Related papers: Density and tails of unimodal convolution semigrou…

We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds…

General extensions of an inequality due to Rogozin, concerning the essential supremum of a convolution of probability density functions on the real line, are obtained. While a weak version of the inequality is proved in the very general…

We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…

A topological group $G$ is said to have the L\'evy property if it admits a dense subgroup which is decomposed as the union of an increasing sequence of compact subgroups $\mathcal{G}=\{G_i:i\in\mathbb{N}\}$ of $G$ which exhibits…

In this paper we show that the leading coefficient $\mu(y,w)$ of some Kazhdan-Lusztig polynomials $P_{y,w}$ with $y,w$ in an affine Weyl group of type $\tilde A_n $ is $n+2$. This fact has some consequences on the dimension of first…

In this paper, we give two classes of positive semi-definite metrics on 2-manifolds. The one is called a class of Kossowski metrics and the other is called a class of Whitney metrics: The pull-back metrics of wave fronts which admit only…

In this paper, we derive new probability bounds for Chebyshev's inequality if the supremum of the probability density function is known. This result holds for one-dimensional or multivariate continuous probability distributions with finite…

Using a semiclassical approach we show that the spectrum of a smooth Anosov vector field V on a compact manifold is discrete (in suitable anisotropic Sobolev spaces) and then we provide an upper bound for the density of eigenvalues of the…

In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…

We study relatively hyperbolic group pairs whose boundaries are Schottky sets. We characterize the groups that have boundaries where the Schottky sets have incidence graphs with 1 or 2 components.

We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L\'evy processes in $\mathbb{R}^{d}$, $d \geq 1$, including those with jumping kernels exponentially and subexponentially localized at…

We provide finite sample upper and lower bounds on the Binomial tail probability which are a direct application of Sanov's theorem. We then use these to obtain high probability upper and lower bounds on the minimum of i.i.d. Binomial random…

Let E_k denote the elliptic curve defined by y^2 = x(x^2 - k^2). We consider the curves with k = pl, p = l = 1 mod 8 primes, and show that the density of rank-0 curves among them is at least 1/2 by explicitly constructing nontrivial…

The finite groups having an indecomposable polynomial invariant whose degree is at least half of the order of the group are classified. Apart from four sporadic exceptions these are exactly the groups having a cyclic subgroup of index at…

We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter $\lambda$. While $\lambda=1$ corresponds to well-known critical ensembles, we show that $\lambda \ne 1$ describes "L\'evy like" ensembles,…

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…

We show that if an essentially arbitrary sequence supported on an interval containing $x$ integers, is convolved with a tiny Siegel-Walfisz-type sequence supported on an interval containing $\exp((\log x)^{\varepsilon})$ integers then the…

Given a locally constant linear cocycle over a subshift of finite type, we show that the existence of a uniform gap between the i-th and (i+1)-th Lyapunov exponents for all invariant measures implies the existence of a dominated splitting…

For a random variable with a unimodal distribution and finite second moment Gau\ss \, (1823) proved a sharp bound on the probability of the random variable to be outside a symmetric interval around its mode. An alternative proof for it is…

We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…