English
Related papers

Related papers: Normal Approximation for Weighted Sums under a Sec…

200 papers

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

Probability · Mathematics 2007-05-23 Sergey G. Bobkov

In this paper, based on the initiation of the notion of negatively associated random variables under nonlinear probability, a strong limit theorem for weighted sums of random variables within the same frame is achieved without assumptions…

Probability · Mathematics 2017-06-20 Yuting Lan , Ning Zhang

In a remarkable paper, Peter Hall [{\it On the rate of convergence of normal extremes}, J. App. Prob, {\bf 16} (1979) 433--439] proved that the supremum norm distance between the distribution function of the normalized maximum of $n$…

Probability · Mathematics 2013-08-27 Armengol Gasull , Maria Jolis , Frederic Utzet

Following Selberg it is known that uniformly for V << (logloglog T)^{1/2 - \epsilon} the measure of those t \in [T;2T] for which log |\zeta(1/2 + it)| > V*((1/2)loglog T)^{1/2} is approximately T times the probability that a standard…

Number Theory · Mathematics 2011-08-26 Maksym Radziwill

In this paper we completely solve the problem of finding the (upper) approximation order with respect to the Kolmogorov, Gel'fand, and linear widths for the embedding of the Sobolev spaces $W^{\alpha,p}$ and $W_{0}^{\alpha,p}$ in the…

Functional Analysis · Mathematics 2023-03-03 Marc Kesseböhmer , Linus Wiegmann

The normalized information distance is a universal distance measure for objects of all kinds. It is based on Kolmogorov complexity and thus uncomputable, but there are ways to utilize it. First, compression algorithms can be used to…

Information Retrieval · Computer Science 2008-09-16 Paul M. B. Vitanyi , Frank J. Balbach , Rudi L. Cilibrasi , Ming Li

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…

Numerical Analysis · Mathematics 2015-06-04 Klaus Frick , Markus Grasmair

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

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

We obtain estimates for the Kolmogorov distance to appropriately chosen gaussians, of linear functions \[ \sum_{i\in [n]^d} \theta_i X_i \] of random tensors $\boldsymbol{X}=\langle X_i:i\in [n]^d\rangle$ which are symmetric and…

Probability · Mathematics 2023-09-12 Pandelis Dodos , Konstantinos Tyros

This work explores the clustering of wireless users by examining the distances between their channel covariance matrices, which reside on the Riemannian manifold of positive definite matrices. Specifically, we consider an estimator of the…

Signal Processing · Electrical Eng. & Systems 2024-08-09 Roberto Pereira , Xavier Mestre

This paper establishes an upper bound for the Kolmogorov distance between the maximum of a high-dimensional vector of smooth Wiener functionals and the maximum of a Gaussian random vector. As a special case, we show that the maximum of…

Statistics Theory · Mathematics 2019-02-07 Yuta Koike

In $\mathbb{Z}^d$ with $d\ge 5$, we consider the time constant $\rho_u$ associated to the chemical distance in random interlacements at low intensity $u \ll 1$. We prove an upper bound of order $u^{-1/2}$ and a lower bound of order…

Probability · Mathematics 2023-01-03 Sarai Hernandez-Torres , Eviatar B. Procaccia , Ron Rosenthal

We establish existence, uniqueness, and arbitrary order Sobolev regularity results for the second order parabolic equations with measurable coefficients defined on the conic domains $D$ of the type $$ D(M):=\left\{x\in R^d…

Analysis of PDEs · Mathematics 2021-03-19 Kyeonghun Kim , Kijung Lee , Jinsol Seo

The validity of the strong law of large numbers for multiple sums $S_n$ of independent identically distributed random variables $Z_k$, $k\leq n$, with $r$-dimensional indices is equivalent to the integrability of $|Z|(\log^+|Z|)^{r-1}$,…

Probability · Mathematics 2017-08-15 Oleg Klesov , Ilya Molchanov

Consider finite sequences $X_{[1,n]}=X_1\dots X_n$ and $Y_{[1,n]}=Y_1\dots Y_n$ of length $n$, consisting of i.i.d.\ samples of random letters from a finite alphabet, and let $S$ and $T$ be chosen i.i.d.\ randomly from the unit ball in the…

Probability · Mathematics 2014-09-30 Raphael Hauser , Heinrich Matzinger , Ionel Popescu

We consider the convergence of the empirical spectral measures of random $N \times N$ unitary matrices. We give upper and lower bounds showing that the Kolmogorov distance between the spectral measure and the uniform measure on the unit…

Probability · Mathematics 2017-11-01 Elizabeth S. Meckes , Mark W. Meckes

We present a new similarity measure based on information theoretic measures which is superior than Normalized Compression Distance for clustering problems and inherits the useful properties of conditional Kolmogorov complexity. We show that…

Machine Learning · Statistics 2014-10-22 Andrey Bogomolov , Bruno Lepri , Fabio Pianesi

Let $C$ and $K$ be centrally symmetric convex bodies of volume $1$ in ${\mathbb R}^n$. We provide upper bounds for the multi-integral expression \begin{equation*}\|{\bf…

Metric Geometry · Mathematics 2019-06-11 Giorgos Chasapis , Apostolos Giannopoulos , Nikos Skarmogiannis

Optimal higher-order Sobolev type embeddings are shown to follow via isoperimetric inequalities. This establishes a higher-order analogue of a well-known link between first-order Sobolev embeddings and isoperimetric inequalities. Sobolev…

Functional Analysis · Mathematics 2013-11-04 Andrea Cianchi , Luboš Pick , Lenka Slavíková
‹ Prev 1 3 4 5 6 7 10 Next ›