Related papers: Majorization bounds for distribution function

It is well known that the entropy $H(X)$ of a discrete random variable $X$ is always greater than or equal to the entropy $H(f(X))$ of a function $f$ of $X$, with equality if and only if $f$ is one-to-one. In this paper, we give tight…

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…

We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…

For a probability distribution $P$ on an at most countable alphabet $\mathcal A$, this article gives finite sample bounds for the expected occupancy counts $\mathbb E K_{n,r}$ and probabilities $\mathbb E M_{n,r}$. Both upper and lower…

Let $X_1, X_2, ..., X_n, ... $ be a sequence of iid random variables with values in a finite alphabet $\{1,...,m\}$. Let $LI_n$ be the length of the longest increasing subsequence of $X_1, X_2, ..., X_n.$ We express the limiting…

This paper is focused on derivations of data-processing and majorization inequalities for $f$-divergences, and their applications in information theory and statistics. For the accessibility of the material, the main results are first…

Corresponding to $n$ independent non-negative random variables $X_1,...,X_n$, are values $M_1,...,M_n$, where each $M_i$ is the expected value of the maximum of $n$ independent copies of $X_i$. We obtain an upper bound to the expected value…

Majorisation, also called rearrangement inequalities, yields a type of stochastic ordering in which two or more distributions can be compared. In this paper we argue that majorisation is a good candidate as a theory for uncertainty. We…

Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables in a regular sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$ with the finite Choquet expectation, upper mean…

Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

For a wide class of sequences of integer domains $\mathcal{D}_n\subset\mathbb{N}^d$, $n\in\mathbb{N}$, we prove distributional limit theorems for $F(X_1^{(n)},\ldots,X_d^{(n)})$, where $F$ is a multivariate multiplicative function and…

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

Let $f : \mathbf{N} \rightarrow \mathbf{C}$ be a bounded multiplicative function. Let $a$ be a fixed integer (say $a = 1$). Then $f$ is well-distributed on the progression $n \equiv a \pmod{q} \subset \{1,\dots, X\}$, for almost all primes…

Let $(X_k)_{k\geq 1}$ and $(Y_k)_{k\geq 1}$ be two independent sequences of i.i.d. random variables, with values in a finite and totally ordered alphabet $\mathcal{A}_m:=\{1,\dots,m\}$, and having respective probability mass function…

In this paper we prove two results. The first theorem uses a paper of Kim \cite{K} to show that for fixed primes $p_1,...,p_k$, and for fixed integers $m_1,...,m_k$, with $p_i\not|m_i$, the numbers $(e_{p_1}(n),...,e_{p_k}(n))$ are…

We estimate from below the lower density of the set of prime numbers p such that p-1 has a prime factor of size at least p^c, where c lies in between 1/4 and 1/2. We also establish upper and lower bounds on the counting function of the set…

We prove generalised concentration inequalities for a class of scaled self-bounding functions of independent random variables, referred to as ${(M,a,b)}$ self-bounding. The scaling refers to the fact that the component-wise difference is…

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

In this work, we continue the line of research on the complexity of distributions (Viola, Journal of Computing 2012), and study samplers defined by low degree polynomials. An $n$-tuple $P = (P_1,\dots, P_n)$ of functions $P_i \colon…