Related papers: On the Leibniz rule for random variables

We consider inequalities between $L_p$-norms of partial derivatives, $p\in [1,+\infty]$, for bivariate concave functions on a convex domain that vanish on the boundary. Can the ratio between those norms be arbitrarily large? If not, what is…

We study the distribution of partial sums of Rademacher random multiplicative functions $(f(n))_n$ evaluated at polynomial arguments. We show that for a polynomial $P\in \mathbb Z[x]$ that is a product of at least two distinct linear…

The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…

The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…

In this paper we establish $L^p$-boundedness properties for variation, oscillation and jump operators associated with Riesz transforms and Poisson semigroups related to Laguerre polynomial expansions.

Let $(X_1,X_2,...)$ be a random partition of the unit interval $[0,1]$, i.e. $X_i\geq0$ and $\sum_{i\geq1} X_i=1$, and let $(\varepsilon_1,\varepsilon_2,...)$ be i.i.d. Bernoulli random variables of parameter $p \in (0,1)$. The Bernoulli…

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

We develop a theory of multidimensional randomization in Lebesgue spaces $L^p$ with the aid of Kahane-Khintchine-Marcus-Pisier inequalities. More precisely, we obtain a result in the spirit of Maurey-Pisier's theorem which involves random…

We consider Khintchine type inequalities on the $p$-th moments of vectors of $N$ pairwise independent Rademacher random variables. We establish that an analogue of Khintchine's inequality cannot hold in this setting with a constant that is…

In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…

The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…

We utilize Cauchy's argument principle in combination with the Jacobian of a holomorphic function in several complex variables and the first moment of a ratio of two correlated complex normal random variables to prove explicit formulas for…

The purpose of this paper is to derive the analogue of Lebesgue-Radon-Nikodym theorem with respect to $p$-adic $q$-invariant distribution on $\Bbb Z_p$ which is defined by author in [1].

Let $L_n(k)$ denote the least common multiple of $k$ independent random integers uniformly chosen in $\{1,2,\ldots ,n\}$. In this note, using a purely probabilistic approach, we derive a criterion for the convergence in distribution as…

We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. The main result is the…

We explore the question whether Lipschitz functions of random variables under various forms of negative correlation satisfy concentration bounds similar to McDiarmid's inequality for independent random variables. We prove such a…

In this note, we will survey the existing convergence results for random variables under sublinear expectations, and prove some new results. Concretely, under the assumption that the sublinear expectation has the monotone continuity…

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

Motivated by the definition of the Gowers uniformity norms, we introduce and study a wide class of norms. Our aim is to establish them as a natural generalization of the $L_p$ norms. We shall prove that these normed spaces share many of the…

We establish new sufficient conditions for the applicability of the strong law of large numbers (SLLN) for sequences of pairwise independent non-identically distributed random variables. These results generalize Etemadi's extension of…