Related papers: Upper and Lower Bounds in Exponential Tauberian Th…

We establish that Laplace transforms of the posterior Dirichlet process converge to those of the limiting Brownian bridge process in a neighbourhood about zero, uniformly over Glivenko-Cantelli function classes. For real-valued random…

Let $\{X_\alpha\}$ be a family of random variables satisfying some distribution with a parameter $\alpha$, $E(X_{\alpha})$ be the expectation, and $Var(X_{\alpha})$ be the variance. In this paper, we study the infimum values of three…

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

We give exponential upper bounds for $P(S \le k)$, in particular $P(S=0)$, where $S$ is a sum of indicator random variables that are positively associated. These bounds allow, in particular, a comparison with the independent case. We give…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…

We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…

We study the variational structure of the biased infinity Laplacian by introducing a notion of the $\beta$\textit{-Exponential Absolute Minimizing Extension} ($\beta$--AM) on arbitrary length space, which absolutely minimizing the…

Two decades ago, Lieb and Loss proposed to approximate the ground state energy of a free, nonrelativistic electron coupled to the quantized radiation field by the infimum $E_{\alpha, \Lambda}$ of all expectation values $\langle \phi_{el}…

We formulate a coherent approach to signals and systems theory on time scales. The two derivatives from the time-scale calculus are used, i.e., nabla (forward) and delta (backward), and the corresponding eigenfunctions, the so-called nabla…

Let $X$ denote a nonnegative random variable with $\mathsf{E} X<\infty$. Upper and lower bounds on $\mathsf{E} X-\exp\mathsf{E}\ln X$ are obtained, which are exact, in terms of $V_X$ and $E_X$ for the upper bound and in terms of $V_X$ and…

The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…

Exponential, and not Gaussian, decay of probability density functions was studied by Laplace in the context of his analysis of errors. Such Laplace propagators for the diffusive motion of single particles in disordered media were recently…

Let X_i, i\in N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let \Phi be a smooth enough mapping from B into R. An asymptotic evaluation of Z_n=E(\exp (n\Phi (\sum_{i=1}^nX_i/n))), up to a factor (1+o(1)),…

Let $(X,g)$ be a closed, connected surface, with variable negative curvature. We consider the distribution of eigenvalues of the Laplacian on random covers $X_n\to X$ of degree $n$. We focus on the ensemble variance of the smoothed number…

This paper considers the problem of estimating probabilities of the form $\mathbb{P}(Y \leq w)$, for a given value of $w$, in the situation that a sample of i.i.d.\ observations $X_1, \ldots, X_n$ of $X$ is available, and where we…

It is well known that there is an absolute constant $\mathfrak{C}>0$ such that if the Laplace transform $G(s)=\int_{0}^{\infty}\rho(x)e^{-s x}\:\mathrm{d}x$ of a bounded function $\rho$ has analytic continuation through every point of the…

In this paper, we study linear forms \[\lambda = \beta_1\mathrm{e}^{\alpha_1}+\cdots+\beta_m\mathrm{e}^{\alpha_m},\] where $\alpha_i$ and $\beta_i$ are algebraic numbers. An explicit lower bound for the absolute value of $\lambda$ is…

We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…

In this article, we prove some results concerning the truncated two-point function of the infinite-range Ising model above and below the critical temperature. More precisely, if the coupling constants are of the form $J_{x}= \psi(x)e^{…