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The goal of this paper is to estimate the total variation distance between two general stochastic polynomials. As a consequence one obtains an invariance principle for such polynomials. This generalizes known results concerning the total…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino

In this paper we study bounds for the total variation distance between two second degree polynomials in normal random variables provided that they essentially depend on at least three variables.

Probability · Mathematics 2021-05-11 Egor Kosov

The paper studies upper bounds for the total variation distance between two polynomials of a special form in random vectors satisfying the Doeblin-type condition. Our approach is based on the recent results concerning Nikolskii--Besov-type…

Probability · Mathematics 2023-08-07 Egor Kosov , Anastasia Zhukova

Labelled Markov chains (LMCs) are widely used in probabilistic verification, speech recognition, computational biology, and many other fields. Checking two LMCs for equivalence is a classical problem subject to extensive studies, while the…

Logic in Computer Science · Computer Science 2014-05-16 Taolue Chen , Stefan Kiefer

We are interested in the estimation of the distance in total variation $$ \Delta := \|P_{f(X)} - P_{g(X)}\|_{\mathrm var} $$ between distributions of random variables $f(X)$ and $g(X)$ in terms of proximity of $f$ and $g.$ We propose a…

Probability · Mathematics 2017-06-21 Youri Davydov

We show that computing the total variation distance between two product distributions is $\#\mathsf{P}$-complete. This is in stark contrast with other distance measures such as Kullback-Leibler, Chi-square, and Hellinger, which tensorize…

Computational Complexity · Computer Science 2024-05-15 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

We prove results on the decidability and complexity of computing the total variation distance (equivalently, the $L_1$-distance) of hidden Markov models (equivalently, labelled Markov chains). This distance measures the difference between…

Formal Languages and Automata Theory · Computer Science 2018-04-18 Stefan Kiefer

In this note we explore how standard statistical distances are equivalent for discrete log-concave distributions. Distances include total variation distance, Wasserstein distance, and $f$-divergences.

Probability · Mathematics 2024-09-10 Arnaud Marsiglietti , Puja Pandey

We give a simple polynomial-time approximation algorithm for the total variation distance between two product distributions.

Data Structures and Algorithms · Computer Science 2024-02-14 Weiming Feng , Heng Guo , Mark Jerrum , Jiaheng Wang

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.

Probability · Mathematics 2022-12-27 Tomohiro Nishiyama

We obtain the estimate of difference between binomial and generalized binomial distributions in $\chi^2$ metric and in several other related metrics

Probability · Mathematics 2019-12-02 Vytas Zacharovas

The total variation distance is a metric of central importance in statistics and probability theory. However, somewhat surprisingly, questions about computing it algorithmically appear not to have been systematically studied until very…

Data Structures and Algorithms · Computer Science 2025-03-17 Arnab Bhattacharyya , Weiming Feng , Piyush Srivastava

A short note on bounds on distance to variety of a point in terms of the Taylor coefficients at the point.

Complex Variables · Mathematics 2017-01-31 Vikram Sharma

We study the weighted total variation distance between probability measures. Using Fourier-analytic tools, we present estimates in terms of Wasserstein distances between the respective probabilities, under appropriate smoothness and moment…

Probability · Mathematics 2025-06-23 Iván Ivkovic , Miklós Rásonyi

We begin with the observation, based on previous results, that dimension-free lower bounds on the variance of a polynomial under a log-concave measure yield dimension-free small-ball and Fourier decay estimates. Motivated by this, we…

Probability · Mathematics 2026-03-25 Itay Glazer , Dan Mikulincer

We consider the problem of calculating distance correlation coefficients between random vectors whose joint distributions belong to the class of Lancaster distributions. We derive under mild convergence conditions a general series…

Statistics Theory · Mathematics 2016-11-30 Johannes Dueck , Dominic Edelmann , Donald Richards

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

Probability · Mathematics 2022-10-24 Arturo Jaramillo , James Melbourne

The metric properties of the set in which random variables take their values lead to relevant probabilistic concepts. For example, the mean of a random variable is a best predictor in that it minimizes the standard Euclidean distance or…

Probability · Mathematics 2018-09-21 Henryk Gzyl

Log-concave distributions include some important distributions such as normal distribution, exponential distribution and so on. In this note, we show inequalities between two Lp-norms for log-concave distributions on the Euclidean space.…

Statistics Theory · Mathematics 2019-03-26 Tomohiro Nishiyama

In the first part we study deviation of a polynomial from its mathematical expectation. This deviation can be estimated from above by Carbery--Wright inequality, so we investigate estimates of the deviation from below. We obtain such…

Probability · Mathematics 2016-03-18 Lavrentin M. Arutyunyan , Egor D. Kosov
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