Related papers: Individual lower bound for Calderon's generalized …
We calculate the exact subgaussian norm of a centered (shifted) indicator (Bernoulli's) random variable. Using this result we derive very simple tail estimates for sums of these variables, not necessary to be identical distributed, and give…
In this paper, we obtain two interpolation theorems on convex-set valued Lebesgue spaces, which generalize the Marcinkiewicz interpolation theorem and Riesz-Thorin interpolation theorem on classical Lebesgue spaces, respectively. As…
In this paper, we will improve and generalize inequality of Ostrowski type for mappings whose second derivatives belong to L$_{1}\left(a,b\right) $ . Some well known inequalities can be derived as special cases. In addition, perturbed…
We look for the optimal range of Lebesque exponents for which inhomogeneous Strichartz estimates are valid. We show that it is larger than the one given by admissible exponents for homogeneous estimates. We prove inhomogeneous estimates…
We obtain explicit bounds on the truncation error of the cumulant series of a bounded complex function of a random vector with independent components. The bounds are based on multidimensional differences. This extends the theory of the…
We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials
In this article we obtain improved versions of Stein-Weiss and Caffarelli-Kohn-Nirenberg inequalities, involving Besov norms of negative smoothness. As an application of the former, we derive the existence of extremals of the Stein-Weiss…
We consider heavy-tailed distributions and compare the well-known estimators of the tail index, based on extreme value theory with a comparatively recent estimator based on a different idea.
We consider the Sobolev norms of the pointwise product of two functions, and estimate from above and below the constants appearing in two related inequalities.
We give a sufficient condition for the exponential decay of the tail probability of a non-negative random variable. We consider the Laplace-Stieltjes transform of the probability distribution function of the random variable. We present a…
This paper is about Holder and Lipschitz stability estimates and uniqueness theorems for some coefficient inverse problems and associated inverse source problems for a general linear parabolic equation of the second order with variable…
We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a…
The approach of Kleitman (1970) and Kanter (1976) to multivariate concentration function inequalities is generalized in order to obtain for deviation probabilities of sums of independent symmetric random variables a lower bound depending…
This note provides a Lefschetz theorem for Minkowski sums of polytopes, and conclude lower bound theorems for Minkowski sums of polytopes. It is written as an appendix to arXiv:1405.7368, so notation and references follow that paper.
For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…
We construct an optimal exponential tail decreasing confidence region for an unknown density of distribution in the Lebesgue-Riesz as well as in the uniform} norm, built on the sample of the random vectors based of the famous recursive…
Likelihood-based procedures are a common way to estimate tail dependence parameters. They are not applicable, however, in non-differentiable models such as those arising from recent max-linear structural equation models. Moreover, they can…
We review some results and proofs on eigenvalue bounds for random Schr\"odinger operators with complex-valued potentials. We also include new Schatten norm estimates for the resolvent and use them to obtain bounds for sums of eigenvalues.
This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise liner functions recently obtained in [1]. We mainly focus here on establishing relationships between full stability of…
We investigate the application of the Adaptive Multilevel Splitting algorithm for the estimation of tail probabilities of solutions of Stochastic Differential Equations evaluated at a given time, and of associated temporal averages. We…