Related papers: On matrix variance inequalities
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector with independent centered $\alpha$-subexponential entries, $0<\alpha\le 1$. Our method relies upon a novel decoupling inequality and a comparison…
Consideration of a question of E. R. Berlekamp led Carlitz, Roselle, and Scoville to give a combinatorial interpretation of the entries of certain matrices of determinant~1 in terms of lattice paths. Here we generalize this result by…
We introduce and investigate classes of normed or quasinormed distribution spaces of generalized smoothness that can be obtained by various interpolation methods applied to classical Sobolev, Nikolskii-Besov, and Triebel-Lizorkin spaces. An…
We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…
We prove a fractional version of Poincar\'e inequalities in the context of $\R^n$ endowed with a fairly general measure. Namely we prove a control of an $L^2$ norm by a non local quantity, which plays the role of the gradient in the…
In this paper, an extension of the generalized free matrix based inequality is introduced in a unified form suitable for the estimation of integrals and sums of quadratic functions. The equivalences of several known variants are shown,…
In this paper we first extend a generalization of Ostrowski type inequality on time scales for functions whose derivatives are bounded and then unify corresponding continuous and discrete versions. We also point out some particular integral…
The present paper is devoted to the study of Jensen-Mercer-type inequalities. Our results generalize and improve some earlier results in the literature.
Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t g(X_s)ds$ where $g$ is a unbounded observable of the…
This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…
Gau\ss (1823) proved a sharp upper bound on the probability that a random variable falls outside a symmetric interval around zero when its distribution is unimodal with mode at zero. For the class of all distributions with mean at zero,…
In this paper, we confirm two conjectures proposed by Georgiev, G\'{o}mez-Serrano, Tao, and Wagner~\cite{GGTW25} on Schoenberg type inequalities of order $4$, thereby providing a complete solution to the de Bruin--Sharma problem. We further…
In this note, we present several inequalities in the context of pattern containment, utilizing elementary applications of the Fortuin-Kasteleyn-Ginibre (FKG) inequality and Shearer's lemma.
Analyzing concentration of large random matrices is a common task in a wide variety of fields. Given independent random variables, many tools are available to analyze random matrices whose entries are linear in the variables, e.g. the…
Some subadditivity results involving symmetric (unitarily invariant) norms are obtained. For instance, if $g(t)=\sum_{k=0}^m a_kt^k$ is a polynomial of degree $m$ with non-negative coefficients, then, for all positive operators $A,\,B$ and…
We extend Strichartz's uncertainty principle [18] from the setting of the Sobolov space W 1,2 (R) to more general Besov spaces B 1/p p,1 (R). The main result gives an estimate from below of the trace of a function from the Besov space on a…
Let $X_1,X_2,...$ be independent random variables with zero means and finite variances, and let $S_n=\sum_{i=1}^nX_i$ and $V^2_n=\sum_{i=1}^nX^2_i$. A Cram\'{e}r type moderate deviation for the maximum of the self-normalized sums…
The aim of this paper is to prove a general version of Pl\"unnecke's inequality. Namely, assume that for finite sets $A$, $B_1, ... B_k$ we have information on the size of the sumsets $A+B_{i_1}+... +B_{i_l}$ for all choices of indices…
Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…
These lecture notes consist of three chapters. In the first chapter we present oracle inequalities for the prediction error of the Lasso and square-root Lasso and briefly describe the scaled Lasso. In the second chapter we establish…