Related papers: On Khinchine type inequalities for pairwise indepe…

Let $X, Y$ be two independent identically distributed (i.i.d.) random variables taking values from a separable Banach space $(\mathcal{X}, \|\cdot\|)$. Given two measurable subsets $F, K\subseteq\cal{X}$, we established distribution free…

We consider the detection problem of correlations in a $p$-dimensional Gaussian vector, when we observe $n$ independent, identically distributed random vectors, for $n$ and $p$ large. We assume that the covariance matrix varies in some…

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…

For a map of the unit interval with an indifferent fixed point, we prove an upper bound for the variance of all observables of $n$ variables $K:[0,1]^n\to\R$ which are componentwise Lipschitz. The proof is based on coupling and decay of…

We sharpen the moment comparison inequalities with sharp constants for sums of random vectors uniform on Euclidean spheres, providing a deficit term (optimal in high dimensions).

We prove versions of Khintchine's Theorem (1924) for approximations by rational numbers whose numerators lie in randomly chosen sets of integers, and we explore the extent to which the monotonicity assumption can be removed. Roughly…

We prove a Payne-Weinberger type inequality for the $p$-Laplacian Neumann eigenvalues ($p\ge 2$). The inequality provides the sharp upper bound on convex domains, in terms of the diameter alone, of the best constants in Poincar\'e…

For k greater than 1 and r different from 0, let pi^k_{2r}(x) denote the number of prime pairs (p,p^k+2r) with p not exceeding (large) x. By the Bateman-Horn conjecture, the function pi^k_{2r}(x) should be asymptotic to…

Working with a rather general notion of independence, we provide a transference method which allows to compare the p-norm of sums of independent copies with the p-norm of sums of free copies. Our main technique is to construct explicit…

Let B=A+K where A is a bounded selfadjoint operator and K is an element of the von Neumann-Schatten ideal S_p with p>1. Let {\lambda_n} denote an enumeration of the discrete spectrum of B. We show that $\sum_n \dist(\lambda_n, \sigma(A))^p$…

Based on a maximal inequality type result of Cuculescu, we establish some noncommutative maximal inequalities such as Haj\'ek--Penyi inequality and Etemadi inequality. In addition, we present a noncommutative Kolmogorov type inequality by…

In this paper we study the best constant in a Hardy inequality for the p-Laplace operator on convex domains with Robin boundary conditions. We show, in particular, that the best constant equals $((p-1)/p)^p$ whenever Dirichlet boundary…

Recently, many streaming algorithms have utilized generalizations of the fact that the expected maximum distance of any $4$-wise independent random walk on a line over $n$ steps is $O(\sqrt{n})$. In this paper, we show that $4$-wise…

We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…

In [18] we have shown that, for $p_{1},p_{2}\in(2,\infty]$, the constants of Bennett's inequality on unimodular bilinear forms on $\ell_{p_{1}}^{n_{1} }\times\ell_{p_{2}}^{n_{2}}$ are asymptotically bounded by $1$. In the present paper we…

We find necessary and sufficient conditions for the validity of weighted Rellich and Calderon-Zygmund inequalities in L^p, 1 \leq p \leq \infty, in the whole space and in the half-space with Dirichlet boundary conditions. General operators…

We give an elementary proof of the fact that a binomial random variable $X$ with parameters $n$ and $0.29/n \le p < 1$ with probability at least $1/4$ strictly exceeds its expectation. We also show that for $1/n \le p < 1 - 1/n$, $X$…

We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

Matrix concentration inequalities, intimately connected to the Non-Commutative Khintchine inequality, have been an important tool in both applied and pure mathematics. We study tensor versions of these inequalities, and establish…