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We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

Probability · Mathematics 2013-11-05 Xinjia Chen

A few matrix-vector multiplications with random vectors are often sufficient to obtain reasonably good estimates for the norm of a general matrix or the trace of a symmetric positive semi-definite matrix. Several such probabilistic…

Numerical Analysis · Mathematics 2020-08-11 Zvonimir Bujanović , Daniel Kressner

We derive new comparison inequalities between weak and strong moments of norms of random vectors with optimal (up to an universal factor) constants. We discuss applications to the concentration of log-concave random vectors and bounds on…

Probability · Mathematics 2021-06-08 Rafał Latała , Piotr Nayar

The classical Dvoretzky--Rogers lemma provides a deterministic algorithm by which, from any set of isotropic vectors in Euclidean $d$-space, one can select a subset of $d$ vectors whose determinant is not too small. Subsequently,…

Metric Geometry · Mathematics 2019-09-18 Ferenc Fodor , Márton Naszódi , Tamás Zarnócz

We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…

Metric Geometry · Mathematics 2007-08-21 Ronen Eldan , Bo'az Klartag

Testing for the equality of two high-dimensional distributions is a challenging problem, and this becomes even more challenging when the sample size is small. Over the last few decades, several graph-based two-sample tests have been…

Methodology · Statistics 2019-11-22 Soham Sarkar , Rahul Biswas , Anil K. Ghosh

For n>=1 let X_n be a vector of n independent Bernoulli random variables. We assume that X_n consists of M "blocks" such that the Bernoulli random variables in block i have success probability p_i. Here M does not depend on n and the size…

Probability · Mathematics 2012-08-15 Erik Broman , Tim van de Brug , Wouter Kager , Ronald Meester

We generalize the classical probability frame by adopting a wider family of random variables that includes nondeterministic ones. The frame that emerges is known to host a ''classical'' extension of quantum mechanics. We discuss the notion…

Quantum Physics · Physics 2007-05-23 E. G. Beltrametti , S. Bugajski

The problem of characterizing a multivariate distribution of a random vector using examination of univariate combinations of vector components is an essential issue of multivariate analysis. The likelihood principle plays a prominent role…

Methodology · Statistics 2019-10-29 Albert Vexler

We considered the problem of obtaining upper bounds for the mathematical expectation of the $q$-norm ($2\leqslant q \leqslant \infty$) of the vector which is uniformly distributed on the unit Euclidean sphere. We finish the paper with…

Optimization and Control · Mathematics 2020-03-27 Eduard Gorbunov , Evgeniya Vorontsova , Alexander Gasnikov

Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…

Two closely related discrete probability distributions are introduced. In each case the support is a set of vectors in $\mathbb{R}^n$ obtained from the partitions of the fixed positive integer $n$. These distributions arise naturally when…

Combinatorics · Mathematics 2021-07-09 Andrew V. Sills

We study the probability that a random polynomial with integer coefficients is reducible when factored over the rational numbers. Using computer-generated data, we investigate a number of different models, including both monic and non-monic…

We determine the probability distribution for relative projective objects in an exceptional sequence of type $A_n$ of any length. We show that these events (the $j$-th object in an exceptional sequence of length $k\le n$ being relatively…

Representation Theory · Mathematics 2023-08-09 Kiyoshi Igusa

It is conjectured since long that for any convex body $P\subset \mathbb{R}^n$ there exists a point in its interior which belongs to at least $2n$ normals from different points on the boundary of $P$. The conjecture is known to be true for…

Metric Geometry · Mathematics 2024-08-06 Ivan Nasonov , Gaiane Panina , Dirk Siersma

We investigate the variance of the length of the longest common subsequences of two independent random words of size $n$, where the letters of one word are i.i.d. uniformly drawn from $\{\alpha_1, \alpha_2, \cdots, \alpha_m\}$, while the…

Probability · Mathematics 2018-12-27 Christian Houdré , Qingqing Liu

Motivated by open problems in applied and computational algebraic topology, we establish multivariate normal approximation theorems for three random vectors which arise organically in the study of random clique complexes. These are: (1) the…

Probability · Mathematics 2022-06-22 Tadas Temčinas , Vidit Nanda , Gesine Reinert

New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…

Information Theory · Computer Science 2015-04-14 Igal Sason

Asymmetric vector norms are generalizations of asymmetric norms, where the subadditivity inequality is understood in ordered vector space sense. This relation imposes strong conditions on the ordering itself. This note studies on these…

Functional Analysis · Mathematics 2020-05-22 A. B. Németh , S. Z. Németh

We extend Bobkov and Chistyakov's (2015) upper bounds on concentration functions of sums of independent random variables to a multivariate entropic setting. The approach is based on pointwise estimates on densities of sums of independent…

Probability · Mathematics 2026-03-05 James Melbourne , Tomasz Tkocz , Katarzyna Wyczesany
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