Related papers: Dvoretzky--Kiefer--Wolfowitz Inequalities for the …
We study conditions on $f$ under which an $f$-divergence $D_f$ will satisfy $D_f \geq c_f V^2$ or $D_f \geq c_{2,f} V^2 + c_{4,f} V^4$, where $V$ denotes variational distance and the coefficients $c_f$, $c_{2,f}$ and $c_{4,f}$ are {\em best…
We show uniqueness in law for the critical SPDE $$ dX_t = AX_t dt + (-A)^{1/2}F(X(t))dt + dW_t,\;\; X_0 =x \in H, $$ where $A$ $ : dom(A) \subset H \to H$ is a negative definite self-adjoint operator on a separable Hilbert space $H$ having…
A general deterministic analysis to state the necessary conditions with a coefficient determination for the variational source condition to hold is provided. Of particular interest in terms of the choice of the regularization parameter, it…
In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…
Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on Edgeworth expansion of the distribution function. The…
It is known that the inequality \begin{align*}\int_{-W/2}^{W/2}|\widehat{f}(\xi)|^2d\xi\leq \int_{-W/2}^{W/2}|\widehat{|f|^*}(\xi)|^2d\xi \end{align*} between the quadratic spectral concentration of a function and that of its decreasing…
Friedman's chi-square test is a non-parametric statistical test for $r\geq2$ treatments across $n\ge1$ trials to assess the null hypothesis that there is no treatment effect. We use Stein's method with an exchangeable pair coupling to…
We answer a special case of a question of T. Hytonen regarding the two weight norm inequality for the maximal function M in the affirmative, namely that there is a constant D > 1, depending only on dimension n, such that the two weight norm…
Let G be a finite abelian group of order n. For a complex valued function f on G, let \fht denote the Fourier transform of f. The uncertainty inequality asserts that if f \neq 0 then |supp(f)| |supp(\fht)| \geq n. Answering a question of…
For all $k\geq 2$, we provide almost-sharp quantitative results for the $k$-dimensional Duffin-Schaeffer conjecture, analogous to recent developments in the 1-D case of Koukoulopoulos-Maynard-Yang. In particular, for…
Let K be a closed bounded convex subset of $\Bbb R^n$; then by a result of the first author, which extends a classical theorem of Whitney there is a constant $w_m(K)$ so that for every continuous function f on K there is a polynomial $\phi$…
This paper investigates the problem of online statistical inference of model parameters in stochastic optimization problems via the Kiefer-Wolfowitz algorithm with random search directions. We first present the asymptotic distribution for…
We generalize the theory of Widom factors to the $\mathbb C^n$ setting. We define Widom factors of compact subsets $K\subset \mathbb C^n$ associated with multivariate orthogonal polynomials and weighted Chebyshev polynomials. We show that…
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…
The cumulative distribution and quantile functions for the two-sided one sample Kolmogorov-Smirnov probability distributions are used for goodness-of-fit testing. The CDF is notoriously difficult to explicitly describe and to compute, and…
Analytic expressions for distance-redshift relations which have been corrected for the effects of some inhomogeneities in the Friedmann-Robertson-Walker (FRW) mass density are used to illustrate the significance of inhomogeneities on a…
Generalizing a result of Roe \cite{Roe} Strichartz proved in \cite{Str} that if a doubly-infinite sequence $\{f_k\}$ of functions on $\R^n$ satisfies $f_{k+1}=\Delta f_k$ and $|f_{k}(x)|\leq M$ for all $k=0,\pm 1,\pm 2,...$ and $x\in \R^n$,…
Let $q\ge2$ be an integer, $\{X_n\}_{n\geq 1}$ a stochastic process with state space $\{0,\ldots,q-1\}$, and $F$ the cumulative distribution function (CDF) of $\sum_{n=1}^\infty X_n q^{-n}$. We show that stationarity of $\{X_n\}_{n\geq 1}$…
The Deffuant-Weisbuch (DW) model is a well-known bounded-confidence opinion dynamics that has attracted wide interest. Although the heterogeneous DW model has been studied by simulations over $20$ years, its convergence proof is open. Our…
This paper establishes an upper bound for the Kolmogorov distance between the maximum of a high-dimensional vector of smooth Wiener functionals and the maximum of a Gaussian random vector. As a special case, we show that the maximum of…