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This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related…

Probability · Mathematics 2014-04-29 Joel A. Tropp

We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…

Probability · Mathematics 2015-09-02 Christos Pelekis , Jan Ramon , Yuyi Wang

We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…

Dynamical Systems · Mathematics 2019-12-23 Kathryn E. Hare , Kevin G. Hare , Sascha Troscheit

In this article we take a probabilistic look at H\"older's inequality, considering the ratio of terms in the classical H\"older inequality for random vectors in $\mathbb{R}^n$. We prove a central limit theorem for this ratio, which then…

Probability · Mathematics 2023-01-23 Lorenz Frühwirth , Joscha Prochno

We give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint $C_{0}$ semigroups and give a new probabilistic representation of the classical fractional integral operators on $\R^n$ as projections…

Probability · Mathematics 2013-10-02 David Applebaum , Rodrigo Banuelos

We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.

Probability · Mathematics 2012-10-25 Christopher R. Dance

We aim to completely formalize the rough topological analysis of integrable Hamiltonian systems admitting analytical solutions such that the initial phase variables along with the time derivatives of the auxiliary variables are expressed as…

Exactly Solvable and Integrable Systems · Physics 2013-09-30 Mikhail P. Kharlamov

We consider the statistical distribution of zeros of random meromorphic functions whose poles are independent random variables. It is demonstrated that correlation functions of these zeros can be computed analytically and explicit…

Chaotic Dynamics · Physics 2009-10-31 E. Bogomolny , U. Gerland , C. Schmit

A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…

Probability · Mathematics 2016-06-24 Marc Arnaudon , Laurent Miclo

Consider a monotone Boolean function $f:\{0,1\}^n\to\{0,1\}$ and the canonical monotone coupling $\{\eta_p:p\in[0,1]\}$ of an element in $\{0,1\}^n$ chosen according to product measure with intensity $p\in[0,1]$. The random point…

Probability · Mathematics 2018-10-08 Daniel Ahlberg , Jeffrey E. Steif , Gábor Pete

We investigate certain spectral properties of the Bernoulli convolution measures on attractor sets arising from iterated function systems on the real line. In particular, we examine collections of orthogonal exponential functions in the…

Operator Algebras · Mathematics 2010-07-07 Palle Jorgensen , Keri Kornelson , Karen Shuman

The original 2017 version of this paper, published in Ann. Appl. Probab., 27, 1678--1801, contains a major gap in the proofs. In the subsequent publication in Ann. Appl. Probab., 34, 3370--3374, 2024, we indicated how to fix this. For…

Probability · Mathematics 2024-06-26 Günter Last , Mathew D. Penrose , Sergei Zuyev

We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…

Operator Algebras · Mathematics 2024-12-19 Franz Lehner , Kamil Szpojankowski

Classical Kolmogorov's and Rosenthal's inequalities for the maximum partial sums of random variables are basic tools for studying the strong laws of large numbers. In this paper, motived by the notion of independent and identically…

Probability · Mathematics 2019-03-06 Li-Xin Zhang

An infinite family of Boolean polynomials which correspond to the discrete average maps, defined in [2], is constructed and their algebraic and combinatorial properties are investigated. They turn out to be balanced, and some recurrence…

Combinatorics · Mathematics 2021-08-17 Fumio Hazama

Difference sets are subsets of a group satisfying certain combinatorial property with respect to the group operation. They can be characterized using an equality in the group ring of the corresponding group. In this paper, we exploit the…

Combinatorics · Mathematics 2018-12-24 Pradipkumar H. Keskar , Priyanka Kumari

It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap…

Mathematical Physics · Physics 2009-11-07 P. J. Forrester , N. S. Witte

In this note we discuss uniform integrability of random variables. In a probability space, we introduce two new notions on uniform integrability of random variables, and prove that they are equivalent to the classic one. In a sublinear…

Probability · Mathematics 2019-10-24 Ze-Chun Hu , Qian-Qian Zhou

A unified presentation of the perturbation and variational methods for the generalized statistical mechanics based on Tsallis entropy is given here. In the case of the variational method, the Bogoliubov inequality is generalized in a very…

Statistical Mechanics · Physics 2009-10-31 E. K. Lenzi , L. C. Malacarne , R. S. Mendes

We develop a new technique for proving concentration inequalities which relate between the variance and influences of Boolean functions. Using this technique, we 1. Settle a conjecture of Talagrand [Tal97] proving that $$\int_{\left\{…

Probability · Mathematics 2020-03-13 Ronen Eldan , Renan Gross