Related papers: An Opposite Gaussian Product Inequality

In this paper we study the factors of some alternating sums of products of binomial and q-binomial coefficients. We prove that for all positive integers n_1,...,n_m, n_{m+1}=n_1, and 0\leq j\leq m-1, {n_1+n_{m}\brack…

For every given real value of the ratio $\mu:=A_X/G_X>1$ of the arithmetic and geometric means of a positive random variable $X$ and every real $v>0$, exact upper bounds on the right- and left-tail probabilities $\mathsf{P}(X/G_X\ge v)$ and…

We investigate the arithmetic-harmonic inequality (AHI) index, a bounded and scale-invariant measure of dispersion for positive random variables, defined through the interplay between the mean and its reciprocal. We derive analytical…

In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…

We try to design a simple model exhibiting self-organized criticality, which is amenable to a rigorous mathematical analysis. To this end, we modify the generalized Ising Curie-Weiss model by implementing an automatic control of the inverse…

A sharp Poincar\'e-type inequality is derived for the restriction of the Gaussian measure on the boundary of a convex set. In particular, it implies a Gaussian mean-curvature inequality and a Gaussian iso second-variation inequality. The…

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

We show that for some constant $\kappa>0$, any centered $\kappa$-subgaussian random variable is equal to the sum of three standard Gaussian random variables, confirming a conjecture of M. Talagrand. We also prove that given $\Lambda\geq 1$,…

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

Let $G$ be the special linear group $\mathrm{SL}(2,q)$. We show that if $(a_1,\ldots,a_t)$ and $(b_1,\ldots,b_t)$ are sampled uniformly from large subsets $A$ and $B$ of $G^t$ then their interleaved product $a_1 b_1 a_2 b_2 \cdots a_t b_t$…

Let $\xi_i$, $i=1,...,n$, and $\eta_j$, $j=1,...,m$ be iid p-stable respectively q-stable random variables, $1<p<q<2$. We prove estimates for $\Ex_{\Omega_1} \Ex_{\Omega_2}\max_{i,j}\abs{a_{ij}\xi_i(\omega_1)\eta_j(\omega_2)}$ in terms of…

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

The cross--product conjecture (CPC) of Brightwell, Felsner and Trotter (1995) is a two-parameter quadratic inequality for the number of linear extensions of a poset $P= (X, \prec)$ with given value differences on three distinct elements in…

We establish the universality of the singular numbers in random matrix products over $\mathrm{GL}_n(\mathbb{Q}_p)$ as the number of products approaches infinity, with a fixed $n\ge 1$. We demonstrate that, under a broad class of…

We establish a non-commutative version of the Intermediate Factor Theorem for crossed products associated with product lattices. Given an irreducible lattice $\Gamma < G= G_1 \times \dots \times G_d$ in higher rank semisimple algebraic…

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

We establish variation and oscillation inequalities for convolution products of probability measures on Z.

Gaussian processes (GPs) are distributions over functions, which provide a Bayesian nonparametric approach to regression and classification. In spite of their success, GPs have limited use in some applications, for example, in some cases a…

This paper studies properties of the integer sequence $\overline{\overline{G}}_n=\prod_{k=0}^n\binom{n}{k}_{\mathbb{Z},\mathbb{N}}$ which is analogous to $\overline{G}_n=\prod_{k=0}^n\binom{n}{k}$, the product of the elements of the $n$-th…

Random matrices like GUE, GOE and GSE have been studied for decades and have been shown that they possess a lot of nice properties. In 2005, a new property of independent GUE random matrices is discovered by Haagerup and Thorbj{\o}rnsen in…