Related papers: Total variation distance estimates via $L^2$-norm …
The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbor…
An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…
This note presents a refined local approximation for the logarithm of the ratio between the negative multinomial probability mass function and a multivariate normal density, both having the same mean-covariance structure. This…
We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…
We produce the first example of bounding total variation distance to stationarity and estimating mixing times via orthogonal polynomials diagonalization of discrete reversible Markov chains, the Karlin-McGregor approach.
The cutoff phenomenon describes the case when an abrupt transition occurs in the convergence of a Markov chain to its equilibrium measure. There are various metrics which can be used to measure the distance to equilibrium, each of which…
We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…
Zeros of many ensembles of polynomials with random coefficients are asymptotically equidistributed near the unit circumference. We give quantitative estimates for such equidistribution in terms of the expected discrepancy and expected…
A theorem is proved concerning approximation of analytic functions by multivariate polynomials in the $s$-dimensional hypercube. The geometric convergence rate is determined not by the usual notion of degree of a multivariate polynomial,…
Let $L^2(X,\Sigma,\mu,\tau)$ be a measure-preserving system, with $\tau$ a $\mathbb{Z}$-action. In this note, we prove that the ergodic averages along integer-valued polynomials, $P(n)$, \[ M_N(f):= \frac{1}{N}\sum_{n \leq N} \tau^{P(n)} f…
It is an open problem to determine the dimension of the space of homogeneous polynomials of a fixed degree vanishing at finitely many points in the projective plane to certain multiplicities. We present various aspects of this problem and a…
Solutions of the bivariate, linear errors-in-variables estimation problem with unspecified errors are expected to be invariant under interchange and scaling of the coordinates. The appealing model of normally distributed true values and…
Given a probability measure $\mu $ on ${\mathbb R}^n$, Tukey's half-space depth is defined for any $x\in {\mathbb R}^n$ by $\varphi_{\mu }(x)=\inf\{\mu (H):H\in {\cal H}(x)\}$, where ${\cal H}(x)$ is the set of all half-spaces $H$ of…
We introduce and initiate the study of new parameters associated with any norm and any log-concave measure on $\mathbb R^n$, which provide sharp distributional inequalities. In the Gaussian context this investigation sheds light to the…
Several methods have been proposed to approximate the sum of correlated lognormal RVs. However the accuracy of each method relies highly on the region of the resulting distribution being examined, and the individual lognormal parameters,…
We establish a discrepancy theorem for signed measures, with a given positive part, which are supported on an arbitrary convex curve. As a main application, we obtain a result concerning the distribution of zeros of polynomials orthogonal…
If one seeks to estimate the total variation between two product measures $||P^\otimes_{1:n}-Q^\otimes_{1:n}||$ in terms of their marginal TV sequence $\delta=(||P_1-Q_1||,||P_2-Q_2||,\ldots,||P_n-Q_n||)$, then trivial upper and lower…
We show that the large Cartesian powers of any graph have log-concave valencies with respect to a ffxed vertex. We show that the series of valencies of distance regular graphs is log-concave, thus improving on a result of (Taylor,…
The $L^k$-Wasserstein distance $\mathbb{W}_k (k\ge 1)$ and the probability distance $\mathbb{W}_\psi$ induced by a concave function $\psi$, are estimated between different diffusion processes with singular coefficients. As applications, the…
Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…