Related papers: The total variation distance between high-dimensio…
We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we…
A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of the least squares estimator for the regression parameter are…
We discuss the possibilities and limitations of estimating the mean of a real-valued random variable from independent and identically distributed observations from a non-asymptotic point of view. In particular, we define estimators with a…
In the work a characterization of difference of multivariate Gaussian measures is found on the family of centered Eucledian balls. In particular, it helps to bound corresponding Kolmogorov distance.
Two--sided bounds are constructed for a probability density function of a weighted sum of chi-square variables. Both cases of central and non-central chi-square variables are considered. The upper and lower bounds have the same dependence…
We give a simple polynomial-time approximation algorithm for the total variation distance between two product distributions.
Maximum Variance Unfolding is one of the main methods for (nonlinear) dimensionality reduction. We study its large sample limit, providing specific rates of convergence under standard assumptions. We find that it is consistent when the…
Let $\Gamma_n$ be an $n\times n$ Haar-invariant orthogonal matrix. Let $ Z_n$ be the $p\times q$ upper-left submatrix of $\Gamma_n,$ where $p=p_n$ and $q=q_n$ are two positive integers. Let $G_n$ be a $p\times q$ matrix whose $pq$ entries…
We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…
We formulate the time variation of the gravitational coupling constant in all dimensions. We show that the time variation of the gravitational coupling constant is related to the time variation of the Newton's constant in three-space…
The Gaussian Correlation Conjecture states that for any two symmetric, convex sets in n-dimensional space and for any centered, Gaussian measure on that space, the measure of the intersection is greater than or equal to the product of the…
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…
We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…
We study the distribution of the {\it matrix product} $G_1 G_2 \cdots G_r$ of $r$ independent Gaussian matrices of various sizes, where $G_i$ is $d_{i-1} \times d_i$, and we denote $p = d_0$, $q = d_r$, and require $d_1 = d_{r-1}$. Here the…
The complete variables separation is given for one Hamiltonian system with two degrees of freedom arising in the motion of the Kowalevski type top in two constant fields.
We study the average $p-$Wasserstein distance between a finite sample of an infinite hyperuniform point process on $\mathbb{R}^2$ and its mean for any $p\geq 1$. The average Wasserstein transport cost is shown to be bounded from above and…
This paper proves that in Size Theory the comparison of multidimensional size functions can be reduced to the 1-dimensional case by a suitable change of variables. Indeed, we show that a foliation in half-planes can be given, such that the…
The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically…
We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is…
Let $X_1,X_2,\ldots$ be a sequence of i.i.d. random variables, with mean zero and variance one. Let $W_n=(X_1+\ldots+X_n)/\sqrt{n}$. An old and celebrated result of Prohorov asserts that $W_n$ converges in total variation to the standard…