrez-Rubio , Juan S. Rojas-Arias , Jun Yoneda , Seigo Tarucha , Daniel Loss , Peter Stano

Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…

Computation · Statistics 2024-05-06 Blanca E. Monroy-Castillo , M. A , Jácome , Ricardo Cao

The Jacobian Conjecture has been reduced to the symmetric homogeneous case. In this paper we give an inversion formula for the symmetric case and relate it to a combinatoric structure called the Grossman-Larson Algebra. We use these tools…

Combinatorics · Mathematics 2007-05-23 David Wright

Entangled two-mode Gaussian states are a key resource for quantum information technologies such as teleportation, quantum cryptography and quantum computation, so quantification of Gaussian entanglement is an important problem. Entanglement…

Quantum Physics · Physics 2018-01-03 Spyros Tserkis , Timothy C. Ralph

We consider the Rosenzweig-Porter model of random matrix which interpolates between Poisson and gaussian unitary statistics and compute exactly the two-point correlation function. Asymptotic formulas for this function are given near the…

Condensed Matter · Physics 2009-10-31 H. Kunz , B. Shapiro

A sharp Poincar\'e-type inequality is derived for the restriction of the Gaussian measure on the boundary of a convex set. In particular, it implies a Gaussian mean-curvature inequality and a Gaussian iso second-variation inequality. The…

Functional Analysis · Mathematics 2016-07-15 Alexander V. Kolesnikov , Emanuel Milman

Properties of weighted averages are studied for the general case that the individual measurements are subject to hidden correlations and have asymmetric statistical as well as systematic errors. Explicit expressions are derived for an…

High Energy Physics - Experiment · Physics 2007-05-23 Michael Schmelling

The concept of a visible point of a convex set relative to a given point is introduced. A number of basic properties of such visible point sets is developed. In particular, it is shown that this concept is useful in the study of best…

Functional Analysis · Mathematics 2012-11-07 Frank Deutsch , Hein Hundal , Ludmil Zikatanov

Poisson distributed shot noise is normally considered in the Gaussian limit in cosmology. However, if the shot noise is large enough and the correlation function/power spectrum conspires, the Gaussian approximation mis-estimates the errors…

Astrophysics · Physics 2009-01-23 J. D. Cohn

The entanglement of general pure Gaussian two-mode states is examined in terms of the coefficients of the quadrature components of the wavefunction. The entanglement criterion and the entanglement of formation are directly evaluated as a…

Quantum Physics · Physics 2009-11-11 R. W. Rendell , A. K. Rajagopal

This note establishes that the opposite Gaussian product inequality (GPI) of the type proved by Russell & Sun (2022a) in two dimensions, and partially extended to higher dimensions by Zhou et al. (2024), continues to hold for an arbitrary…

Probability · Mathematics 2025-07-23 Guolie Lan , Frédéric Ouimet , Wei Sun

We discuss some aspects of the relation between dualities and gauge symmetries. Both of these ideas are of course multi-faceted, and we confine ourselves to making two points. Both points are about dualities in string theory, and both have…

History and Philosophy of Physics · Physics 2016-03-29 Sebastian De Haro , Nicholas Teh , Jeremy N. Butterfield

Comparative convexity is a generalization of convexity relying on abstract notions of means. We define the Jensen divergence and the Jensen diversity from the viewpoint of comparative convexity, and show how to obtain the generalized…

Information Theory · Computer Science 2017-05-05 Frank Nielsen , Richard Nock

Observational evidence shows that gravitational lensing induces an angular correlation between the distribution of galaxies and much more distant QSOs. We use weak gravitational lensing theory to calculate this angular correlation, updating…

We consider geometrical optimization problems related to optimizing the error probability in the presence of a Gaussian noise. One famous questions in the field is the "weak simplex conjecture". We discuss possible approaches to it, and…

Metric Geometry · Mathematics 2017-01-30 Alexey Balitskiy , Roman Karasev , Alexander Tsigler

The Gaussian product inequality (GPI) conjecture is one of the most famous inequalities associated with Gaussian distributions and has attracted a lot of concerns. In this note, we investigate the quantitative versions of the…

Probability · Mathematics 2022-07-21 Ze-Chun Hu , Han Zhao , Qian-Qian Zhou

Geometrically convex functions constitute an interesting class of functions obtained by replacing the arithmetic mean with the geometric mean in the definition of convexity. As recently suggested, geometric convexity may be a sensible…

Risk Management · Quantitative Finance 2024-03-12 Mücahit Aygün , Fabio Bellini , Roger J. A. Laeven
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