Related papers: A note on Gaussian correlation inequalities for no…
Given a subset $A$ of $\mathbb{R}^n$, we define \begin{align*} \mathrm{conv}_k(A) := \left\{ \lambda_1 s_1 + \cdots + \lambda_k s_k : \lambda_i \in [0,1], \sum_{i=1}^k \lambda_i = 1 , s_i \in A \right\} \end{align*} to be the set of vectors…
Many star bodies have convex subsets with approximately the same Gaussian measure (of the complement). Inspired by this phenomenon, and in connection with the randomized Dvoretzky theorem for Lorentz spaces, we derive bounds on the…
Gauges, or convex distance functions are, roughly speaking, norms without symmetry. In this paper we intend to quantify how asymmetric a planar gauge can be. We introduce asymmetry measures for smooth gauges and for strictly convex gauges,…
We consider the complex case of the so-called S-inequality. It concerns the behaviour of the Gaussian measures of dilations of convex and rotationally symmetric sets in C^n (rotational symmetry is invariance under the multiplication by…
Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…
In this paper, we study the conjecture of Gardner and Zvavitch from \cite{GZ}, which suggests that the standard Gaussian measure $\gamma$ enjoys $\frac{1}{n}$-concavity with respect to the Minkowski addition of \textbf{symmetric} convex…
The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…
We give a non-asymptotic bound on the spectral norm of a $d\times d$ matrix $X$ with centered jointly Gaussian entries in terms of the covariance matrix of the entries. In some cases, this estimate is sharp and removes the $\sqrt{\log d}$…
We consider the family of $r$-parallel sets in $\mathbb{R}^d$, that is sets of the form $A_r=A+rB_2^n$, where $B_2^n$ is the unit Euclidean ball and $A$ is an arbitrary Borel set. We show that the ratio between the upper surface area…
In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are \textit{relative information}, $\chi ^2 - $\textit{divergence}, \textit{relative J-divergence}, \textit{relative…
The long-standing Gaussian product inequality (GPI) conjecture states that, for any centered $\mathbb{R}^n$-valued Gaussian random vector $(X_1, \dots, X_n)$ and any positive reals $\alpha_1, \dots, \alpha_n$, ${\bf…
Let $c, k_1,..., k_N $ be non-negative numbers, and define a measure $\mu $ in the wedge $W:= \{x\in \mathbb{R} ^N :\, x_i >0, i=1,...,N\} $ by $d\mu = e^{c|x|^2} x_1 ^{k_1}...x_N ^{k_N} \, dx $. It is shown that among all measurable…
We revisit Royen's proof of the Gaussian correlation inequality from a supersymmetric point of view. Many key elements in Royen's proof of this inequality have natural geometric interpretations in terms of supersymmetric dimensional…
Let $\Omega$ be a measurable Euclidean set in $\mathbb{R}^{n}$ that is symmetric, i.e. $\Omega=-\Omega$, such that $\Omega\times\mathbb{R}$ has the smallest Gaussian surface area among all measurable symmetric sets of fixed Gaussian volume.…
The sample correlation coefficient $R$ plays an important role in many statistical analyses. We study the moments of $R$ under the bivariate Gaussian model assumption, provide a novel approximation for its finite sample mean and connect it…
We characterize the symmetric measures which satisfy the one dimensional convex infimum convolution inequality of Maurey. For these measures the tensorization argument yields the two level Talagrand's concentration inequalities for their…
Let $\Omega\subset\mathbb{R}^{n+1}$ have minimal Gaussian surface area among all sets satisfying $\Omega=-\Omega$ with fixed Gaussian volume. Let $A=A_{x}$ be the second fundamental form of $\partial\Omega$ at $x$, i.e. $A$ is the matrix of…
We obtain a consistency relation for the observed three-point correlator of galaxies. It includes relativistic effects and it is valid in the squeezed limit. Furthermore, the consistency relation is non-perturbative and can be used at…
The inequality of Berwald is a reverse-H\"older like inequality for the $p$th average, $p\in (-1,\infty),$ of a non-negative, concave function over a convex body in $\mathbb{R}^n.$ We prove Berwald's inequality for averages of functions…
In this paper we show the following result: if C is an n-dimensional 0-symmetric convex compact set, $f:C\rightarrow[0,1)$ is concave, and $g:[0,1)\rightarrow[0,1)$ is not identically zero, convex, with g(0)=0, then \[ \frac{1}{|C|}\int_C…