English
Related papers

Related papers: Variance estimates and almost Euclidean structure

200 papers

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…

Data Analysis, Statistics and Probability · Physics 2015-06-15 Paolo Rossi

In this paper, we review recent results on stability and instability in logarithmic Sobolev inequalities, with a particular emphasis on strong norms. We consider several versions of these inequalities on the Euclidean space, for the…

Analysis of PDEs · Mathematics 2025-11-14 Giovanni Brigati , Jean Dolbeault , Nikita Simonov

We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…

Methodology · Statistics 2025-09-04 P. Algikar , P. Sharma , M. Netto , L. Mili

We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfall differences and inter-expectile differences, that are…

Risk Management · Quantitative Finance 2022-04-05 Fabio Bellini , Tolulope Fadina , Ruodu Wang , Yunran Wei

There are many open questions pertaining to the statistical analysis of random objects, which are increasingly encountered. A major challenge is the absence of linear operations in such spaces. A basic statistical task is to quantify…

Methodology · Statistics 2025-08-01 Wookyeong Song , Hans-Georg Müller

Based on differences of generalized R\'enyi entropies nontrivial constraints on the shape of the distribution function of broadly distributed observables are derived introducing a new parameter in order to quantify the deviation from…

Mesoscale and Nanoscale Physics · Physics 2009-10-28 Imre Varga , János Pipek , Martin Janssen , Krystian Pracz

The basic disentanglement theorem established by the present authors states that estimates on a weighted geometric mean over (convex) families of functions can be disentangled into quantitatively linked estimates on each family separately.…

Functional Analysis · Mathematics 2023-07-06 Anthony Carbery , Timo S. Hänninen , Stefán Ingi Valdimarsson

The Van Allen radiation belts in the magnetosphere have been extensively studied using models based on radial diffusion theory, which is based on a quasi-linear approach with prescribed inner and outer boundary conditions. The 1-d diffusion…

A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…

Probability · Mathematics 2019-03-26 Viktor Bengs , Hajo Holzmann

We consider temperate distributions on Euclidean spaces with uniformly discrete support and locally finite spectrum. We find conditions on coefficients of distributions under which they are finite sum of derivatives of generalized lattice…

Functional Analysis · Mathematics 2022-12-01 Sergii Favorov

A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…

Statistical Mechanics · Physics 2008-02-16 Artur B. Adib

We study the Dvoretzky covering problem for random covering sets driven by general Borel probability measures. As our main result, we solve the problem of covering analytic sets by random covering sets generated by arbitrary Borel…

Probability · Mathematics 2026-01-19 Roope Anttila , Markus Myllyoja

The measurement of dispersion is one of the most fundamental and ubiquitous statistical concepts, in both applied and theoretical contexts. For dispersion measures, such as the standard deviation, to effectively capture the variability of a…

Methodology · Statistics 2025-07-09 Andreas Eberl , Bernhard Klar

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

We study the process of dispersion of low-regularity solutions to the Schr\"odinger equation using fractional weights (observables). We give another proof of the uncertainty principle for fractional weights and use it to get a lower bound…

Analysis of PDEs · Mathematics 2022-01-11 Sandeep Kumar , Felipe Ponce-Vanegas , Luis Vega

Following the development of weighted asymptotic approximation properties of matrices, we introduce the analogous uniform approximation properties (that is, study the improvability of Dirichlet's Theorem). An added feature is the use of…

Number Theory · Mathematics 2022-02-25 Dmitry Kleinbock , Anurag Rao

The Dvoretzky--Kiefer--Wolfowitz--Massart inequality gives a sub-Gaussian tail bound on the supremum norm distance between the empirical distribution function of a random sample and its population counterpart. We provide a short proof of a…

Probability · Mathematics 2024-03-26 Henry W J Reeve

In this research article, we have primarily focused on the circumstantial investigation of deferred statistical convergence of sequences and investigated some fundamental results compatible with the structure of a probabilistic normed…

Functional Analysis · Mathematics 2024-08-14 Nesar Hossain , Rahul Mondal

Our main result is an abstract good-$\lambda$ inequality that allows us to consider three self-improving properties related to oscillation estimates in a very general context. The novelty of our approach is that there is one principle…

Classical Analysis and ODEs · Mathematics 2018-10-10 Lauri Berkovits , Juha Kinnunen , José María Martell

This paper introduces and characterizes a new family of continuous probability distributions applicable to norm distributions in three-dimensional random spaces, specifically for the Euclidean norm of three random Gaussian variables with…

Information Theory · Computer Science 2023-12-18 Seyed Mohammad Azimi-Abarghouyi