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Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

Probability · Mathematics 2015-07-06 V. Yu. Korolev , A. V. Dorofeeva

In this paper, we investigate the large deviations of sums of weighted random variables that are approximately independent, generalizing and improving some of the results of Montgomery and Odlyzko. We are motivated by examples arising from…

Number Theory · Mathematics 2021-05-05 Andrew Granville , Youness Lamzouri

We provide optimal lower and upper bounds for the augmented Kullback-Leibler divergence in terms of the augmented total variation distance between two probability measures defined on two Euclidean spaces having different dimensions. We call…

Statistics Theory · Mathematics 2022-11-03 Michele Caprio

Sharp constants for an inequality of Poincar\'e type is studied. The problem is solved by using optimal control theory.

Classical Analysis and ODEs · Mathematics 2013-07-05 Hongwei Lou

We show that a class of Poincar\'e-Wirtinger inequalities on bounded convex sets can be obtained by means of the dynamical formulation of Optimal Transport. This is a consequence of a more general result valid for convex sets, possibly…

Analysis of PDEs · Mathematics 2016-01-05 Lorenzo Brasco , Filippo Santambrogio

In this article, under mild constraints on the sectional curvature, we exploit a divergence formula for symmetric endomorphisms to deduce a general Poincar\'e type inequality. We apply such inequality to higher-order mean curvature of…

Differential Geometry · Mathematics 2023-06-02 Hilário Alencar , Márcio Batista , Gregório Silva Neto

In this paper, we study weighted fractional Sobolev-Poincar\'e inequalities for irregular domains. The weights considered here are distances to the boundary to certain powers, and the domains are the so-called $s$-John domains and…

Analysis of PDEs · Mathematics 2023-04-21 Yi Xuan

We derive an improved Poincar\'e inequality in connection with the Babu\v{s}ka-Aziz and Friedrichs-Velte inequalities for differential forms by estimating the domain specific optimal constants figuring in the respective inequalities with…

Analysis of PDEs · Mathematics 2020-04-10 Sándor Zsuppán

Given a vector $F=(F_1,\dots,F_m)$ of Poisson functionals $F_1,\dots,F_m$, we investigate the proximity between $F$ and an $m$-dimensional centered Gaussian random vector $N_\Sigma$ with covariance matrix $\Sigma\in\mathbb{R}^{m\times m}$.…

Probability · Mathematics 2019-11-01 Matthias Schulte , J. E. Yukich

In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincar\'e inequality that leads to abstract bounds for Gaussian process approximation in $d_2$…

Probability · Mathematics 2025-06-24 Anna Vidotto , Guangqu Zheng

Given a probability measure $\mu$ supported on a convex subset $\Omega$ of Euclidean space $(\mathbb{R}^d,g_0)$, we are interested in obtaining Poincar\'e and log-Sobolev type inequalities on $(\Omega,g_0,\mu)$. To this end, we change the…

Functional Analysis · Mathematics 2016-07-01 Alexander V. Kolesnikov , Emanuel Milman

Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…

Classical Analysis and ODEs · Mathematics 2023-03-09 Franck Barthe , Michal Strzelecki

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

Probability · Mathematics 2024-06-21 Sergey G. Bobkov , Friedrich Götze

We consider the problem of choosing Euclidean points to maximize the sum of their weighted pairwise distances, when each point is constrained to a ball centered at the origin. We derive a dual minimization problem and show strong duality…

Data Structures and Algorithms · Computer Science 2010-07-02 Neal E. Young

We study lower bounds for the Minkowski and Hausdorff dimensions of the algebraic sum E+K of two subsets E and K of d-dimensional Euclidean space.

Classical Analysis and ODEs · Mathematics 2008-08-14 Daniel M. Oberlin

By differentiating a concavity principle arising from the Pr\'ekopa-Leindler inequality, we obtain a statement simultaneously strengthening the weighted boundary Poincar\'e inequality and the Brascamp-Lieb variance inequality. The resulting…

Functional Analysis · Mathematics 2026-02-27 Sotiris Armeniakos , Jacopo Ulivelli

We introduce an algebra model to study higher order sum rules for orthogonal polynomials on the unit circle. We build the relation between the algebra model and sum rules, and prove an equivalent expression on the algebra side for the sum…

Spectral Theory · Mathematics 2017-08-24 Jun Yan

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…

Probability · Mathematics 2019-01-29 Kartick Adhikari , Indrajit Jana , Koushik Saha

This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…

Probability · Mathematics 2021-03-29 William Oçafrain

Let f traverse a sequence of classical holomorphic newforms of fixed weight and increasing squarefree level q tending to infinity. We prove that the pushforward of the mass of f to the modular curve of level 1 equidistributes with respect…

Number Theory · Mathematics 2019-12-19 Paul D. Nelson