Related papers: Simultaneous concentration of order statistics

Suppose A is a finite set equipped with a probability measure P and let M be a ``mass'' function on A. We give a probabilistic characterization of the most efficient way in which A^n can be almost-covered using spheres of a fixed radius. An…

Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has…

Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness…

Let $\mathcal{G}$ be a directed graph with vertices $1,2,\ldots, 2N$. Let $\mathcal{T}=(T_{i,j})_{(i,j)\in\mathcal{G}}$ be a family of contractive similitudes. For every $1\leq i\leq N$, let $i^+:=i+N$. For $1\leq i,j\leq N$, we define…

We establish a non-Archimedean analogue of Koksma's theorem. For a local field F of characteristic zero, we prove that the sequence ([{\alpha}x^n]) is uniformly distributed in the valuation ring O for almost every x with |x|_p>1. In the…

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…

We provide a sharp quantitative version of the Gaussian concentration inequality: for every $r>0$, the difference between the measure of the $r$-enlargement of a given set and the $r$-enlargement of a half-space controls the square of the…

This work is concerned with the detection of a mixture distribution from a $\mathbb{R}$-valued sample. Given a sample $X_1,\dots,X_n$ and an even density $\phi$, our aim is to detect whether the sample distribution is $\phi(\cdot-\mu)$ for…

We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…

We study the concept of density for sets of natural numbers in some lacunary $A$-convergent sequence spaces. Also we are trying to investigate some relation between the ordinary convergence and module statistical convergence for evey…

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration…

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

We prove that the distribution density of any non-constant polynomial $f(\xi_1,\xi_2,\ldots)$ of degree $d$ in independent standard Gaussian random variables $\xi$ (possibly, in infinitely many variables) always belongs to the…

We incorporate into the empirical measure the auxiliary information given by a finite collection of expectation in an optimal information geometry way. This allows to unify several methods exploiting a side information and to uniquely…

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

There is a substantial literature on testing for the equality of the cumulative incidence functions associated with one specific cause in a competing risks setting across several populations against specific or all alternatives. In this…

Conditional identity in distribution (Berti et al. (2004)) is a new type of dependence for random variables, which generalizes the well-known notion of exchangeability. In this paper, a class of random sequences, called Generalized Species…

An infinite urn scheme is defined by a probability mass function $(p_j)_{j\geq1}$ over positive integers. A random allocation consists of a sample of $N$ independent drawings according to this probability distribution where $N$ may be…

For a random variable $X$ define $Q(X) = \sup_{x \in \mathbb{R}} \mathbb{P}(X=x)$. Let $X_1, \dots, X_n$ be independent integer random variables. Suppose $Q(X_i) \le \alpha_i \in (0,1]$ for each $i \in \{1, \dots, n\}$. Ju\v{s}kevi\v{c}ius…