Related papers: On the Leibniz rule for random variables

We show that the log-likelihood of several probabilistic graphical models is Lipschitz continuous with respect to the lp-norm of the parameters. We discuss several implications of Lipschitz parametrization. We present an upper bound of the…

We consider random polynomials with independent identically distributed coefficients with a fixed law. Assuming the Riemann hypothesis for Dedekind zeta functions, we prove that such polynomials are irreducible and their Galois groups…

The one-particle distribution function is of importance both in non-relativistic and relativistic statistical physics. In the relativistic framework, Lorentz invariance is possibly its most fundamental property. The present article on the…

We show that $L_1$-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. nonnegative mean one random variables is comparable to $l_1$-norm of coefficients.

In this paper, we show that the likelihood-ratio measure (a) is invariant with respect to dominating sigma-finite measures, (b) satisfies logical consequences which are not satisfied by standard $p$-values, (c) respects frequentist…

We elaborate the notions of Martin-L\"of and Schnorr randomness for real numbers in terms of uniform distribution of sequences. We give a necessary condition for a real number to be Schnorr random expressed in terms of classical uniform…

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

In this short note we have proved an enhanced version of a theorem of Lorentz [1] and its generalization to the multivariate case which gives a non- uniform estimate of degree of approximation by a polynomial with positive coefficients. The…

We refine the classical Cauchy--Schwartz inequality $\|X\|_{1} \leq \|X\|_{2}$ by demonstrating that for any $p$ and $q$ with $q>p>2$, there exists a constant $C=C(p,q)$ such that $\|X\|_1 \leq 1 - C \Big{(}\|X\|_p^p -…

We extend Fano's inequality, which controls the average probability of events in terms of the average of some $f$--divergences, to work with arbitrary events (not necessarily forming a partition) and even with arbitrary $[0,1]$--valued…

To any $n$-dimensional random vector $X$ we may associate its $L_p$-centroid body ${\cal Z}_p(X)$ and the corresponding norm. We formulate a conjecture concerning the bound on the ${\cal Z}_p(X)$-norm of $X$ and show that it holds under…

This note introduces bilinear estimates intended as a step towards an $L^\infty$-endpoint Kato-Ponce inequality. In particular, a bilinear version of the classical Gagliardo-Nirenberg interpolation inequalities for a product of functions is…

We generalize the generalized likelihood ratio (GLR) method through a novel push-out Leibniz integration approach. Extending the conventional push-out likelihood ratio (LR) method, our approach allows the sample space to be…

In this paper, we present a correct proof of an $L_p$-inequality concerning the polar derivative of a polynomial with restricted zeros. We also extend Zygmund's inequality to the polar derivative of a polynomial.

In this paper, we proved an exact asymptotically sharp upper bound of the $L^p$ Lebesgue Constant (i.e. the $L^p$ norm of Dirichlet kernel) for $p\ge 2$. As an application, we also verified the implication of a new $\infty $-R\'enyi entropy…

We study McKean-Vlasov equations where the coefficients are locally Lipschitz continuous. We prove the strong well-posedness and a propagation of chaos property in this framework. These questions can be treated with classical arguments…

We derive the exponential as well as power decreasing tail estimations for normed sums of centered independent identical distributed (or not) random variables on the Khintchine's form. We consider arbitrary, in particular, non-Rademacher's…

We obtain a Lundberg-type inequality in the case of an inhomogeneous renewal risk model. We consider the model with independent, but not necessarily identically distributed, claim sizes and the interoccurrence times. In order to prove the…

We present necessary and sufficient conditions on systems of random variables for them to possess a lacunary subsystem equivalent in distribution to the Rademacher system on the segment [0,1]. In particular, every uniformly bounded…