Related papers: A note on a paper by Wong and Heyde
Let f be a polynomial with irrational leading coefficient. We obtain inequalities for the distance from the nearest integer of f(p) that hold for infinitely many primes p. These results improve work of Harman in 1981 and 1983 and Wong in…
We propose an algebraic method for proving estimates on moments of stochastic integrals. The method uses qualitative properties of roots of algebraic polynomials from certain general classes. As an application, we give a new proof of a…
For a Hilbert space valued martingale $(f_n)$ and an adapted sequence of positive random variables $(w_n)$, we show the weighted Davis type inequality \[ \mathbb{E} \Bigl( |f_0| w_0 + \frac{1}{4} \sum_{n=1}^{N} \frac{|df_n|^2}{f^*_n} w_n…
We proposed new and more efficient estimators for estimating population proportion of respondents belonging to two related sensitive attributes in survey sampling by extending the work of Mangat (1994). Our proposed estimators are more…
A simple proof of a key inequality required by the paper's analysis is presented. An introductory section discussing the paper's setup may be helpful to some readers. An alternative statistical analysis is suggested.
Comment an the recent Letter [Phys. Rev. Lett. 86, 2050 (2001)] by F.Wang and D. P. Landau.
This note proposes a new proof and new perspectives on the so-called Elliptical Potential Lemma. This result is important in online learning, especially for linear stochastic bandits. The original proof of the result, however short and…
The aim of this work is to obtain discrete versions of stochastic Gronwall inequalities involving demimartingale sequences. The results generalize the respective theorems for martingales provided by Kruse and Scheutzow (2018) and Hendy et…
We give an explicit description of the law of terminal value $W$ of additive martingales in a remarkable branching stable process. We show that the right tail probability of the terminal value decays exponentially fast and the left tail…
We prove weighted and vector-valued variational estimates for ergodic averages on $\mathbb{R}^d$. The weighted square function estimate relating ergodic averages to the dyadic martingale is obtained using an $\ell^r$ version of a reverse…
We investigate the stochastic modified equation which plays an important role in the stochastic backward error analysis for explaining the mathematical mechanism of a numerical method. The contribution of this paper is threefold. First, we…
The main input of this note is to provide an alternative probabilistic approach to the ${\Phi}^{2n}$ theory in dimension 2, based on concentration phenomenon of martingales associated to polynomials of Gaussian variables. This is based on…
In the paper "The relativistic Doppler effect: when a zero-frequency shift or a red shift exists for sources approaching the observer, Ann. Phys. (Berlin) 523, No. 3, 239-246 (2011), DOI 10.1002/andp.201000099 by C. Wang the use of an…
Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…
In the revised version of the paper, we correct misprints and add some new statements.
In this paper, the classical Dellacherie's theorem about stochastic process is extended to variable exponent Lebesgue spaces. As its applications, we obtain variable exponent analogues of several famous inequalities in classical martingale…
This paper is devoted to two different two-time-scale stochastic approximation algorithms for superquantile estimation. We shall investigate the asymptotic behavior of a Robbins-Monro estimator and its convexified version. Our main…
We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models,…
This is "Letter to the Editor" of Annals of Applied Statistics, addressing the paper by Goerg G. M. (2011) "Lambert W random variables-a new family of generalized skewed distributions with applications to risk estimation".
The paper is mostly a survey on recent results in Diophantine approximation, with emphasis on properties of exponents measuring various notions of Diophantine <approximation.