Related papers: An Exponential Inequality for Symmetric Random Var…

Let $\Lambda(n)$ be the von Mangoldt function, $x$ real and $2\leq y \leq x$. This paper improves the estimate on the exponential sum over primes in short intervals \[ S_k(x,y;\alpha) = \sum_{x< n \leq x+y} \Lambda(n) e\left( n^k \alpha…

We show that for any $\alpha>0$ the R\'enyi entropy of order $\alpha$ is minimized, among all symmetric log-concave random variables with fixed variance, either for a uniform distribution or for a two sided exponential distribution. The…

We obtain asymptotic expansions for probabilities $\mathbb{P}(S_N=k)$ of partial sums of uniformly bounded integer-valued functionals $S_N=\sum_{n=1}^N f_n(X_n)$ of uniformly elliptic inhomogeneous Markov chains. The expansions involve…

We consider the convex hull of a finite sample of i.i.d. points uniformly distributed in a convex body in $\R^d$, $d\geq 2$. We prove an exponential deviation inequality, which leads to rate optimal upper bounds on all the moments of the…

In this paper we explore inequalities between symmetric homogeneous polynomials of degree four of three real variables and three nonnegative real variables. The main theorems describe the cases in which the smallest possible coefficient is…

In this paper we study the asymptotic behavior of the (skew) Macdonald and Jack symmetric polynomials as the number of variables grows to infinity. We characterize their limits in terms of certain variational problems. As an intermediate…

Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov…

The $i^{th}$ elementary symmetric polynomial of the set of $n$ variables $\mathcal{R}=\{m_1,m_2,m_3,...,m_n\}$ is isolated from the expansion of the $i^{th}$ binomial product ${{m_1+...+m_n}\choose i}$ via an alternating sum.

Let $S_n$ be the sum of independent random variables with distribution $F$. Under the assumption that $-\log(1-F(x))$ is slowly varying, conditions for $$ \lim_{n\to\infty}\sup_{s\ge t_n}\left|{P[S_n>s]\over n(1-F(s))}-1\right| =0 $$ are…

In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…

We introduce new method for generating correlated or uncorrelated Bernoulli random variables by using the binary expansion of a continuous random variable with support on the unit interval. We show that when this variable has a symmetric…

Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…

In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.

Exponential varieties arise from exponential families in statistics. These real algebraic varieties have strong positivity and convexity properties, familiar from toric varieties and their moment maps. Among them are varieties of inverses…

For $X \sim X(n; 1, n^{-\alpha_1}, n^{-\alpha_2}, ...)$ in the multiparameter random simplicial complex model we establish necessary and sufficient strict inequalities on the $\alpha_i$'s to linearly embed the complex into…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

Let $X_1,X_2,...$ be the digits in the base-$q$ expansion of a random variable $X$ defined on $[0,1)$ where $q\ge2$ is an integer. For $n=1,2,...$, we study the probability distribution $P_n$ of the (scaled) remainder…

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…