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This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

Probability · Mathematics 2013-05-06 Daniel Paulin , Lester Mackey , Joel A. Tropp

Let $\Psi_1,\Psi_2,...$ be a sequence of i.i.d. random Lipschitz functions on a complete separable metric space with unbounded metric $d$ and forward iterations $X_n$. Suppose that $X_n$ has a stationary distribution. We study the…

Probability · Mathematics 2015-08-28 Gerold Alsmeyer

In recent years, tensors have been applied to different applications in science and engineering fields. In order to establish theory about tail bounds of the tensors summation behavior, this work extends previous work by considering the…

Probability · Mathematics 2021-10-05 Shih Yu Chang

Recent development in high-dimensional statistical inference has necessitated concentration inequalities for a broader range of random variables. We focus on sub-Weibull random variables, which extend sub-Gaussian or sub-exponential random…

Statistics Theory · Mathematics 2023-02-28 Heejong Bong , Arun Kumar Kuchibhotla

Randomized trace estimation is a popular and well studied technique that approximates the trace of a large-scale matrix $B$ by computing the average of $x^T Bx$ for many samples of a random vector $X$. Often, $B$ is symmetric positive…

Numerical Analysis · Mathematics 2021-05-26 Alice Cortinovis , Daniel Kressner

Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another…

Probability · Mathematics 2012-05-24 Iosif Pinelis

The development of global sensitivity analysis of numerical model outputs has recently raised new issues on 1-dimensional Poincar\'e inequalities. Typically two kind of sensitivity indices are linked by a Poincar\'e type inequality, which…

Statistics Theory · Mathematics 2016-12-13 Olivier Roustant , Franck Barthe , Bertrand Iooss

We study the Central Limit Theorem (CLT) in the so-called hybrid Lebesgue-continuous spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

Probability · Mathematics 2013-09-11 E. Ostrovsky , L. Sirota

We present inequalities and some applications to Kellers' limit and Carlemans' inequality.

Classical Analysis and ODEs · Mathematics 2013-12-24 Cristinel Mortici , Hu Yue

We obtain lower tail estimates for the smallest singular value of random matrices with independent but non-identically distributed entries. Specifically, we consider $n\times n$ matrices with complex entries of the form \[ M = A\circ X + B…

Probability · Mathematics 2018-05-21 Nicholas A. Cook

The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…

Statistics Theory · Mathematics 2023-03-21 Abdelaati Daouia , Simone A. Padoan , Gilles Stupfler

The aim of this paper is investigating of Orlicz spaces with exponential function and correspondence Orlicz norm: we introduce some new equivalent norms, obtain the tail characterization, study the product of functions in Orlicz spaces etc.…

Functional Analysis · Mathematics 2007-05-23 Eugene Ostrovsky

When a real-valued function of one variable is approximated by its $n^{th}$ degree Taylor polynomial, the remainder is estimated using the Alexiewicz and Lebesgue $p$-norms in cases where $f^{(n)}$ or $f^{(n+1)}$ are Henstock--Kurzweil…

Classical Analysis and ODEs · Mathematics 2007-05-23 Erik Talvila

In this paper the double-sided Taylor's approximations are studied. A short proof of a well-known theorem on the double-sided Taylor's approximations is introduced. Also, two new theorems are proved regarding the monotonicity of such…

Classical Analysis and ODEs · Mathematics 2018-11-27 Branko Malesevic , Marija Rasajski , Tatjana Lutovac

In this work, the notions of normal cones at infinity to unbounded sets and limiting and singular subdifferentials at infinity for extended real value functions are introduced. Various calculus rules for these notions objects are…

Optimization and Control · Mathematics 2023-08-01 Do Sang Kim , Minh Tung Nguyen , Tien Son Pham

We derive sharp non - asymptotical Lebesgue - Riesz as well as Grand Lebesgue Space norm estimations for different norms of matrix martingales through these norms for the correspondent martingale differences and through the entropic…

Probability · Mathematics 2024-01-25 Maria Rosaria Formica , Eugeny Ostrovsky , Leonid Sirota

Iterated commutators of multilinear Calderon-Zygmund operators and pointwise multiplication with functions in $BMO$ are studied in products of Lebesgue spaces. Both strong type and weak end-point estimates are obtained, including weighted…

Classical Analysis and ODEs · Mathematics 2015-03-17 Carlos Perez , Gladis Pradolini , Rodolfo Torres , Rodrigo Trujillo-Gonzalez

In this paper, we focus on barycentric weights and Lebesgue constants for Lagrange interpolation of arbitrary node distributions on \([-1,1]\). The following three main works are included: estimates of upper and lower bounds on the…

Numerical Analysis · Mathematics 2024-01-24 Kelong Zhao , Shuhuang Xiang

We prove an endpoint version of the Stein-Tomas restriction theorem, for a general class of measures, and with a strengthened Lorentz space estimate. A similar improvement is obtained for Stein's estimate on oscillatory integrals of…

Classical Analysis and ODEs · Mathematics 2015-03-17 Jong-Guk Bak , Andreas Seeger

We give lower bounds on the case of worst inhomogeneous approximation.

Number Theory · Mathematics 2016-03-22 Chris Pinner