Related papers: Distributional inequalities for noncommutative mar…

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…

In this paper we obtain some noncommutative multiplier theorems and maximal inequalities on semigroups. As applications, we obtain the corresponding individual ergodic theorems. Our main results extend some classical results of Stein and…

We consider the Boltzmann operator for mixtures with cutoff Maxwellian, hard potentials, or hard spheres collision kernels. In a perturbative regime around the global Maxwellian equilibrium, the linearized Boltzmann multi-species operator…

Let $(x_k)_{k=1}^n$ be positive elements in the noncommutative Lebesgue space $L_p(\mathcal{M})$, and let $(\mathcal{E}_k)_{k=1}^n$ be a sequence of conditional expectations with respect to an increasing subalgebras…

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the…

Variational inequalities are a universal optimization paradigm that incorporate classical minimization and saddle point problems. Nowadays more and more tasks require to consider stochastic formulations of optimization problems. In this…

We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand…

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…

In this paper we extend Stein's method to the distribution of the product of $n$ independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which reduces to the classical normal Stein…

This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different…

We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…

We have discovered an invariant distribution for local packing configurations in static granular media. This distribution holds in experiments for packing fractions covering most of the range from random loose packed to random close packed,…

In this paper, we consider the sums of non-negative integer valued $m$-dependent random variables, and its approximation to the power series distribution. We first discuss some relevant results for power series distribution such as Stein…

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…

We introduce a density-power weighted variant for the Stein operator, called the $\gamma$-Stein operator. This is a novel class of operators derived from the $\gamma$-divergence, designed to build robust inference methods for unnormalized…

In noncommutative geometry one is interested in invariants such as the Fredholm index or spectral flow and their calculation using cyclic cocycles. A variety of formulae have been established under side conditions called summability…

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Normalized free semi-circular random variables satisfy an upper Khintchine inequality in $L_\infty$. We show that this implies the corresponding upper Khintchine inequality in any noncommutative Banach function space. As applications, we…

In this paper, we consider partial sums of triangular martingale differences weighted by random variables drawn uniformly on the sphere, and globally independent of the martingale differences. Starting from the so-called principle of…