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This paper deals with (finite or infinite) sequences of arbitrary independent events in some probability space. We find sharp lower bounds for the probability of a union of such events when the sum of their probabilities is given. The…

Probability · Mathematics 2016-09-29 Jürgen Grahl , Shahar Nevo

An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.

Probability · Mathematics 2012-05-24 Iosif Pinelis

We find the asymptotic distribution of the sample autocovariances of long-memory processes in cases of finite and infinite fourth moment. Depending on the interplay of assumptions on moments and the intensity of dependence, there are three…

Statistics Theory · Mathematics 2008-12-18 Lajos Horváth , Piotr Kokoszka

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

We introduce several new notions of (sectional) curvature bounds for Lorentzian pre-length spaces: On the one hand, we provide convexity/concavity conditions for the (modified) time separation function, and, on the other hand, we study…

Differential Geometry · Mathematics 2026-01-14 Tobias Beran , Michael Kunzinger , Felix Rott

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

Probability · Mathematics 2007-06-13 Guangming Pan , Wang Zhou

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…

Statistical Mechanics · Physics 2015-06-24 M. Bauer , O. Golinelli

We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…

Dynamical Systems · Mathematics 2016-09-28 Matthew Nicol , Andrew Török , Sandro Vaienti

We prove that, for general test functions, the limiting behavior of the linear statistic of an independent entry random matrix is determined only by the first four moments of the entry distributions. This immediately generalizes the known…

Probability · Mathematics 2015-10-13 Phil Kopel

For finite-dimensional linear semigroups which leave a proper cone invariant it is shown that irreducibility with respect to the cone implies the existence of an extremal norm. In case the cone is simplicial a similar statement applies to…

Dynamical Systems · Mathematics 2013-06-18 Oliver Mason , Fabian Wirth

We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…

Probability · Mathematics 2009-09-25 A. Lytova , L. Pastur

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

Classical Analysis and ODEs · Mathematics 2016-07-26 Daniel Sepúlveda

Lower bounds involving $f$-divergences between the underlying probability measures are proved for the minimax risk in estimation problems. Our proofs just use simple convexity facts. Special cases and straightforward corollaries of our…

Statistics Theory · Mathematics 2011-02-22 Adityanand Guntuboyina

Let $F_n$ denote the distribution function of the normalized sum $Z_n = (X_1 + \dots + X_n)/\sigma\sqrt{n}$ of i.i.d. random variables with finite fourth absolute moment. In this paper, polynomial rates of convergence of $F_n$ to the normal…

Probability · Mathematics 2017-06-30 Sergey G. Bobkov

The aim of the paper is firstly to study domains of definitions in terms of boundary conditions of minimal and maximal operators, as well as selfadjoint extensions of a minimal operator associated with the fourth-order differential operator…

Functional Analysis · Mathematics 2022-03-31 Nigar Aslanova , Kh. Aslanov

In this article we give bounds for the eigenvalues of a matrix, which can be seen as a common generalization of meet and join matrices and therefore also as a generalization of both GCD and LCM matrices. Although there are some results…

Number Theory · Mathematics 2015-11-06 Mika Mattila

Starting with a quaternion difference equation with boundary conditions, a parameterized sequence which is complete in finite dimensional quaternion Hilbert space is derived. By employing the parameterized sequence as the kernel of discrete…

Classical Analysis and ODEs · Mathematics 2022-09-20 Dong Cheng , Kit Ian Kou , Yonghui Xia , Junfeng Xu

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

We investigate the distribution of monochromatic subgraph counts in random vertex $2$-colorings of large graphs. We give sufficient conditions for the asymptotic normality of these counts and demonstrate their essential necessity…

Probability · Mathematics 2024-03-22 Nitya Mani , Dan Mikulincer
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