Related papers: Comparing moments of real log-concave random varia…

Log-concave distributions include some important distributions such as normal distribution, exponential distribution and so on. In this note, we show inequalities between two Lp-norms for log-concave distributions on the Euclidean space.…

We show that for every positive p, the L_p-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. random variables, whose moduli have a nondegenerate distribution with the p-norm one, is comparable to the…

Consider $k$ independent random samples from $p$-dimensional multivariate normal distributions. We are interested in the limiting distribution of the log-likelihood ratio test statistics for testing for the equality of $k$ covariance…

Let $W_n, n\in\mn_{0}$ be an intrinsic martingale with almost sure limit $W$ in a supercritical branching random walk. We provide criteria for the $L_p$-convergence of the series $\sum_{n\ge 0} e^{an}(W-W_n)$ for $p>1$ and $a>0$. The result…

Let p be a prime number. The p-adic case of the Mixed Littlewood Conjecture states that liminf_{q \to \infty} q . |q|_p . ||q x|| = 0 for all real numbers x. We show that with the additional factor of log q.loglog q the statement is false.…

Let $\mathbf{R}$ be the sample correlation matrix constructed from $\mathbf{X}\in \mathbb{R}^{p\times n}$, whose entries are independent and identically distributed random variables with mean zero and tail probability condition…

Let $X$ be a supermartingale starting from $0$ which has only nonnegative jumps. For each $0<p<1$ we determine the best constants $c_p$, $C_p$ and $\mathfrak{c}_p$ such that $$ \,\,\,\,\sup_{t\geq 0}\left|\left|X_t\right|\right|_p\leq…

We study the probabilistic sampling of a random variable, in which the variable is sampled only if it falls outside a given set, which is called the silence set. This helps us to understand optimal event-based sampling for the special case…

We consider a supercritical branching process $(Z_n)$ in a random environment $\xi$. Let $W$ be the limit of the normalized population size $W_n=Z_n/E[Z_n|\xi]$. We first show a necessary and sufficient condition for the quenched $L^p$…

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

For any nonnegative Borel-measurable function f such that f(x)=0 if and only if x=0, the best constant c_f in the inequality E f(X-E X) \leq c_f E f(X) for all random variables X with a finite mean is obtained. Properties of the constant…

We propose a new approach to deriving quantitative mean field approximations for any probability measure $P$ on $\mathbb{R}^n$ with density proportional to $e^{f(x)}$, for $f$ strongly concave. We bound the mean field approximation for the…

We verify that $\liminf_{q\to\infty} q\cdot |q|_p\cdot ||qx||<\epsilon$ for all real $x$, small primes $p$ and relatively small $\epsilon$. This result supports the famous $p$-adic Littlewood conjecture which states that the above lower…

A sharp inequality for $\ell_p$ quasi-norm with $0<p\leq 1$ and $\ell_q$-norm with $q>1$ is derived, which shows that the difference between $\|\textbf{\textit{x}}\|_p$ and $\|\textbf{\textit{x}}\|_q$ of an $n$-dimensional signal…

Given samples from an unknown distribution $p$, is it possible to distinguish whether $p$ belongs to some class of distributions $\mathcal{C}$ versus $p$ being far from every distribution in $\mathcal{C}$? This fundamental question has…

We study nonparametric maximum likelihood estimation for two classes of multivariate distributions that imply strong forms of positive dependence; namely log-supermodular (MTP$_2$) distributions and log-$L^\#$-concave (LLC) distributions.…

Let $1 \leq p < q < \infty$. We show that \[ \sup{\frac{\left\| D\right\|_{\mathcal{H}_{q}}}{\left\| D\right\|_{\mathcal{H}_{p}}}} = \exp{\left( \frac{\log{x}}{\log{\log{x}}} \left(\log{\sqrt{\frac{q}{p}}} +…

Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…

We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph $G$. We show that the maximum likelihood estimate (MLE) is the product of the…

We investigate geometric and functional inequalities for the class of log-concave probability sequences. We prove dilation inequalities for log-concave probability measures on the integers. A functional analogue of this geometric inequality…