Related papers: A Note on Moment Inequality for Quadratic Forms
We prove invariant Harnack inequalities for certain classes of non-divergence form equations of Kolmogorov type. The operators we consider exhibit invariance properties with respect to a homogeneous Lie group structure. The coefficient…
Motivated by recent developments in conformal field theory (CFT), we devise a Quantum Monte Carlo (QMC) method to calculate the moments of the partially transposed reduced density matrix at finite temperature. These are used to construct…
This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…
Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been studied in the literature: quadratic form statistics, maximum…
We consider a way to generate operational inequalities to test nonclassicality (or quantumness) of multimode (or multiparty) bosonic fields that unifies the derivation of many known inequalities and allows to propose new ones. The…
We prove a new vectorial functional inequality of Poincar\'{e}-Beckner type. The inequality may be interpreted as an entropy-entropy production one for a gradient flow in the metric space of Radon measures. The proof uses subtle analysis of…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
We propose a method to expand correlation functions with respect to the spatial components of external momenta. From the coefficients of the expansion it is possible to extract Lorentz-invariant form factors at zero spatial momentum…
In this paper we present a correlation inequality with respect to Cauchy type measures. To prove our inequality, we transport the problem onto the Riemannian sphere then state and solve some special cases for a spherical correlation…
This paper studies new tests for the number of latent factors in a large cross-sectional factor model with small time dimension. These tests are based on the eigenvalues of variance-covariance matrices of (possibly weighted) asset returns,…
We develop a new kind of nonnegativity certificate for univariate polynomials on an interval. In many applications, nonnegative Bernstein coefficients are often used as a simple way of certifying polynomial nonnegativity. Our proposed…
Combining elements of twistor-space, phase space and Clifford algebras, we propose a framework for the construction and quantization of certain (quadric) varieties described by Lorentz-covariant multivector coordiantes. The correspondent…
Dual quaternion matrices have important applications in multi-agent formation control. In this paper, we first address the concept of spectral norm of dual quaternion matrices. Then, we introduce a von Neumann type trace inequality and a…
The minimal supersymmetric extension of the standard model allows for some of the coupling strengths to be complex parameters. The presence of such imaginary phases can lead to violations of time reversal invariance, which can be tested if…
We prove a multivariate version of Hoeffding's inequality about the distribution of homogeneous polynomials of Rademacher functions. The proof is based on such an estimate about the moments of homogeneous polynomials of Rademacher functions…
While the slogan "no measurement without disturbance" has established itself under the name Heisenberg effect in the consciousness of the scientifically interested public, a precise statement of this fundamental feature of the quantum world…
Estimation of high-dimensional covariance matrices in latent factor models is an important topic in many fields and especially in finance. Since the number of financial assets grows while the estimation window length remains of limited…
In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…
By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…
The purpose of this paper is to derive the Hoffman-Wielandt inequality and its generalization for quaternion matrices. Diagonalizability of the block companion matrix of certain quadratic (linear) quaternion matrix polynomials is brought…