Related papers: An Opposite Gaussian Product Inequality

Let $\nu_1,\nu_2,\dots$ be a sequence of probabilities on the nonnegative integers, and $X=(X_1,X_2, \dots)$ be a sequence of independent random variables $X_i$ with law $\nu_i$. For $\lambda>0$ denote $Z^\lambda_i:= \sum_x…

Let ${\cal X }=XX^{\prime}$ be a random matrix associated with a centered $r$-column centered Gaussian vector $X$ with a covariance matrix $P$. In this article we compute expectations of matrix-products of the form $\prod_{1\leq i\leq…

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

We give a counterexample to the vector generalization of Costa's entropy power inequality (EPI) due to Liu, Liu, Poor and Shamai. In particular, the claimed inequality can fail if the matix-valued parameter in the convex combination does…

This paper studies the product $\bar{G}_n$ of the binomial coefficients in the n-th row of Pascal's triangle, which equals the reciprocal of the product of all the reduced and unreduced Farey fractions of order n. It studies its size as a…

We expand on the remark by Andrews on the importance of infinite sums and products in combinatorics. Let $\{g_d(n)\}_{d\geq 0,n \geq 1}$ be the double sequences $\sigma_d(n)= \sum_{\ell \mid n} \ell^d$ or $\psi_d(n)= n^d$. We associate…

We prove local and global inverse theorems for general $3$-wise correlations over pairwise-connected distributions. Let $\mu$ be a distribution over $\Sigma \times \Gamma \times \Phi$ such that the supports of $\mu_{xy}$, $\mu_{xz}$, and…

We tighten the Entropy Power Inequality (EPI) when one of the random summands is Gaussian. Our strengthening is closely connected to the concept of strong data processing for Gaussian channels and generalizes the (vector extension of)…

We prove a new inequality for Gaussian processes, this inequality implies the Gordon-Chevet inequality. Some remarks on Gaussian proofs of Dvoretzky's theorem are given.

Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical…

We consider the tensor product $\pi_{\alpha}\otimes \pi_{\beta}$ of complementary series representations $\pi_{\alpha}$ and $\pi_{\beta}$ of classical rank one groups $SO_0(n, 1)$, $SU(n, 1)$ and $Sp(n, 1)$. We prove that there is a…

In this paper, we introduce a new methodology for Bayesian variable selection in linear regression that is independent of the traditional indicator method. A diagonal matrix $\mathbf{G}$ is introduced to the prior of the coefficient vector…

The Paszkiewicz conjecture about a product of positive contractions asserts that given a decreasing sequence $T_1\ge T_2\ge \dots$ of positive contractions on a separable infinite-dimensional Hilbert space, the product $S_n=T_n\dots T_1$…

Consider the matrix products $G_n: = g_n \ldots g_1$, where $(g_{n})_{n\geq 1}$ is a sequence of independent and identically distributed positive random $d\times d$ matrices. Under the optimal third moment condition, we first establish a…

Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models,…

Let $Z_1, \cdots, Z_n$ denote the eigenvalues of the product $\prod_{j=1}^{k_n} \boldsymbol{A}_j$, where $\{\boldsymbol{A}_j\}_{1 \le j \le k_n}$ are independent $n\times n$ complex Ginibre matrices. Define $\alpha = \lim\limits_{n \to…

Let $\{p_j(n)\}_{j=1}^{\omega(n)}$ denote the increasing sequence of distinct prime factors of an integer $n$. For $z\geqslant 0$, let $G(n;z)$ denote the number of those indexes $j$ such that $p_{j+1}(n)>p_j(n)^{\exp z}$. We show uniform…

We study the spectral properties of a stochastic process obtained by multiplicative inversion of a non-zero-mean Gaussian process. We show that its autocorrelation and power spectrum exist for most regular processes, and we find a…

We provide a general framework on the coefficients of the graph polynomials of graphs which are Cartesian products. As a corollary, we prove that if $G=(V,E)$ is a graph with degrees of vertices $2d(v), v\in V$, and the graph polynomial…

The BK inequality (\cite{BK85}) says that,for product measures on $\{0,1\}^n$, the probability that two increasing events $A$ and $B$ `occur disjointly' is at most the product of the two individual probabilities. The conjecture in…