Related papers: Covariance inequalities for convex and log-concave…

For $q$-dimensional data, penalized versions of the sample covariance matrix are important when the sample size is small or modest relative to $q$. Since the negative log-likelihood under multivariate normal sampling is convex in…

We give simple new proofs of two well-known results for the Schr\"odinger operator: first, the Brunn--Minkowski inequality for Dirichlet eigenvalues and, second, the log-concavity of the first Dirichlet eigenfunction. Our proof of the first…

We consider covariance estimation in the multivariate generalized Gaussian distribution (MGGD) and elliptically symmetric (ES) distribution. The maximum likelihood optimization associated with this problem is non-convex, yet it has been…

Let $I=[0,1]$ and consider disjoint closed regions $G_{1},....,G_{n}$ in $% I\times I$ and subintervals $I_{1},......,I_{n},$ such that $G_{i}$ projects onto $I_{i.}$ We define the lower and upper maps $\tau_{1},$ $\tau_{2}$ by the lower…

In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisfies the Gaussian product inequality (GPI) conjecture. These…

In this paper we study several inequalities of log-Sobolev type for Dunkl operators. After proving an equivalent of the classical inequality for the usual Dunkl measure $\mu_k$, we also study a number of inequalities for probability…

In this paper we extend some notions, previously defined for log-concave functions, to the larger domain of so-called {\alpha}-concave functions. We begin with a detailed discussion of support functions - first for log-concave functions,…

Consider piecewise linear Lorenz maps on $[0, 1]$ of the following form \[ f_{a,b,c}(x)= {ll} ax+1-ac & x \in [0, c) b(x-c) & x \in (c, 1].\] We prove that $f_{a,b,c}$ admits an absolutely continuous invariant probability measure (acim)…

In this paper we prove new bounds for sums of convex or concave functions. Specifically, we prove that for all $A,B \subseteq \mathbb R$ finite sets, and for all $f,g$ convex or concave functions, we have $$|A + B|^{38}|f(A) + g(B)|^{38}…

The main aim of this article is to give an exposition of weak convergence, Prohorov theorem and Prohorov spaces. In this context we study the relationship between Levy distance $\ell(F, G)$ between two distribution functions $F$ and $G$ and…

Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative…

We compare weighted sums of i.i.d. positive random variables according to the usual stochastic order. The main inequalities are derived using majorization techniques under certain log-concavity assumptions. Specifically, let $Y_i$ be i.i.d.…

This paper investigates the properties of the Generalized Covariance (GCov) estimator under misspecification and constraints with application to processes with local explosive patterns, such as causal-noncausal and double autoregressive…

The variation of a class of Orlicz moments with respect to the Asplund sum within the class of log-concave functions is demonstrated. Such a variational formula naturally leads to a family of dual Orlicz curvature measures for log-concave…

For $m,n\in \mathbb{N}$, let $0 < \alpha_i,\beta_j,\lambda_{ij} \leq 1$ be such that $\sum_{j=1}^n \lambda_{ij} = \alpha_i$, $\sum_{i=1}^m \lambda_{ij} = \beta_j$, and $\sum_{i=1}^m \alpha_i = \sum_{j=1}^n \beta_j \leq 1$. We prove that the…

Nonparametric statistics for distribution functions F or densities f=F' under qualitative shape constraints provides an interesting alternative to classical parametric or entirely nonparametric approaches. We contribute to this area by…

In this paper, We establish the weighted Poincar\'{e} inequalities and Log-Sobolev inequalities for Cauchy distributions with optimal weight functions.

In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow the approach of G. Royer (1999) and obtain uniqueness by showing…

This note contributes to the understanding of generalized entropy power inequalities. Our main goal is to construct a counter-example regarding monotonicity and entropy comparison of weighted sums of independent identically distributed…

We prove that if $f:\mathbb{R}^n\to\mathbb{R}$ is convex and $A\subset\mathbb{R}^n$ has finite measure, then for any $\varepsilon>0$ there is a convex function $g:\mathbb{R}^n\to\mathbb{R}$ of class $C^{1,1}$ such that $\mathcal{L}^n(\{x\in…