Related papers: Complementary upper bounds for fourth central mome…
We continue the research of Lata{\l}a on improving estimates of $p$-th moments of sums of independent random variables. We generalize some of his results in the case when $2 \leq p \leq 4$ and present a combinatorial approach for even…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative random variables, in terms of the population mean. The main result covers the independent identically distributed case.…
We derive explicit central moment inequalities for random variables that admit a Stein coupling, such as exchangeable pairs, size--bias couplings or local dependence, among others. The bounds are in terms of moments (not necessarily…
In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…
The bounds for absolute moments of order statistics are established. Let $X_1,\dots ,X_n$ be independent identically distributed real-valued random variables and let $X_{1:n}\le \dots \le X_{n:n}$ be the corresponding order statistics. The…
Criterion for a companion matrix to have a certain number of flat portions on the boundary of its numerical range is given. The criterion is specialized to the cases of 3-by-3 and 4-by-4 matrices. In the latter case, it is proved that a…
In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…
It is shown that Newton's inequalities and the related Maclaurin's inequalities provide several refinements of the fundamental Arithmetic mean - Geometric mean - Harmonic mean inequality in terms of the means and variance of positive real…
This paper develops a quantitative version of de Jong's central limit theorem for homogeneous sums in a high-dimensional setting. More precisely, under appropriate moment assumptions, we establish an upper bound for the Kolmogorov distance…
We obtain integral boundary decay estimates for solutions of fourth-order elliptic equations on a bounded domain with regular boundary. We apply these estimates to obtain stability bounds for the corresponding eigenvalues under small…
In this paper we give an improved upper bound, as compared to the one given in [3] for the number of extreme points of the convex set of all G-invariant probability measures on X*Y with given marginals of full support.
This paper provides a finite sample bound for the error term in the Edgeworth expansion for a sum of independent, potentially discrete, nonlattice random vectors, using a uniform-in-$P$ version of the weaker Cram\'{e}r condition in Angst…
Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
The problem of iterated partial summations is solved for some discrete distributions defined on discrete supports. The power method, usually used as a computational approach to finding matrix eigenvalues and eigenvectors, is in some cases…
We establish upper bounds for shifted moments of modular $L$-functions to a fixed modulus as well as quadratic twists of modular $L$-functions under the generalized Riemann hypothesis. Our results are then used to establish bounds for…
Assuming the generalized Riemann hypothesis, we evaluate sharp upper bounds for the shifted moments of quadratic Dirichlet L-functions with moduli 8p, where p ranges over odd primes. We then apply this result to prove bounds for the moments…
In this note we prove that, for infinitely divisible laws, convergence of the fourth moment to 3 is sufficient to ensure convergence in law to the Gaussian distribution. Our results include infinitely divisible measures with respect to…