Related papers: Variance bounds, with an application to norm bound…
Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral…
Fix a container polygon $P$ in the plane and consider the convex hull $P_n$ of $n\geq 3$ independent and uniformly distributed in $P$ random points. In the focus of this paper is the vertex number of the random polygon $P_n$. The precise…
M. Aouchiche and P. Hansen proposed the distance Laplacian and the distance signless Laplacian of a connected graph [Two Laplacians for the distance matrix of a graph, LAA 439 (2013) 21{33]. In this paper, we obtain three theorems on the…
This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum. In a preceding paper, the author established analogous results for…
We provide a sharp lower bound on the $p$-norm of a sum of independent uniform random variables in terms of its variance when $0 < p < 1$. We address an analogous question for $p$-R\'enyi entropy for $p$ in the same range.
In this paper we give a generalization of the discrete complex-valued random variable defined and investigated in \cite{ssa} and \cite{m8}. We prove the statements concerning the expressions for the excepted value and the variance of this…
In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…
Let $A\in\mathbb{C}^{n\times n}$ and $\widetilde{A}\in\mathbb{C}^{n\times n}$ be two normal matrices with spectra $\{\lambda_{i}\}_{i=1}^{n}$ and $\{\widetilde{\lambda}_{i}\}_{i=1}^{n}$, respectively. The celebrated Hoffman--Wielandt…
We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…
Let $A = (a_{ij})$ be a square $n\times n$ matrix with i.i.d. zero mean and unit variance entries. Rudelson and Vershynin showed that the upper bound for a smallest singular value $s_n(A)$ is of order $n^{-\frac12}$ with probability close…
We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…
For a square matrix, the range of its Rayleigh quotients is known as the numerical range, which is a compact and convex set by the Toeplitz-Hausdorff theorem. The largest value and the smallest boundary value (in magnitude) of this convex…
We give a new bound on the probability that the random sum $\xi_1 v_1 +...+ \xi_n v_n$ belongs to a ball of fixed radius, where the $\xi_i$ are iid Bernoulli random variables and the $v_i$ are vectors in $\R^d$. As an application, we prove…
In this work, we improve upon the guarantees for sparse random embeddings, as they were recently provided and analyzed by Freksen at al. (NIPS'18) and Jagadeesan (NIPS'19). Specifically, we show that (a) our bounds are explicit as opposed…
We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…
Let $m,n$ be positive integers. For all $m\times n$ complex matrices $A, C$ and an $n\times m$ matrix $B$, we define a generalized commutator as $ABC-CBA$. We estimate the Frobenius norm of it, and finally get the inequality, which is a…
A classic theorem of Kazhdan and Margulis states that for any semisimple Lie group without compact factors, there is a positive lower bound on the covolume of lattices. H. C. Wang's subsequent quantitative analysis showed that the…
In the first five sections, we deal with the class of probability measures with asymptotically periodic Verblunsky coefficients of p-type bounded variation. The goal is to investigate the perturbation of the Verblunsky coefficients when we…
By definition, a rigid graph in $\mathbb{R}^d$ (or on a sphere) has a finite number of embeddings up to rigid motions for a given set of edge length constraints. These embeddings are related to the real solutions of an algebraic system.…
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…