Related papers: Sharp Large Deviations for empirical correlation c…

In this note, we prove a sharp large derivation principle (LDP) for the cubic nonlinear Schr\"odinger equation with Gaussian random initial data in Fourier Lebesgue spaces. As a consequence, we improve the exponential decay condition in…

This paper proposes a robust high-dimensional sparse canonical correlation analysis (CCA) method for investigating linear relationships between two high-dimensional random vectors, focusing on elliptical symmetric distributions. Traditional…

In this paper, we give sharp Rusak- and Markov-type inequalities for rational functions on several intervals when the system of intervals is a \textquotedblleft rational function inverse image\textquotedblright\, of an interval and those…

The upsilon distribution, the sum of independent chi random variates and a normal, is introduced. As a special case, the upsilon distribution includes Lecoutre's lambda-prime distribution. The upsilon distribution finds application in…

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…

The sample correlation coefficient $R$ plays an important role in many statistical analyses. We study the moments of $R$ under the bivariate Gaussian model assumption, provide a novel approximation for its finite sample mean and connect it…

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

We study the friction coefficient of a macroscopic sphere in a viscous fluid at low Reynolds number. First, Kirkwood's formula for the friction coefficient is reviewed on the basis of the Hamiltonian description of particle systems.…

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

We prove $l^p$-improving estimates for the averaging operator along the discrete paraboloid in the sharp range of $p$ in all dimensions $n\ge 2$.

This paper illustrates the use of selected robust estimators of covariance or correlation in the identification of anomalous laboratory results in inter-laboratory data. It is shown that robust estimators can substantially reduce the impact…

Using 1000 ray-tracing simulations for a {\Lambda}-dominated cold dark model in Sato et al. (2009), we study the covariance matrix of cosmic shear correlation functions, which is the standard statistics used in the previous measurements.…

The prospect of using lambda-proton correlations to extract source sizes in relativistic heavy ion collisions is investigated. It is found that the strong interaction induces a large peak in the correlation function that provides more…

We evaluate the coefficients of the effective chiral Lagrangian to $O(p^4)$ in the strong coupling, large-N expansion. In this limit we explicitly perform the functional integral over fundamental degrees of freedom and obtain the effective…

We review some results about quantitative improvements of sharp inequalities for eigenvalues of the Laplacian.

The magnitude of Pearson correlation between two scalar random variables can be visually judged from the two-dimensional scatter plot of an independent and identically distributed sample drawn from the joint distribution of the two…

We study Gauss curvature for random Riemannian metrics on a compact surface, lying in a fixed conformal class; our questions are motivated by comparison geometry. Next, analogous questions are considered for the scalar curvature in…

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…

Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular,…

We obtain sharp fractional Hardy inequalities for the half-space and for convex domains. We extend the results of Bogdan and Dyda and of Loss and Sloane to the setting of Sobolev-Bregman forms.