Related papers: Relations between the first four moments

Moments are expectation values of products of powers of position and momentum, taken over quantum states (or averages over a set of classical particles). For free particles, the evolution in the quantum case is closely related to that of a…

Let $\mathbf{X}^{(1)}_{n},\ldots,\mathbf{X}^{(m)}_{n}$, where $\mathbf{X}^{(i)}_{n}=(X^{(i)}_{1},\ldots,X^{(i)}_{n})$, $i=1,\ldots,m$, be $m$ independent sequences of independent and identically distributed random variables taking their…

We provide necessary and sufficient conditions for hypercontractivity of the minima of nonnegative, i.i.d. random variables and of both the maxima of minima and the minima of maxima for such r.v.'s. It turns out that the idea of…

A unifying and generalizing approach to representations of the positive-part and absolute moments $\mathsf{E} X_+^p$ and $\mathsf{E}|X|^p$ of a random variable $X$ for real $p$ in terms of the characteristic function (c.f.) of $X$, as well…

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

We study the $k$:th raw moment of a variable $R$ following the binomial distribution $\text{B}(n, p)$, where $n/k \rightarrow \beta > 0$. It is known that $\mathbb{E}(R^k)$ is bounded both from below and from above by functions of the form…

If $(k,\ell)$ is an exponent pair such that $k+\ell<1$, then we have $$ \int_1^T|\zeta(1/2+it)|^4|\zeta(\sigma+it)|^2dt \ll_\epsilon T^{1+\epsilon}\quad(\sigma > \min({5\over6},\max(\ell-k, {5k+\ell\over4k+1})), $$ while if $(k,\ell)$ is an…

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…

The Heisenberg inequality \Delta X \Delta P \geq \hbar/2 can be replaced by an exact equality, for suitably chosen measures of position and momentum uncertainty, which is valid for all wavefunctions. The statistics of complementary…

Suppose $X_1,X_2,...$ are i.i.d. nonnegative random variables with finite expectation, and for each $k$, $X_k$ is observed at the $k$-th arrival time $S_k$ of a Poisson process with unit rate which is independent of the sequence $\{X_k\}$.…

The real anisotropic Littlewood's $4 / 3$ inequality is an extension of a famous result obtained in 1930 by J. E. Littlewood. It asserts that, for $a , b \in ( 0 , \infty )$, the following conditions are equivalent: $\bullet$ There is an…

The Bell inequality is derived under the assumption of three physical data sets, random or deterministic. The data sets represent a laboratory realization of the three probability based variables used by Bell. For physical data as can be…

Let X_1,X_2,... be a sequence of [0,1]-valued i.i.d. random variables, let c\geq 0 be a sampling cost for each observation and let Y_i=X_i-ic, i=1,2,.... For n=1,2,..., let M(Y_1,...,Y_n)=E(max_{1\leq i\leq n}Y_i) and…

This paper deals with three traditional ways of defining contextuality: (C1) in terms of (non)existence of certain joint distributions involving measurements made in several mutually exclusive contexts; (C2) in terms of relationship between…

Moment inequality for quadratic forms of random vectors is of particular interest in covariance matrix testing and estimation problems. In this paper, we prove a Rosenthal-type inequality, which exhibits new features and certain improvement…

Following the basic idea expressed in [1], we assume that for any particle or body with mass M its own time t depends on therelative change \frac{\Delta M}{M} of that mass. Based on this assumption, one discusses possible existence of a…

Let $(X_{i}, \mathcal{F}_{i})_{i\geq 1}$ be a sequence of supermartingale differences and let $S_k=\sum_{i=1}^k X_i$. We give an exponential moment condition under which $P(\max_{1\leq k \leq n} S_k \geq n)=O(\exp\{-C_1 n^{\alpha}\}),$…

We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…

Given a sequence of random variables ${\bf X}=X_1,X_2,\ldots$ suppose the aim is to maximize one's return by picking a `favorable' $X_i$. Obviously, the expected payoff crucially depends on the information at hand. An optimally informed…

In this paper, we study how short an interval $[x, x + x^\theta]$ contains an integer of the form $n_1 n_2 n_3$ and $m_1 m_2 m_3 m_4$ with $n_1 \approx n_2 \approx n_3$ and $m_1 \approx m_2 \approx m_3 \approx m_4$. The new idea is to adopt…