Related papers: Multivariate Second-Order $p$-Poincar\'e Inequalit…
This paper first strictly proved that the growth of the second moment of a large class of Gaussian processes is not greater than power function and the covariance matrix is strictly positive definite. Under these two conditions, the maximum…
We study truncated moment sequences of distribution mixtures, especially from Gaussian and log-normal distributions and their Carath\'eodory numbers. For $\mathsf{A} = \{a_1,\dots,a_m\}$ continuous (sufficiently differentiable) functions on…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
Dirichlet averages of multivariate functions are employed for a derivation of basic recurrence formulas for the moments of multivariate Dirichlet splines. An algorithm for computing the moments of multivariate simplex splines is presented.…
We provide an overview of some recent techniques involving the Malliavin calculus of variations and the so-called ``Stein's method'' for the Gaussian approximations of probability distributions. Special attention is devoted to establishing…
We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…
We explore the asymptotic distributions of sequences of integer-valued additive functions defined on the symmetric group endowed with the Ewens probability measure as the order of the group increases. Applying the method of factorial…
The addition of angular momenta can be reduced to elementary coupling processes of spin-$\frac{1}{2}$-particles. In this way, a method is developed which allows for a non-recursive, simultaneous computation of all Clebsch-Gordan…
Let $\Phi$ be a real valued function of one real variable, let $L$ denote an elliptic second order formally self-adjoint differential operator with bounded measurable coefficients, and let $P$ stand for the Poisson operator for $L$. A…
In this paper, we derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae for functions whose derivatives in absolute value at certain power are quasi-convex. Some applications to special means of real…
This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…
In the setting of intermittent Pomeau-Manneville maps with time dependent parameters, we show a functional correlation bound widely useful for the analysis of the statistical properties of the model. We give two applications of this result,…
We consider second order elliptic operators with real, nonsymmetric coefficient functions which are subject to mixed boundary conditions. The aim of this paper is to provide uniform resolvent estimates for the realizations of these…
Classifications of $\rm{SL}(n)$ covariant function-valued valuations are established with some assumptions of continuity. New valuations, for example, weighted moment functions, are introduced and our classifications give unified…
The paper considers the problem of estimating a $p\geq2$\ dimensional mean vector of a multivariate conditionally normal distribution under quadratic loss. The problem of this type arises when estimating the parameters in a continuous time…
This study addresses the often-overlooked issue of measurability at intermediate points when applying Taylor's theorems to random functions and random vectors (e.g., likelihood functions with respect to estimators) in statistics. Classical…
We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…
This paper deals simultaneously with linear structural and functional error-in-variables models (SEIVM and FEIVM), revisiting in this context generalized and modified least squares estimators of the slope and intercept, and some methods of…
For a random vector X in R^n, we obtain bounds on the size of a sample, for which the empirical p-th moments of linear functionals are close to the exact ones uniformly on an n-dimensional convex body K. We prove an estimate for a general…
Moment closure methods are widely used to analyze mathematical models. They are specifically geared toward derivation of approximations of moments of stochastic models, and of similar quantities in other models. The methods possess several…