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We prove a new sharp correlation inequality for sums of i.i.d. square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square integrable random variables taking values…

Probability · Mathematics 2017-07-13 Michel Weber

We find sharp constants in the symmetric integral form of the John-Nirenberg inequality. The result is based upon computation of a new interesting Bellman function.

Classical Analysis and ODEs · Mathematics 2023-02-27 Egor Dobronravov

We prove the inequality $E[(X/\mu)^k] \le (\frac{k/\mu}{\log(k/\mu+1)})^k \le \exp(k^2/(2\mu))$ for sub-Poissonian random variables, such as Binomially or Poisson distributed random variables with mean $\mu$. The asymptotics $1+O(k^2/\mu)$…

Probability · Mathematics 2021-11-16 Thomas D. Ahle

We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…

Probability · Mathematics 2007-05-23 Shannon Starr

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

We prove the sharp quantitative stability for a wide class of weighted isoperimetric inequalities. More precisely, we consider isoperimetric inequalities in convex cones with homogeneous weights. Inspired by the proof of such isoperimetric…

Analysis of PDEs · Mathematics 2020-06-25 Eleonora Cinti , Federico Glaudo , Aldo Pratelli , Xavier Ros-Oton , Joaquim Serra

We derive two-sided estimates for random multilinear forms (random chaoses) generated by independent symmetric random variables with logarithmically concave tails. Estimates are exact up to multiplicative constants depending only on the…

Probability · Mathematics 2016-04-05 Konrad Kolesko , Rafał Latała

This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…

Information Theory · Computer Science 2018-04-26 Javad Heydari , Ali Tajer

Random geometric graphs result from taking $n$ uniformly distributed points in the unit cube, $[0,1]^d$, and connecting two points if their Euclidean distance is at most $r$, for some prescribed $r$. We show that monotone properties for…

Probability · Mathematics 2007-05-23 Ashish Goel , Sanatan Rai , Bhaskar Krishnamachari

In this paper we establish the best constant of an anisotropic Gagliardo-Nirenberg-type inequality related to the Benjamin-Ono-Zakharov-Kuznetsov equation. As an application of our results, we prove the uniform bound of solutions for such a…

Analysis of PDEs · Mathematics 2017-02-22 Amin Esfahani , Ademir Pastor

We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…

Optimization and Control · Mathematics 2022-11-23 Quentin Jacquet , Riadh Zorgati

We prove a sharp quantitative version for the stability of the Sobolev inequality with explicit constants. Moreover, the constants have the correct behavior in the limit of large dimensions, which allows us to deduce an optimal quantitative…

Analysis of PDEs · Mathematics 2025-04-02 Jean Dolbeault , Maria J. Esteban , Alessio Figalli , Rupert L. Frank , Michael Loss

In this paper, we derive a strong convergence rate of spatial finite difference approximations for both focusing and defocusing stochastic cubic Schr\"odinger equations driven by a multiplicative $Q$-Wiener process. Beyond the uniform…

Probability · Mathematics 2017-03-29 Jianbo Cui , Jialin Hong , Zhihui Liu

For the partial sums formed from a sequence of i.i.d. random variables having a finite absolute p'th moment for some p in (0,2), we extend the recent and striking discovery of Hechner and Heinkel (Journal of Theoretical Probability (2010))…

Probability · Mathematics 2010-08-26 Deli Li , Yongcheng Qi , Andrew Rosalsky

Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…

Quantum Physics · Physics 2021-04-15 Sepehr Nezami

We establish three families of Sobolev trace inequalities of orders two and four in the unit ball under higher order moments constraint, and are able to construct \emph{smooth} test functions to show all such inequalities are \emph{almost…

Differential Geometry · Mathematics 2022-01-26 Xuezhang Chen , Wei Wei , Nan Wu

An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…

Statistics Theory · Mathematics 2014-04-17 Piero Barone

This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival…

Probability · Mathematics 2017-09-29 Anna Castañer , M Mercè Claramunt

In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…

Probability · Mathematics 2022-10-26 Pierre-Loïc Méliot , Ashkan Nikeghbali , Gabriele Visentin

We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their R\'enyi entropies. In particular, this pertains to the recent results by…

Probability · Mathematics 2025-01-28 Giorgos Chasapis , Salil Singh , Tomasz Tkocz
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