Related papers: Deviation and moment inequalities for Banach-value…
We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochastic integrals which are elements of second-order homogeneous…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish that the results hold by proving that we are dealing with…
We study variational regularisation methods for inverse problems with imperfect forward operators whose errors can be modelled by order intervals in a partial order of a Banach lattice. We carry out analysis with respect to existence and…
A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
In this paper, we study self-normalized moderate deviations for degenerate { $U$}-statistics of order $2$. Let $\{X_i, i \geq 1\}$ be i.i.d. random variables and consider symmetric and degenerate kernel functions in the form…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…
In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…
We show that well-established methods from the theory of Banach modules and time-frequency analysis allow to derive completeness results for the collection of shifted and dilated version of a given (test) function in a quite general…
In this article we exploit the Bhattacharyya statistical divergence to determine the similarity of probability distributions of quantum observables. After brief review of useful characteristics of the Bhattacharyya divergence we apply it to…
In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We show that, under mild conditions on the empirical spectral…
This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, we propose a new test which is based on $U$-statistic in Chen…
We extend the validity of Dain's angular-momentum inequality to maximal, asymptotically flat, initial data sets on a simply connected manifold with several asymptotically flat ends which are invariant under a U(1) action and which admit a…
A quadrilateral inequality established by C. Sch\"otz in the context of Hilbert spaces is extended to the framework of Banach spaces. Our approach is based on the majorization theory and a substitute for the parallelogram law associated…
Eigenvalues inequalities involving (log) convex/concav functions and Hermitian matrices, positive unital maps are considered. Simple proofs of Bhatia-Kittaneh inequality and Naimark dilation theorem are given.
Let $T$ be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry--Esseen type bounds for $T$ are obtained. The bounds are the best possible for many known statistics.…
We establish some linear and nonlinear integral inequalities of Gronwall-Bellman-Bihari type for functions with two independent variables on general time scales. The results are illustrated with examples, obtained by fixing the time scales…
Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…