Related papers: Total variation distance between stochastic polyno…
For arbitrary two probability measures on real d-space with given means and variances (covariance matrices), we provide lower bounds for their total variation distance. In the one-dimensional case, a tight bound is given.
We prove invariance theorems for general inequalities of different metrics and apply them to limit relations between the sharp constants in the multivariate Markov-Bernstein-Nikolskii type inequalities with the polyharmonic operator for…
We give an estimate for the Kolmogorov distance between an infinitely divisible distribution (with mean zero and variance one) and the standard Gaussian distribution in terms of the difference between the fourth moment and 3. In a similar…
We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…
We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…
It is shown that a trivial version of polarization is sufficient to produce separating systems of polynomial invariants: if two points in the direct sum of the $G$--modules $W$ and $m$ copies of $V$ can be separated by polynomial…
The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for…
We introduce two new measures for the dependence of $n \ge 2$ random variables: distance multivariance and total distance multivariance. Both measures are based on the weighted $L^2$-distance of quantities related to the characteristic…
It is shown that the Kolmogorov distance between the spectral distribution function of a random covariance matrix $\frac1p XX^T$, where $X$ is a $n\times p$ matrix with independent entries and the distribution function of the…
On a probability space $(\Omega, \mathcal F, \mathbb P)$ we consider two independent sequences $(a_k)_{k \geq 1}$ and $(b_k)_{k \geq 1}$ of i.i.d. random variables that are centered with unit variance and which admit a moment strictly…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
Despite of many measures applied for determine the difference between two groups of observations, such as mean value, median value, sample stan- dard deviation and so on, we propose a novel non parametric transformation method based on…
We present an algorithm that takes a discrete random variable $X$ and a number $m$ and computes a random variable whose support (set of possible outcomes) is of size at most $m$ and whose Kolmogorov distance from $X$ is minimal. In addition…
This article shows the geometric decay rate of Euler-Maruyama scheme for one-dimensional stochastic differential equation towards its invariant probability measure under total variation distance. Firstly, the existence and uniqueness of…
The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.
We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a strictly stationary random fields by those of stationary…
We give estimates of the distance between the densities of the laws of two functionals $F$ and $G$ on the Wiener space in terms of the Malliavin-Sobolev norm of $F-G.$ We actually consider a more general framework which allows one to treat…
We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…
The distance covariance of Sz\'ekely, et al. [23] and Sz\'ekely and Rizzo [21], a powerful measure of dependence between sets of multivariate random variables, has the crucial feature that it equals zero if and only if the sets are mutually…
In this paper, we consider a variant of Tur\'an's problem on the distance from an integer polynomial in $\mathbb{Z}[x]$ to the nea\-rest irreducible polynomial in $\mathbb{Z}[x]$. We prove that for any polynomial $f \in \mathbb{Z}[x]$,…