English
Related papers

Related papers: A Note on Moment Inequality for Quadratic Forms

200 papers

Several applications of the moment method in random matrix theory, especially, to local eigenvalue statistics at the spectral edges, are surveyed, with emphasis on a modification of the method involving orthogonal polynomials.

Classical Analysis and ODEs · Mathematics 2014-06-16 Sasha Sodin

The truncated moment problem asks to characterize finite sequences of real numbers that are the moments of a positive Borel measure on Rn. Its tracial analog is obtained by integrating traces of symmetric matrices and is the main topic of…

Functional Analysis · Mathematics 2020-02-03 Abhishek Bhardwaj , Aljaz Zalar

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

We prove the open question posed by Zhuang and Hu in Remark 3.1. More generally, we consider symmetric joint probability mass functions and joint densities whose associated quadratic form is non-negative. In this class, for every \(r>0\),…

Probability · Mathematics 2026-05-27 Zhekai Pang

This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are identified based on a linear recurrence structure of moments…

Econometrics · Economics 2023-03-01 Zhan Gao , M. Hashem Pesaran

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

Risk Management · Quantitative Finance 2015-05-19 Chuancun Yin

This paper considers the optimal modification of the likelihood ratio test (LRT) for the equality of two high-dimensional covariance matrices. The classical LRT is not well defined when the dimensions are larger than or equal to one of the…

Statistics Theory · Mathematics 2018-04-06 Qiuyan Zhang , Jiang Hu , Zhidong Bai

The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…

Statistical Finance · Quantitative Finance 2008-12-02 Camilo Rodrigues Neto , Andr\' e C. R. Martins

The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex…

Algebraic Geometry · Mathematics 2020-07-08 Kathlén Kohn , Boris Shapiro , Bernd Sturmfels

Inertial effects in non-inertial reference frames are compared with quantum properties of tests objects. The real space-time and perfect inertial reference frame can be compared accurate to the uncertainty relation. Complexities if…

Quantum Physics · Physics 2010-03-19 Timur F. Kamalov

For submanifolds tangent to the structure vector field in cosymplectic space forms, we establish a basic inequality between the main intrinsic invariants of the submanifold, namely its sectional curvature and scalar curvature on one side;…

Mathematical Physics · Physics 2007-05-23 Jeong-Sik Kim , Jaedong Choi

We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…

Mathematical Physics · Physics 2019-07-23 Fabio Deelan Cunden , Francesco Mezzadri , Neil O'Connell , Nick Simm

We prove several estimates for the moments of arbitrary measures on convex bodies. We apply these estimates to show a new slicing inequality for measures on convex bodies. We also deduce estimates for the outer volume ratio distance from an…

Metric Geometry · Mathematics 2017-12-19 Sergey Bobkov , Bo'az Klartag , Alexander Koldobsky

We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…

Econometrics · Economics 2022-12-20 Isaiah Andrews , Jonathan Roth , Ariel Pakes

A new method of probing Lorentz invariance in the neutron sector is described. The method is baed on stable quartz bulk acoustic wave oscillators compared on a rotating table. Due to Lorentz-invariance violation, the resonance frequencies…

High Energy Physics - Phenomenology · Physics 2016-08-09 M. Goryachev , A. Lo , Ph. Haslinger , E. Mizrachi , L. Anderegg , H. Müller , M. Hohensee , M. E. Tobar

We introduce an estimation method of covariance matrices in a high-dimensional setting, i.e., when the dimension of the matrix, , is larger than the sample size . Specifically, we propose an orthogonally equivariant estimator. The…

Statistics Theory · Mathematics 2020-12-04 Samprit Banerjee , Stefano Monni

In this paper we give refinements of some convex and log-convex moment inequalities of the first and second order using a special kind of positive semi-definite form. An open problem concerning eight parameter refinement of second order is…

Information Theory · Computer Science 2016-05-16 Slavko Simic

Conventional lattice Boltzmann models only satisfy moment isotropy up to fourth order. In order to accurately describe improtant physical effects beyond the isothermal Navier-Stokes fluid regime, higher order isotropy is required. In this…

Computational Physics · Physics 2007-09-11 Hudong Chen , Isaac Goldhrish , Steven Orszag

Quantum mechanics presents peculiar properties that, on the one hand, have been the subject of several theoretical and experimental studies about its very foundations and, on the other hand, provide tools for developing new technologies,…

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

Functional Analysis · Mathematics 2026-03-19 Watanjeet Singh , Sumit Chandok
‹ Prev 1 3 4 5 6 7 10 Next ›