Related papers: Nonsymmetric examples for Gaussian correlation ine…

We consider a family of jointly Gaussian random vectors $\xi_j \in \mathbb{R}^{k_j}$, each standard normal but possibly correlated, and investigate when\[ \mathbb{E}\, F\!\Bigl(B\bigl(|T_{z_1} f_1(\xi_1)|,\dots,|T_{z_n}…

For convex univalent functions we give instances where the sharp bound for various coefficient functionals are identical to those for the corresponding bound for the inverse function. We give instances where the sharp bounds differ and also…

In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…

The covariant two-point functions, derived from Ward identities in direct space, can be affected by consistency problems and can become unbounded for large time- or space-separations. This difficulty arises for several extensions of…

Berman's inequality is the key for establishing asymptotic properties of maxima of Gaussian random sequences and supremum of Gaussian random fields. This contribution shows that, asymptotically an extended version of Berman's inequality can…

Scale invariance usually occurs in extended systems where correlation functions decay algebraically in space and/or time. Here we introduce a new type of scale invariance, occurring in the distribution functions of physical observables. At…

We present an analysis of the two-point peculiar velocity correlation function using data from the CosmicFlows catalogues. The Millennium and MultiDark Planck 2 N-body simulations are used to estimate cosmic variance and uncertainties due…

We determine the optimal constants in the classical inequalities relating the sub-Gaussian norm \(\|X\|_{\psi_2}\) and the sub-Gaussian parameter \(\sigma_X\) for centered real-valued random variables. We show that \(\sqrt{3/8} \cdot…

We study invariance principles and convergence to a Gaussian limit for stochastic series of the form $S(c,Z)=\sum_{m=1}^{\infty }\sum_{\alpha _{1}<...<\alpha _{m}}c(\alpha _{1},...,\alpha _{m})\prod_{i=1}^{m}Z_{\alpha _{i}}$ where $Z_{k}$,…

Let $X_1,X_2,...$ be independent variables, each having a normal distribution with negative mean $-\beta<0$ and variance 1. We consider the partial sums $S_n=X_1+...+X_n$, with $S_0=0$, and refer to the process $\{S_n:n\geq0\}$ as the…

We revisit Royen's proof of the Gaussian correlation inequality from a supersymmetric point of view. Many key elements in Royen's proof of this inequality have natural geometric interpretations in terms of supersymmetric dimensional…

We show that correlation functions have to satisfy contraint relations, owing to the non-negativity of the power spectrum of the underlying random process. Specifically, for any statistically homogeneous and (for more than one spatial…

Upon observing $n$-dimensional multivariate Gaussian data, when can we infer that the largest $K$ observations came from the largest $K$ means? When $K=1$ and the covariance is isotropic, \cite{Gutmann} argue that this inference is…

We consider covariance parameter estimation for a Gaussian process under inequality constraints (boundedness, monotonicity or convexity) in fixed-domain asymptotics. We address the estimation of the variance parameter and the estimation of…

Let $A$ be a real skew-symmetric Gaussian random matrix whose upper triangular elements are independently distributed according to the standard normal distribution. We provide the distribution of the largest singular value $\sigma_1$ of…

In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of random variables satisfying $\mathbb{E} \lvert X_{n} \rvert < \infty$ for all $n \geqslant 1$, a maximal inequality is established, and used to obtain strong law of large numbers for…

A decoupling type inequality for a sum of functions of Guassian vectors is established.

We study the convergence in total variation distance for series of the form $$ S_{N}(c,Z)=\sum_{l=1}^{N}\sum_{i_{1}<\cdots<i_{l}}c(i_{1},...,i_{l})Z_{i_{1}}\cdots Z_{i_{l}}, $$ where $Z_{k},k\in {\mathbb{N}}$ are independent centered random…