Related papers: Strictly subgaussian probability distributions
We obtain a multidimensional Tauberian theorem for Laplace transforms of Gelfand-Shilov ultradistributions. The result is derived from a Laplace transform characterization of bounded sets in spaces of ultradistributions with supports in a…
We show that various functionals related to the supremum of a real function defined on an arbitrary set or a measure space are Hadamard directionally differentiable. We specifically consider the supremum norm, the supremum, the infimum, and…
We study in this report the so-called Strictly Subgaussian (SSub) random variables (r.v.), which form a very interest subclass of Subgaussian (Sub) r.v., and obtain the exact exponential bounds for tail of distribution for sums of…
In this paper, we will give a sufficient condition for a non-negative random variable $X$ to be heavy tailed by investigating the Laplace-Stieltjes transform of the probability distribution function. We focus on the relation between the…
It is argued that the factorization of compound probability over subsystems is a consequence of the existence of thermodynamic equilibrium in the composite system having Tsallis entropy. So it should be respected by all exact calculations…
We study a random Schroedinger operator, the Laplacian with random Dirac delta potentials on a torus T^d_L = R^d/LZ^d, in the thermodynamic limit L\to\infty, for dimension d=2. The potentials are located on a randomly distorted lattice…
The paper provides new upper and lower bounds for the multivariate Laplace approximation under weak local assumptions. Their range of validity is also given. An application to an integral arising in the extension of the Dixon's identity is…
We obtain an explicit representation for the Laplace transform of the waiting time for a wide class of distributions by solving the Wiener-Hopf factorization problem via the Hadamard product theorem. Under broad conditions it is shown that…
We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…
These notes present a recent approach to study the high-frequency eigenstates of the Laplacian on compact Riemannian manifolds of negative sectional curvature. The main result is a lower bound on the Kolmogorov-Sinai entropy of the…
We first describe a general class of optimization problems that describe many natural, economic, and statistical phenomena. After noting the existence of a conserved quantity in a transformed coordinate system, we outline several instances…
We derive the discrete version of the classical Helmholtz condition. Precisely, we state a theorem characterizing second order finite differences equations admitting a Lagrangian formulation. Moreover, in the affirmative case, we provide…
We explore some properties of the conditional distribution of an i.i.d. sample under large exceedances of its sum. Thresholds for the asymptotic independance of the summands are observed, in contrast with the classical case when the…
Subcritical catalytic branching random walk on d-dimensional lattice is studied. New theorems concerning the asymptotic behavior of distributions of local particles numbers are established. To prove the results different approaches are used…
We introduce the notions of sub Gaussian random variables in sub-linear expectation spaces. To avoid the problem caused by the existence of two different expectations, i.e., the upper expectation and the lower expectation, we divide the…
Let $\mathcal{G}(\frak{g}_1,\frak{g}_2)$ be the class of all probability distribution functions of positive random variables having the given first two moments $\frak{g}_1$ and $\frak{g}_2$. Let $G_1(x)$ and $G_2(x)$ be two probability…
We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
We prove that a probability measure on the real line has a moment of order p (even integer), if and only if its R-transform admits a Taylor expansion with p terms. We also prove a weaker version of this result when p is odd. Then, we apply…
We give, as $L$ grows to infinity, an explicit lower bound of order $L^{n/m}$ for the expected Betti numbers of the vanishing locus of a random linear combination of eigenvectors of $P$ with eigenvalues below $L$. Here, $P$ denotes an…