Related papers: On the Leibniz rule for random variables
The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…
We prove a multivariate version of Hoeffding's inequality about the distribution of homogeneous polynomials of Rademacher functions. The proof is based on such an estimate about the moments of homogeneous polynomials of Rademacher functions…
Using concepts of noncommutative probability we show that the Loewner's evolution equation can be viewed as providing a map from paths of measures to paths of probability measures. We show that the fixed point of the Loewner map is the…
We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.
In this paper we give an explicit bound on the distance to chisquare for the likelihood ratio statistic when the data are realisations of independent and identically distributed random elements. To our knowledge this is the first explicit…
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…
Let 1\leq p<2 and let L_p=L_p[0,1] be the classical L_p-space of all (classes of) p-integrable functions on [0,1]. It is known that a sequence of independent copies of a mean zero random variable f from L_p spans in L_p a subspace…
We prove $L^p$-mass concentration properties of Laplace eigenfunctions away from their nodal sets, extending a recent result in \cite{GM3} to all dimensions, and giving a slight refinement of a result in \cite{JN}. As a consequence, we are…
We use a probabilistic approach to describe the behavior as $n -> \infty$ of the Laplace transforms of $P^n$, where $P$ a fixed complex polynomial. As a consequence we obtain a new elementary proof of an result of Gillis-Ismail-Offer in the…
We propose a criterion of equidistribution by the differentiability of certain arithmetic invariants. Combined with the slope method and the asymptotic measures, this criterion gives a new "conceptual" proof to equidistribution results…
We prove It\^o's formula for the $L_{p}$-norm of a stochastic $W^{1}_{p}$-valued processes appearing in the theory of SPDEs in divergence form.
We consider the Riemannian random wave model of Gaussian linear combinations of Laplace eigenfunctions on a general compact Riemannian manifold. With probability one with respect to the Gaussian coefficients, we establish that, both for…
We calculate the p-the moment of the sum of n independent random variables with respect to symmetric norm in R^n. The order of growth for upper bound p/ln p obtained in ths estimate is optimal. The result extends to generalized Lorentz…
We introduce a variant of the $k$-nearest neighbor classifier in which $k$ is chosen adaptively for each query, rather than supplied as a parameter. The choice of $k$ depends on properties of each neighborhood, and therefore may…
We show that the counts of low degree irreducible factors of a random polynomial $f$ over $\mathbb{F}_q$ with independent but non-uniform coefficients behave like that of a uniform random polynomial, exhibiting a form of universality for…
We calculate the so-called Rademacher's Grand Lebesgue Space norm for a centered (shifted) indicator (Bernoulli's, binary) random variable. This norm is optimal for the centered and bounded random variables (r.v.). Using this result we…
We prove a new Bernstein-type inequality for the log-likelihood function of Bernoulli variables. In contrast to classical Bernstein's inequality and Hoeffding's inequality when applied to the log-likelihood, the new bound is independent of…
It is known that the nonnegativity of Li coefficients is a necessary and sufficient condition for the Riemann hypothesis. We show that it is a necessary and sufficient condition for the Riemann hypothesis that all Li coefficients are norms…
A canonical structure compatible with the action of the Lorentz group can be obtained considering the energy and time as conjugate variables of an extended phase space. Scalar probability waves, describing free relativistic particles, are…
We extend the recent result of G. Godefroy which concerns the existence of non-norm attaining Lipschitz maps in order to characterize the norm attainment toward vectors for Lipschitz maps in the general setting of underlying space. The main…