Related papers: On the Le Cam distance between multivariate hyperg…
Following Selberg it is known that uniformly for V << (logloglog T)^{1/2 - \epsilon} the measure of those t \in [T;2T] for which log |\zeta(1/2 + it)| > V*((1/2)loglog T)^{1/2} is approximately T times the probability that a standard…
If $\mathbb{Y}$ is a random vector in $\mathbb{R}^{d}$, we denote by $P_{\mathbb{Y}}$ its probability distribution. Consider a random variable $X$ and a $d$-dimensional random vector $\mathbb{Y}$. Inspired by \cite{Pi}, we develop a…
This paper describes a generalization of the Hellinger distance which we call the S -Hellinger distance; this general family connects the Hellinger distance smoothly with the $L_2$-divergence by a tuning parameter $\alpha$ and is indeed a…
For martingales with a wide range of integrability, we will quantify the rate of convergence of the central limit theorem via Wasserstein distances of order $r$, $1\le r\le 3$. Our bounds are in terms of Lyapunov's coefficients and the…
Distance covariance is a popular dependence measure for two random vectors $X$ and $Y$ of possibly different dimensions and types. Recent years have witnessed concentrated efforts in the literature to understand the distributional…
Due to rapid technological advances, a wide range of different measurements can be obtained from a given biological sample including single nucleotide polymorphisms, copy number variation, gene expression levels, DNA methylation and…
We consider limits of certain measures supported on lattice points in lattice polyhedra defined as the intersection of half-spaces $\{m\in\mathbb{R}^n|\langle v_i,x\rangle+a_i \geq 0\}$, where $\sum_i v_i = 0$. The measures are densities…
We present upper bounds for the Wasserstein distance of order $p$ between the marginals of L\'evy processes, including Gaussian approximations for jumps of infinite activity. Using the convolution structure, we further derive upper bounds…
We analyze the differences between the horizontal and the vertical component of the simple random walk on the 2-dimensional comb. In particular we evaluate by combinatorial methods the asymptotic behaviour of the expected value of the…
In this paper, we study the distribution of the minimal distance (in the Hamming metric) of a random linear code of dimension $k$ in $\mathbb{F}_q^n$. We provide quantitative estimates showing that the distribution function of the minimal…
In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…
We compute the pressure of the random energy model (REM) and generalized random energy model(GREM) by establishing variational upper and lower bounds. For the upper bound, we generalize Guerra's ``broken replica symmetry bounds",and…
Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…
We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…
We study a rank based univariate two-sample distribution-free test. The test statistic is the difference between the average of between-group rank distances and the average of within-group rank distances. This test statistic is closely…
Based on the statistical concept of the median, we propose a quantum uncertainty relation between semi-interquartile ranges of the position and momentum distributions of arbitrary quantum states. The relation is universal, unlike that based…
We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…
Experimental and empirical data are often analyzed on log-log plots in order to find some scaling argument for the observed/examined phenomenon at hands, in particular for rank-size rule research, but also in critical phenomena in…
We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…
Suppose X is a frequency vector that follows a central multiple hyper-geometric distribution, such as arises in random sampling of an m-category attribute from a finite population without replacement. We show that the probability that X…