Related papers: The Truncated Moment Problem on $\mathbb{N}_0$
Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another…
We derive a set of genuine multi-mode entanglement criteria for second moments of the quadrature operators. The criteria have a common form of the uncertainty relation between sums of variances of position and momentum quadrature…
The null space condition for $\ell_1$ minimization in compressed sensing is a necessary and sufficient condition on the sensing matrices under which a sparse signal can be uniquely recovered from the observation data via $\ell_1$…
We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…
Consider the eigenvalues $\lambda_i(M_n)$ (in increasing order) of a random Hermitian matrix $M_n$ whose upper-triangular entries are independent with mean zero and variance one, and are exponentially decaying. By Wigner's semicircular law,…
The multivariate moment problem is investigated in the general context of the polynomial algebra $\mathbb{R}[x_i \mid i \in \Omega]$ in an arbitrary number of variables $x_i$, $i\in \Omega$. The results obtained are sharpest when the index…
We consider the "moment vanishing problem" for a general class of piecewise-analytic functions which satisfy on each continuity interval a linear ODE with polynomial coefficients. This problem, which essentially asks how many zero first…
We study conditions under which integer sequences with independent, identically distributed gaps are asymptotically $k$-complete, meaning that every sufficiently large integer can be represented as the sum of exactly $k$ distinct elements…
Some important problems (e.g., in optimal transport and optimal control) have a relaxed (or weak) formulation in a space of appropriate measures whichis much easier to solve. However, an optimal solution $\mu$ of the latter solves the…
Let $K_f$ be a closed semi-algebraic set in $\dR^d$ such that there exist bounded real polynomials $h_1,{...},h_n$ on $K_f$. It is proved that the moment problem for $K_f$ is solvable provided it is for all sets $K_f\cap C_\lambda$, where…
This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…
We consider a sequence of independent random variables with the known distribution observed sequentially. The observation $n$ is assumed to be a value of one order statistics such as s:n-th, where 1 is less than s is less than n. It the…
The trigonometric moment problem arises from the study of one-parameter families of centers in polynomial vector fields. It asks for the classification of the trigonometric polynomials $Q$ which are orthogonal to all powers of a…
These are ten lectures on the moment problem delivered by the author at the Vietnam Institute of Advanced Studies in Mathematics, Hanoi, March 2019. The first 3 lectures are about the one-dimensional full and truncated moment problem. The…
In hypothesis testing problems the property of strict unbiasedness describes whether a test is able to discriminate, in the sense of a difference in power, between any distribution in the null hypothesis space and any distribution in the…
Consider the standard hospitals/residents problem, or the two-sided many-to-one stable matching problem, and assume that the true preference lists of both sides are complete and strict. The lists actually submitted, however, are truncated.…
We propose a new approach for estimating the parameters of a probability distribution. It consists on combining two new methods of estimation. The first is based on the definition of a new distance measuring the difference between…
This paper re-examines the first normalized incomplete moment, a well-established measure of inequality with wide applications in economic and social sciences. Despite the popularity of the measure itself, existing statistical inference…
We study critera for a pair $ (\{ X_n \} $, $ \{ Y_n \}) $ of approximating processes which guarantee closeness of moments by generalizing known results for the special case that $ Y_n = Y $ for all $n$ and $ X_n $ converges to $Y$ in…
Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…