Related papers: Random Bernstein-Markov factors

A collection of $n$ random events is said to be $(n - 1)$-wise independent if any $n - 1$ events among them are mutually independent. We characterise all probability measures with respect to which $n$ random events are $(n - 1)$-wise…

Let ${\varPi}_n$ be the set of convex polygonal lines $\varGamma$ with vertices on $\mathbb {Z}_+^2$ and fixed endpoints $0=(0,0)$ and $n=(n_1,n_2)$. We are concerned with the limit shape, as $n\to\infty$, of "typical" $\varGamma\in…

The circular unitary ensemble and its generalizations concern a random matrix from a compact classical group $\mathrm{U}(N)$, $\mathrm{SU}(N)$, $\mathrm{O}(N)$, $\mathrm{SO}(N)$ or $\mathrm{USp}(N)$ distributed according to the Haar…

In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…

Given a submodular capacity space, we prove the uniform convergence in capacity and also the uniform convergence in the Choquet-mean of order $p\ge1$ with a quantitative estimate, of the multivariate Bernstein polynomials associated to a…

We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the…

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

For a positive integer $n$ let $\mathfrak{P}_n=\prod_{s_p(n)\ge p} p,$ where $p$ runs over all primes and $s_p(n)$ is the sum of the base $p$ digits of $n$. For all $n$ we prove that $\mathfrak{P}_n$ is divisible by all "small" primes with…

In this paper, it is shown that with large probability, the spectral radius of a large non-Hermitian random matrix with a general variance profile does not exceed the square root of the spectral radius of the variance profile matrix. A…

We consider a non-commutative polynomial in several independent $N$-dimensional random unitary matrices, uniformly distributed over the unitary, orthogonal or symmetric groups, and assume that the coefficients are $n$-dimensional matrices.…

For degrees $3$ to $6$, we first give numerical results on polynomials which take many prime values on an interval of consecutive values of the variable. In particular, we have improved Ruby's record for the "$n$ out of $n$" case, for $n\…

We consider a sequence of polynomials $\{P_n\}_{n \geq 0}$ satisfying a special $R_{II}$ type recurrence relation where the zeros of $P_n$ are simple and lie on the real line. It turns out that the polynomial $P_n$, for any $n \geq 2$, is…

Let $S$ be a compact infinite set in the complex plane with $0\notin{S}$, and let $R_n$ be the minimal residual polynomial on $S$, i.e., the minimal polynomial of degree at most $n$ on $S$ with respect to the supremum norm provided that…

This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…

Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.

Theorem 1 is a formula expressing the mean number of real roots of a random multihomogeneous system of polynomial equations as a multiple of the mean absolute value of the determinant of a random matrix. Theorem 2 derives closed form…

We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functionswhose growth function is polynomial in the…

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

We consider probability measures on the real line or unit circle with Jacobi or Verblunsky coefficients satisfying an $\ell^p$ condition and a generalized bounded variation condition. This latter condition requires that a sequence can be…

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…