Related papers: Two-sided inequalities for the density function's …
Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.
We collect various facts related loosely to random Gaussian quadrilaterals in the plane. For example, a side of a degenerate quadrilateral (one point inside three others) has a density that is non-Rayleigh.
Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…
We use generalized elastic positivity bounds to constrain the parameter space of multi-field spin-2 effective field theories. These generalized bounds involve inelastic scattering amplitudes between particles with different masses, which…
In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…
By designating vertices with variables, a simple undirected graph can be augmented to have an associated representing rational function in two variables taking the complex bi-upper halfplane to itself. We give relations between representing…
In this work, we try to build a theory for random double tensor integrals (DTI). We begin with the definition of DTI and discuss how randomness structure is built upon DTI. Then, the tail bound of the unitarily invariant norm for the random…
We present a new exactly solvable quantum problem for which the Schroedinger equation allows for separation of variables in oblate spheroidal coordinates. Namely, this is the quantum mechanical two Coulomb centers problem for the case of…
We compute explicit bounds in the normal and chi-square approximations of multilinear homogenous sums (of arbitrary order) of general centered independent random variables with unit variance. In particular, we show that chaotic random…
We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any covariance matrix. When the largest marginal variance is…
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…
We consider in this paper the collection of near maxima of the discrete, two dimensional Gaussian free field in a box with Dirichlet boundary conditions. We provide a rough description of the geometry of the set of near maxima, estimates on…
Suppose that the edges of a complete graph are assigned weights independently at random and we ask for the weight of the minimal-weight spanning tree, or perfect matching, or Hamiltonian cycle. For these and several other common…
We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…
We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.
Both complete decoupling and tangent decoupling are classical tools aiming to compare two random processes where one has a weaker dependence structure. We give a new proof for the complete decoupling inequality, which provides a lower bound…
Lower and upper bounds for a given function are important in many mathematical and engineering contexts, where they often serve as a base for both analysis and application. In this short paper, we derive piecewise linear and quadratic…
Except for certain parameter values, a closed form formula for the mode of the generalized hyperbolic (GH) distribution is not available. In this paper, we exploit results from the literature on modified Bessel functions and their ratios to…
Extending the classical Dirichlet's density theorem on coprime pairs, in this paper we describe completely the probability distribution of the number of coprime pairs in random squares of fixed side length in the lattice $\mathbb{N}^2$. The…
We suggest an upper bound on binomial coefficients that holds over the entire parameter range and whose form repeats the form of the de Moivre-Laplace approximation of the symmetric binomial distribution. Using the bound, we estimate the…