Related papers: A variance bound for a general function of indepen…
Let $[a,b]\subset\mathbb{R}$ be a non empty and non singleton closed interval and $P=\{a=x_0<\cdots<x_n=b\}$ is a partition of it. Then $f:I\to\mathbb{R}$ is said to be a function of $r$-bounded variation, if the expression…
We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…
We study random dynamical systems of certain continuous functions on the unit interval. We use bounded variation to provide sufficient conditions for unique ergodicity of these systems. Several classes of examples are provided.
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
We establish Bernstein's inequalities for functions of general (general-state-space and possibly non-reversible) Markov chains. These inequalities achieve sharp variance proxies and encompass the classical Bernstein inequality for…
In this paper, we consider the sums of non-negative integer valued $m$-dependent random variables, and its approximation to the power series distribution. We first discuss some relevant results for power series distribution such as Stein…
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…
In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…
A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…
We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…
Generalized wall-functions in application to high-Reynolds-number turbulence models are derived. The wall-functions are based on transfer of a boundary condition from a wall to some intermediate boundary near the wall (usually the first…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…
We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…
We obtain the Ward identities and the gauge-dependence of Green's functions in non-Abelian gauge theories by using only the canonical commutation relations and the equations of motion for the Heisenberg operators. The consideration is…
Let $(X_{i}, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables, and consider the sum $W=\sum\nolimits_{i\in J}X_i$. We first establish a general error upper bound for $d_{TV}(W, M)$ using Stein's method,…
The ostrowski inequality expresses bounds on the deviation of a function from its integral mean. The aim of this paper is to establish a new inequality using weight function which generalizes the inequalities of Dragomir, Wang and Cerone…
This paper considers the problem of variable-length intrinsic randomness. We propose the average variational distance as the performance criterion from the viewpoint of a dual relationship with the problem formulation of variable-length…
Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe…
We prove a generalization of the second variation formula of the Robin function associated to a smooth variation of domains in C^N to the case of the c-Robin function associated to a smooth variation of domains in a complex manifold M…