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In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…

Probability · Mathematics 2007-05-23 Paweł Hitczenko , Stephen Montgomery-Smith

We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…

Probability · Mathematics 2021-03-02 Dimitrios Katselis , Xiaotian Xie , Carolyn L. Beck , R. Srikant

We derive closed form expressions for the lower expectations that correspond to total variation distance and chi-squared divergence balls around a probability mass function over a finite set.

Probability · Mathematics 2026-05-29 Jasper De Bock

It is well-known that the set of statistics that can be observed in a Bell-type experiment is limited by quantum theory. Unfortunately, tools are missing to identify the precise boundary of this set. Here, we propose to study the set of…

Quantum Physics · Physics 2024-08-02 Victor Barizien , Jean-Daniel Bancal

Quasi-two-dimensional fluids can be generated by confining a fluid between two parallel walls with narrow separation. Such fluids exhibit an inhomogeneous structure perpendicular to the walls due to the loss of translational symmetry.…

Soft Condensed Matter · Physics 2014-03-13 Simon Lang , Thomas Franosch , Rolf Schilling

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David R. Wolf , David H. Wolpert

Random fields in nature often have, to a good approximation, Gaussian characteristics. We present the mathematical framework for a new and simple method for investigating the non-Gaussian contributions, based on counting the maxima and…

Statistical Mechanics · Physics 2012-10-26 T. H. Beuman , A. M. Turner , V. Vitelli

In this paper, we develop a non-asymptotic local normal approximation for multinomial probabilities. First, we use it to find non-asymptotic total variation bounds between the measures induced by uniformly jittered multinomials and the…

Statistics Theory · Mathematics 2023-09-06 Eric Bax , Frédéric Ouimet

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

This paper studies the Hardy-type inequalities on the intervals (may be infinite) with two weights, either vanishing at two endpoints of the interval or having mean zero. For the first type of inequalities, in terms of new isoperimetric…

Probability · Mathematics 2012-06-25 Mu-Fa Chen

The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration…

Probability · Mathematics 2022-08-04 Andrei Yu. Zaitsev

It is often necessary to compare the power spectra of two or more time series: one may, for instance, wish to estimate what the power spectrum of the combined data sets might have been, or one may wish to estimate the significance of a…

Astrophysics · Physics 2007-05-23 P. A. Sturrock , M. S. Wheatland

We consider bipartite quantum systems characterized by a continuous angular variable \theta \in [-\pi, \pi[, representing, for instance, the position of a particle on a circle. We show how to reveal non-locality on this type of system using…

Quantum Physics · Physics 2012-11-26 Carolina V. S. Borges , Perola Milman , Arne Keller

An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.

Probability · Mathematics 2012-05-24 Iosif Pinelis

We study geometrical aspects of entanglement, with the Hilbert--Schmidt norm defining the metric on the set of density matrices. We focus first on the simplest case of two two-level systems and show that a ``relativistic'' formulation leads…

Quantum Physics · Physics 2013-05-29 Jon Magne Leinaas , Jan Myrheim , Eirik Ovrum

The double-layer potential plays an important role in solving boundary value problems for elliptic equations, and in the study of which for a certain equation, the properties of the fundamental solutions of the given equation are used. All…

Analysis of PDEs · Mathematics 2018-07-04 Tuhtasin Ergashev

We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…

Probability · Mathematics 2007-05-23 Yu. Baryshnikov , J. E. Yukich

We provide uniform bounds and asymptotics for the probability that a two-dimensional discrete Gaussian free field on an annulus-like domain and with Dirichlet boundary conditions stays negative as the ratio of the radii of the inner and the…

Probability · Mathematics 2020-12-22 Stephan Gufler , Oren Louidor

The cumulants and moments of the log of the non-central chi-square distribution are derived. For example, the expected log of a chi-square random variable with v degrees of freedom is log(2) + psi(v/2). Applications to modeling probability…

Applications · Statistics 2015-03-24 Steven E. Pav

Tight bounds for several symmetric divergence measures are derived in terms of the total variation distance. It is shown that each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these…

Information Theory · Computer Science 2016-11-17 Igal Sason
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