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We give a sufficient condition for the exponential decay of the tail probability of a non-negative random variable. We consider the Laplace-Stieltjes transform of the probability distribution function of the random variable. We present a…

Complex Variables · Mathematics 2016-11-15 Kenji Nakagawa

We take an $L_1$-dense class of functions $\Cal F$ on a measurable space $(X,\Cal X)$ and a sequence of i.i.d. $X$-valued random variables $\xi_1,\dots,\xi_n$, and give a good estimate on the tail behaviour of $\sup\limits_{f\in\Cal…

Probability · Mathematics 2014-07-07 Peter Major

We give simple criteria to identify the exponential order of magnitude of the absolute value of the determinant for wide classes of random matrix models, not requiring the assumption of invariance. These include Gaussian matrices with…

Probability · Mathematics 2023-02-22 Gérard Ben Arous , Paul Bourgade , Benjamin McKenna

This paper gives a complete geometric characterization in all dimensions and codimensions of those Radon-like transforms which, up to endpoints, satisfy the largest possible range of local $L^p \rightarrow L^q$ inequalities permitted by…

Classical Analysis and ODEs · Mathematics 2023-03-07 Philip T. Gressman

Suppose that a countable group $G$ admits a cusp-uniform action on a hyperbolic space $(X,d)$ such that $G$ is of divergent type. The main result of the paper is characterizing the purely exponential growth type of the orbit growth function…

Group Theory · Mathematics 2017-04-11 Wenyuan Yang

There is accumulating evidence in the literature that stability of learning algorithms is a key characteristic that permits a learning algorithm to generalize. Despite various insightful results in this direction, there seems to be an…

Machine Learning · Statistics 2019-05-10 Karim Abou-Moustafa , Csaba Szepesvari

This work derives extremal tail bounds for the Gaussian trace estimator applied to a real symmetric matrix. We define a partial ordering on the eigenvalues, so that when a matrix has greater spectrum under this ordering, its estimator will…

Statistics Theory · Mathematics 2024-11-26 Eric Hallman

This paper determines the rate of growth to infinity of a scalar autonomous nonlinear functional differential equation with finite delay, where the right hand side is a positive continuous linear functional of $f(x)$. We assume $f$ grows…

Classical Analysis and ODEs · Mathematics 2014-09-16 John A. D. Appleby , Denis D. Patterson

One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…

Probability · Mathematics 2007-05-23 David Gamarnik , Sean Meyn

In a recent result by the authors (ref. [1]) it was proved that solutions of the self-similar fragmentation equation converge to equilibrium exponentially fast. This was done by showing a spectral gap in weighted $L^2$ spaces of the…

Analysis of PDEs · Mathematics 2011-12-06 María J. Cáceres , José A. Cañizo , Stéphane Mischler

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

Probability · Mathematics 2011-10-14 Daniel Hsu , Sham M. Kakade , Tong Zhang

Convolution with an appropriate surface measure on a paraboloid is known to define a bounded operator T from L^p(R^d) to L^q(R^d) for certain exponents p,q. By a quasiextremal for the associated inequality, we mean a function f for which…

Classical Analysis and ODEs · Mathematics 2011-06-06 Michael Christ

We prove the following superexponential distribution inequality: for any integrable $g$ on $[0,1)^{d}$ with zero average, and any $\lambda>0$ \[ |\{ x \in [0,1)^{d} \; :\; g \geq\lambda \}| \leq e^{-…

Analysis of PDEs · Mathematics 2017-11-21 Paata Ivanisvili , Sergei Treil

For any real numbers $B \ge 1$ and $\delta \in (0, 1)$ and function $f: [0, B] \rightarrow \mathbb{R}$, let $d_{B; \delta} (f) \in \mathbb{Z}_{> 0}$ denote the minimum degree of a polynomial $p(x)$ satisfying $\sup_{x \in [0, B]} \big| p(x)…

Computational Complexity · Computer Science 2022-05-13 Amol Aggarwal , Josh Alman

The behavior of Laplacian eigenfunctions in domains with branches is investigated. If an eigenvalue is below a threshold which is determined by the shape of the branch, the associated eigenfunction is proved to exponentially decay inside…

Mathematical Physics · Physics 2020-01-03 Andrey Delitsyn , Binh-Thanh Nguyen , Denis S. Grebenkov

A discussion is given of the conformal Einstein field equations coupled with matter whose energy-momentum tensor is trace-free. These resulting equations are expressed in terms of a generic Weyl connection. The article shows how in the…

General Relativity and Quantum Cosmology · Physics 2015-05-27 Christian Lübbe , Juan Antonio Valiente Kroon

We carry on the investigation started in [2] about the regularity of weak solutions to the strongly degenerate parabolic equation \[ u_{t}-\mathrm{div}\left[(\vert Du\vert-1)_{+}^{p-1}\frac{Du}{\vert…

Analysis of PDEs · Mathematics 2023-11-10 Pasquale Ambrosio

According to [5] we define the $*$-exponential of a slice-regular function, which can be seen as a generalization of the complex exponential to quaternions. Explicit formulas for $\exp_*(f)$ are provided, also in terms of suitable sine and…

Complex Variables · Mathematics 2019-01-03 Amedeo Altavilla , Chiara de Fabritiis

Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…

Probability · Mathematics 2019-05-22 Andrew J. Majda , Xin T. Tong

We study the Taylor expansion for the solutions of differential equations driven by $p$-rough paths with $p>2$. We prove a general theorem concerning the convergence of the Taylor expansion on a nonempty interval provided that the vector…

Probability · Mathematics 2020-06-03 Qi Feng , Xuejing Zhang