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We propose two families of asymptotically local minimax lower bounds on parameter estimation performance. The first family of bounds applies to any convex, symmetric loss function that depends solely on the difference between the estimate…

Statistics Theory · Mathematics 2024-09-20 Neri Merhav

In this paper we introduce a biparametric family of transformations which can be seen as an extension of the so-called up and down transformations. This new class of transformations allows to us to introduce new informational functionals,…

Information Theory · Computer Science 2025-11-05 Razvan Gabriel Iagar , David Puertas-Centeno

We prove that the norm of a $d$-dimensional L\'evy process possesses a finite second moment if and only if the convex distance between an appropriately rescaled process at time $t$ and a standard Gaussian vector is integrable in time with…

Probability · Mathematics 2025-10-09 Jorge González Cázares , David Kramer-Bang , Aleksandar Mijatović

Concentration inequalities for subgraph counts in random geometric graphs built over Poisson point processes are proved. The estimates give upper bounds for the probabilities $\mathbb{P}(N\geq M +r)$ and $\mathbb{P}(N\leq M - r)$ where $M$…

Probability · Mathematics 2015-04-29 Sascha Bachmann , Matthias Reitzner

We establish power-saving estimates for general bilinear forms with Kloosterman sums modulo arbitrary q, including when both variables are shorter than the Polya-Vinogradov range. As an application, we obtain power-saving asymptotics for…

Number Theory · Mathematics 2025-11-12 Djordje Milićević , Xinhua Qin , Xiaosheng Wu

We extend the covariant canonical formalism recently discussed in ref. [1] to geometric theories coupled to both bosonic and fermionic $p$-forms. This allows a covariant hamiltonian treatment of supergravity theories. As examples we present…

High Energy Physics - Theory · Physics 2020-05-20 Leonardo Castellani

Braverman, Mallows and Shepp (1995), showed that if the absolute moments of partial sums of i.i.d. symmetric variables are equal to those of normal variables, then the marginals have normal distribution. This fact suggested the conjecture…

Probability · Mathematics 2007-05-23 Magda Peligrad , Sergey Utev

We prove a new upper bound on the second moment of Maass form symmetric square L-functions defined over Gaussian integers. Combining this estimate with the recent result of Balog-Biro-Cherubini-Laaksonen, we improve the error term in the…

Number Theory · Mathematics 2023-06-22 Olga Balkanova , Dmitry Frolenkov

We find asymptotic equalities for exact upper bounds of approximations by Fourier sums in uniform metric on classes of $2\pi$-periodic functions, representable in the form of convolutions of functions $\varphi$, which belong to unit balls…

Classical Analysis and ODEs · Mathematics 2016-03-08 A. S. Serdyuk , T. A. Stepaniuk

We consider the problem of the estimation of the mean function of an inhomogeneous Poisson process when its intensity function is periodic. For the mean integrated squared error (MISE) there is a classical lower bound for all estimators and…

Statistics Theory · Mathematics 2020-06-25 Samvel Gasparyan

We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…

Probability · Mathematics 2021-03-02 Dimitrios Katselis , Xiaotian Xie , Carolyn L. Beck , R. Srikant

Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…

Classical Analysis and ODEs · Mathematics 2016-08-17 Gerardo Ariznabarreta , Manuel Mañas

The purpose of this paper is to estimate the intensity of a Poisson process $N$ by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean measure of $N$ with respect to $ndx$ where $n$ is a fixed…

Statistics Theory · Mathematics 2008-01-22 Patricia Reynaud-Bouret , Vincent Rivoirard

A Loewner variational method is developed that allows to calculate arbitrary continuous coefficient functionals of the second, third and fourth coefficients of schlicht functions. Based on this method an improved lower bound for the…

Complex Variables · Mathematics 2013-01-29 Eberhard Michel

We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the other words, the well known U or V-statistics. Our…

Probability · Mathematics 2018-01-24 E. Ostrovsky , L. Sirota

We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…

Methodology · Statistics 2025-12-08 Takashi Arai

Concentration properties of functionals of general Poisson processes are studied. Using a modified $\Phi$-Sobolev inequality a recursion scheme for moments is established, which is of independent interest. This is applied to derive moment…

Probability · Mathematics 2022-03-17 Anna Gusakova , Holger Sambale , Christoph Thaele

We consider a family of second-order parabolic operators $\partial_t+\mathcal{L}_\varepsilon$ in divergence form with rapidly oscillating, time-dependent and almost-periodic coefficients. We establish uniform interior and boundary H\"older…

Analysis of PDEs · Mathematics 2024-11-14 Jun Geng , Bojing Shi

Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…

Probability · Mathematics 2011-04-20 S. G. Bobkov , G. P. Chistyakov , F. Götze

We propose a new functional analytic approach to Stein's method of exchangeable pairs that does not require the pair at hand to satisfy any approximate linear regression property. We make use of this theory in order to derive abstract…

Probability · Mathematics 2020-08-13 Christian Döbler