Related papers: Concentration inequalities via zero bias couplings
New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The…
For any continuous zero-mean random variable (r.v.) X, a reciprocating function r is constructed, based only on the distribution of X, such that the conditional distribution of X given the (at-most-)two-point set {X,r(X)} is the zero-mean…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
We introduce a nonasymptotic framework for sub-Poisson distributions with moment generating function dominated by that of a Poisson distribution. At its core is a new notion of optimal sub-Poisson variance proxy, analogous to the variance…
Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…
We derive two concentration inequalities for linear functions of log-concave distributions: an enhanced version of the classical Brascamp--Lieb concentration inequality, and an inequality quantifying log-concavity of marginals in a manner…
We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures, and to quantitative results on the expected number of zeros in…
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…
When using the bootstrap in the presence of measurement error, we must first estimate the target distribution function; we cannot directly resample, since we do not have a sample from the target. These and other considerations motivate the…
In this paper, we examine the distribution and convergence properties of the estimation error $W = X - \hat{X}(Y)$, where $\hat{X}(Y)$ is the Bayesian estimator of a random variable $X$ from a noisy observation $Y = X +\sigma Z$ where…
In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…
Following Wiener, we consider the zeroes of Gaussian analytic functions in a strip in the complex plane, with translation-invariant distribution. We show that the variance of the number of zeroes in a long horizontal rectangle $[0,T]\times…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
In many--body and other systems, the physics situation often allows one to interpret certain, distinct states by means of a simple picture. In this interpretation, the distinct states are not eigenstates of the full Hamiltonian. Hence,…
In the paper we generalize the following characterization of beta distribution to the symmetric cone setting: let $X$ and $Y$ be independent, non-degenerate random variables with values in $(0,1)$, then $U=1-XY$ and $V=\frac{1-X}{U}$ are…
We extend our earlier work on anomalies in the space of coupling constants to four-dimensional gauge theories. Pure Yang-Mills theory (without matter) with a simple and simply connected gauge group has a mixed anomaly between its one-form…
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…
We establish -among other things- existence and multiplicity of solutions for the Dirichlet problem $\sum_i\partial_{ii}u+\frac{|u|^{\crit-2}u}{|x|^s}=0$ on smooth bounded domains $\Omega$ of $ \rn$ ($n\geq 3$) involving the critical…