Related papers: Strictly subgaussian probability distributions

Let $B$ be a finite, separable von Neumann algebra. We prove that a $B$-valued distribution $\mu$ that is the weak limit of an infinitesimal array is infinitely divisible. The proof of this theorem utilizes the Steinitz lemma and may be…

In this work we analyze convergence of solutions for the Laplace operator with Neumann boundary conditions in a two-dimensional highly oscillating domain which degenerates into a segment (thin domains) of the real line. We consider the case…

We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…

Laplace transforms for integrals of stochastic processes have been known in analytically closed form for just a handful of Markov processes: namely, the Ornstein-Uhlenbeck, the Cox-Ingerssol-Ross (CIR) process and the exponential of…

In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables. We deduce a useful concentration inequality for sub-gaussian random vectors. Two examples are given to…

We consider a two-color P\'{o}lya urn in the case when a fixed number $S$ of balls is added at each step. Assume it is a large urn that is, the second eigenvalue $m$ of the replacement matrix satisfies $1/2<m/S\leq1$. After $n$ drawings,…

In this paper, we identify a class of absolutely continuous probability distributions, and show that the differential entropy is uniformly convergent over this space under the metric of total variation distance. One of the advantages of…

The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…

We prove that the problem of deciding the consequence relation of the full Lambek calculus with weakening is complete for the class HAck of hyper-Ackermannian problems (i.e., level F_{\omega}^{\omega} of the ordinal-indexed hierarchy of…

This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…

A variational method is discussed, extending the Gaussian effective potential to higher orders. The single variational parameter is replaced by trial unknown two-point functions, with infinite variational parameters to be optimized by the…

The present article proposes a rigorous derivation of the Boltzmann equation in the half-space. We show an analog of the Lanford's theorem in this domain, with specular reflection boundary condition, stating the convergence in the low…

The Laplace transform is a useful and powerful analytic tool with applications to several areas of applied mathematics, including differential equations, probability and statistics. Similarly to the inversion of the Fourier transform,…

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

We formulate necessary and sufficient conditions for an arbitrary discrete probability distribution to factor according to an undirected graphical model, or a log-linear model, or other more general exponential models. This result…

We introduce a transformation of linear Pfaffian systems, which we call the middle Laplace transform, as a formulation of the Laplace transform from the perspective of Katz theory. While the definition of the middle Laplace transform is…

The well-known Landau's theorem states that, for any positive integer $k$, there are finitely many isomorphism classes of finite groups with exactly $k$ (conjugacy) classes. We study variations of this theorem for $p$-regular classes as…

Given a Laplace eigenfunction on a surface, we study the distribution of its extrema on the nodal domains. It is classically known that the absolute value of the eigenfunction is asymptotically bounded by the 4-th root of the eigenvalue. It…

We consider a compact Riemannian manifold with boundary with a certain class of critical singular Riemannian metrics that are singular at the boundary. The corresponding Laplace-Beltrami operator can be seen as a Grushin-type operator plus…

Laplace's method is used to approximate intractable integrals in a statistical problems. The relative error rate of the approximation is not worse than $O_p(n^{-1})$. We provide the first statistical lower bounds showing that the $n^{-1}$…