Related papers: On matrix variance inequalities
With direct and simple proofs, we establish Poincar\'{e} type inequalities (including Poincar\'{e} inequalities, weak Poincar\'{e} inequalities and super Poincar\'{e} inequalities), entropy inequalities and Beckner-type inequalities for…
In this paper, we introduce and prove the generalizations of Radon inequality. The proofs in the paper unify and are simpler than those in former work. Meanwhile, we also find mathematical equivalences among the Bernoulli inequality, the…
For discrete martingale-difference sequences $d=\{d_1,\ldots,d_n\}$ we consider Khintchine type inequalities, involving certain square function $\mathfrak S (d)$ considered by Chang-Wilson-Wolff in 1982. In particular, we prove…
For functions from the set of generalized Poisson integrals $C^{\alpha,r}_{\beta}L_{p}$, $1\leq p <\infty$, we obtain upper estimates for the deviations of Fourier sums in the uniform metric in terms of the best approximations of the…
In this paper, we present a minimal formalism for Stein operators which leads to different probabilistic representations of solutions to Stein equations. These in turn provide a wide family of Stein-Covariance identities which we put to use…
In this paper, we consider a modified version of Smirnov operator and obtain some Bernstein-type inequalities preserved by this operator. In particular, we prove some compact generalizations of the well-known inequalities of Bernstein,…
We study the overlaps between eigenvectors of nonnormal matrices. They quantify the stability of the spectrum, and characterize the joint eigenvalues increments under Dyson-type dynamics. Well known work by Chalker and Mehlig calculated the…
In a series of works, Lutwak, Yang and Zhang established what could be called affine information theory, which is the study of moment-entropy and Fisher-information-type inequalities that are invariant with respect to affine transformations…
In this article, we discuss the problem of establishing relations between information measures assessed for network structures. Two types of entropy based measures namely, the Shannon entropy and its generalization, the R\'{e}nyi entropy…
For distributions, we build a theory of higher order pointwise differentiability comprising, for order zero, {\L}ojasiewicz's notion of point value. Results include Borel regularity of differentials, higher order rectifiability of the…
A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector $X \in \mathbb{R}^n$ with independent subgaussian components. The core technique of the paper is based on the entropy method combined with…
In the present work, we show how the generalized Cram\'er-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on $\mathbb{R}^{n}$, and to a wider…
We extend the classical Bernstein inequality to a general setting including Schr{\"o}dinger operators and divergence form elliptic operators on Riemannian manifolds or domains. Moreover , we prove a new reverse inequality that can be seen…
We first present a determinant inequality related to partial traces for positive semidefinite block matrices. Our result extends a result of Lin [Czech. Math. J. 66 (2016)] and improves a result of Kuai [Linear Multilinear Algebra 66…
Let $||X||_p=\text{Tr}[(X^\ast X)^{p/2}]^{1/p}$ denote the $p$-Schatten norm of a matrix $X\in M_{n\times n}(\mathbb{C})$, and $\sigma(X)$ the singular values with $\uparrow$ $\downarrow$ indicating its increasing or decreasing…
Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…
The present paper offers, in its first part, a unified approach for the derivation of families of inequalities for set functions which satisfy sub/supermodularity properties. It applies this approach for the derivation of information…
We prove uniform estimates for the expected value of averages of order statistics of matrices in terms of their largest entries. As an application, we obtain similar probabilistic estimates for $\ell_p$ norms via real interpolation.
For a probability P in $R^d$ its center outward distribution function $F_{\pm}$, introduced in Chernozhukov et al. (2017) and Hallin et al. (2021), is a new and successful concept of multivariate distribution function based on mass…