Related papers: A Sharp Estimate for Probability Distributions

This paper studies estimation of and inference on a distribution function $F$ that is concave on the nonnegative half line and admits a density function $f$ with potentially unbounded support. When $F$ is strictly concave, we show that the…

We prove that if $p\ge 1$ and $0< r\le p$ then the sequence $\binom{mp+r}{m}\frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $\mu(p,r)$ with compact support contained in…

We propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, ideas which originated in convex optimization, together with a…

Inspired by the papers by Angelo and Xu, Q.J Math., 74, pp. 767-777, and improvements by Kerr and Klurman, arXiv:2211.05540, we study the probability that the weighted sums of a Rademacher random multiplicative function, $\sum_{n\leq…

Two conjectures are presented. The first, Conjecture 1, is that the pushforward of a geometric distribution on the integers under $n$ Collatz iterates, modulo $2^p$, is usefully close to uniform distribution on the integers modulo $2^p$, if…

In one complex variable, the existence of a compactly supported solution to the Cauchy-Riemann equation is related to the vanishing of certain integrals of the data; trying to generalize this approach, we find an explicit construction, via…

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…

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

We show that if $(X, \mu, T)$ is a probability measure-preserving dynamical system, and $\mathscr{P}$ is a countable partition of $(X, \mu)$, then the limit $$ \lim_{n, k \to \infty} \mathbb{E} \left[ \frac{1}{k} \sum_{j = 0}^{k - 1} f…

Assume the Riemann Hypothesis, and let $\gamma^+>\gamma>0$ be ordinates of two consecutive zeros of $\zeta(s)$. It is shown that if $\gamma^+-\gamma < v/ \log \gamma $ with $v<c$ for some absolute positive constant $c$, then the box $$…

We consider the problem of estimating the missing mass, partition function or evidence and its probability distribution in the case that for each sample point in the discrete sample space its (unnormalized) probability mass is revealed.…

We prove that the $k$-th positive integer moment of partial sums of Steinhaus random multiplicative functions over the interval $(x, x+H]$ matches the corresponding Gaussian moment, as long as $H\ll x/(\log x)^{2k^2+2+o(1)}$ and $H$ tends…

In this note we obtain lower bounds for $\P(\xi\geq 0)$ and $\P(\xi>0)$ under assumptions on the moments of a centered random variable $\xi$. The obtained estimates are shown to be optimal and improve results from the literature. The…

We prove that the smallest minimizer s(f) of a real convex function f is less than or equal to a real point x if and only if the right derivative of f at x is non-negative. Similarly, the largest minimizer t(f) is greater or equal to x if…

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

Let $X$ and $Y$ be compact Hausdorff spaces and suppose that there exists a linear continuous surjection $T:C_{p}(X) \to C_{p}(Y)$, where $C_{p}(X)$ denotes the space of all real-valued continuous functions on $X$ endowed with the pointwise…

It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…

We derive lower bounds for the $L^p(\mu)$ norms of monic extremal polynomials with respect to compactly supported probability measures $\mu$. We obtain a sharp universal lower bound for all $0<p<\infty$ and all measures in the Szeg\H{o}…

We present a novel algorithm to estimate the barycenter of arbitrary probability distributions with respect to the Sinkhorn divergence. Based on a Frank-Wolfe optimization strategy, our approach proceeds by populating the support of the…

We show that under minimal assumptions on a class of functions $\mathcal{H}$ defined on a probability space $(\mathcal{X},\mu)$, there is a threshold $\Delta_0$ satisfying the following: for every $\Delta\geq\Delta_0$, with probability at…