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

We derive a lower bound on the differential entropy of a log-concave random variable $X$ in terms of the $p$-th absolute moment of $X$. The new bound leads to a reverse entropy power inequality with an explicit constant, and to new bounds…

We consider upper bounds for the approximation error E|g(X)-g(\hat X)|^p, where X and \hat X are random variables such that \hat X is an approximation of X in the L_p-norm, and the function g belongs to certain function classes, which…

Shape constraints yield flexible middle grounds between fully nonparametric and fully parametric approaches to modeling distributions of data. The specific assumption of log-concavity is motivated by applications across economics, survival…

In this paper, we study two problems: (1) estimation of a $d$-dimensional log-concave distribution and (2) bounded multivariate convex regression with random design with an underlying log-concave density or a compactly supported…

We study the relative entropy between the empirical estimate of a discrete distribution and the true underlying distribution. If the minimum value of the probability mass function exceeds an $\alpha > 0$ (i.e. when the true underlying…

Let $a>1$. Denote by $l_a(p)$ the multiplicative order of $a$ modulo $p$. We look for an estimate of sum of $\frac{l_a(p)}{p-1}$ over primes $p\leq x$ on average. When we average over $a\leq N$, we observe a statistic of $C\mathrm{Li}(x)$.…

Let $X$ be a compact K\"ahler manifold and $D$ be a simple normal crossing divisor. If $D$ is the support of some effective $k$-ample divisor, we show $$ H^q(X,\Omega^p_X(\log D))=0,\quad \text{for}\quad p+q>n+k.$$

Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded above up to universal constant by the square root of the…

Let $p(z)$ be a monic polynomial of degree $n$, with complex coefficients, and let $q(z)$ be its monic factor. We prove an asymptotically sharp inequality of the form $\|q\|_{E} \le C^n \|p\|_E$, where $\|\cdot\|_E$ denotes the sup norm on…

We show that the absolute numerical index of the space $L_p(\mu)$ is $p^{-1/p} q^{-1/q}$ (where $1/p+1/q=1$). In other words, we prove that $$ \sup\{\int |x|^{p-1}|Tx|\, d\mu \, : \ x\in L_p(\mu),\,\|x\|_p=1\} \,\geq \,p^{-\frac{1}{p}}…

We study a likelihood ratio test for the location of the mode of a log-concave density. Our test is based on comparison of the log-likelihoods corresponding to the unconstrained maximum likelihood estimator of a log-concave density and the…

For each 1 < p < infinity, there exists a positive constant c_p, depending only on p, such that the following holds. Let (d_k), (e_k) be real-valued martingale difference sequences. If for for all bounded nonnegative predictable sequences…

We prove in particular that for any sufficiently large prime $p$ there is $1\le a<p$ such that all partial quotients of $a/p$ are bounded by $O(\log p/\log \log p)$. For composite denominators a similar result is obtained. This improves the…

Define $G(x;q)$ to be the variance of primes $p\le x$ in the arithmetic progressions modulo $q$, weighted by $\log p$. Hooley conjectured that as soon as $q$ tends to infinity and $x\ge q$, we have the upper bound $G(x;q) \ll x \log q$. In…

The best constant in the usual Lp norm inequality for the centered Hardy-Littlewood maximal function on R1 is obtained for the class of all ``peak-shaped'' functions. A positive function on the line is called ``peak-shaped'' if it is…

We investigate quantitative implications of the notion of log-concavity through a probabilistic interpretation. In particular, we derive concentration inequalities, moment and entropy bounds for random variables satisfying a precise degree…

We show that for any $k$-times continuously differentiable function $f:[a,\infty)\longrightarrow{\mathbb R}$, any integer $q\ge 0$ and any $\alpha>1$ the inequality $$\liminf_{x\to\infty} \frac{x^k \cdot\log x\cdot \log_2 x\cdot\dots\cdot…

In a remarkable paper, Peter Hall [{\it On the rate of convergence of normal extremes}, J. App. Prob, {\bf 16} (1979) 433--439] proved that the supremum norm distance between the distribution function of the normalized maximum of $n$…

We prove a stochastic Gronwall lemma of the following type: if $Z$ is an adapted nonnegative continuous process which satisfies a linear integral inequality with an added continuous local martingale $M$ and a process $H$ on the right hand…

Avikainen showed that, for any $p,q \in [1,\infty)$, and any function $f$ of bounded variation in $\mathbb{R}$, it holds that $\mathbb{E}[|f(X)-f(\widehat{X})|^{q}] \leq C(p,q) \mathbb{E}[|X-\widehat{X}|^{p}]^{\frac{1}{p+1}}$, where $X$ is…