Related papers: $\mathcal{L}_{q}$-maximal inequality for high dime…

We present a theoretical and numerical analysis of Monte Carlo methods for the estimation of statistical moments of random variables $X:\Omega\rightarrow E$ taking values in a Banach space $E$. For practical computation, we consider…

The violation of Bell inequality not only provides the most radical departure of quantum theory from classical concepts, but also paves the way of applications in such as device independent randomness certification. Here, we derive the…

The algebraic derivation of the numerical limits of Bell inequalities in either three or four random variables is independent of the assumption of randomness.The limits of the inequalities follow as mathematical consequences of their…

Let T : Lp --> Lp be a contraction, with p strictly between 1 and infinity, and assume that T is analytic, that is, there exists a constant K such that n\norm{T^n-T^{n-1}} < K for any positive integer n. Under the assumption that T is…

We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…

Let $ \{X, X_{k,i}; i \geq 1, k \geq 1 \}$ be a double array of nondegenerate i.i.d. random variables and let $\{p_{n}; n \geq 1 \}$ be a sequence of positive integers such that $n/p_{n}$ is bounded away from $0$ and $\infty$. This paper is…

Let $\xi_1,\xi_2,\ldots$ be independent, identically distributed random variables with infinite mean $\mathbf E[|\xi_1|]=\infty.$ Consider a random walk $S_n=\xi_1+\cdots+\xi_n$, a stopping time $\tau=\min\{n\ge 1: S_n\le 0\}$ and let…

This paper develops Kolmogorov-type maximal inequalities for sums of Negative Binomial random variables under both independence and dependence structures. For independent heterogeneous Negative Binomial variables we derive sharp Markov-type…

A sharp inequality for $\ell_p$ quasi-norm with $0<p\leq 1$ and $\ell_q$-norm with $q>1$ is derived, which shows that the difference between $\|\textbf{\textit{x}}\|_p$ and $\|\textbf{\textit{x}}\|_q$ of an $n$-dimensional signal…

The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a long established result. Explicit bounds for the distributional distance between the distribution of the MLE and the normal distribution have recently been obtained for…

An integral inequality due to Ball involves the $L_{q}$ norm of the $\sinc_p$ function; the dependence of this norm on $q$ as $q\rightarrow\infty$ is now understood. By use of recent inequalities involving $p-$trigonometric functions…

In dimension $n=1$ we obtain $L^{p_1}(\mathbb R) \times\dots\times L^{p_m}(\mathbb R)$ to $L^p(\mathbb R)$ boundedness for the multilinear spherical maximal function in the largest possible open set of indices and we provide counterexamples…

We study the maximum length of $q$-ary codes as a function of alphabet size, code size, and Singleton defect. For an $(n, M, d)_q$ code with dimension $\kappa = \log_q M \ge 2$ and Singleton defect $s = n - \lceil\kappa\rceil + 1 - d$, we…

In a previous paper with the same title, we gave an upper bound for the exponent of uniform rational approximation to a quadruple of $\mathbb{Q}$-linearly independent real numbers in geometric progression. Here, we explain why this upper…

Let $f\in L^p(\mathbb{R}^d)$, $d\ge 3$, and let $A_t f(x)$ the average of $f$ over the sphere with radius $t$ centered at $x$. For a subset $E$ of $[1,2]$ we prove close to sharp $L^p\to L^q$ estimates for the maximal function $\sup_{t\in…

We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…

We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…

Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…

If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…

For a random variable $X$ define $Q(X) = \sup_{x \in \mathbb{R}} \mathbb{P}(X=x)$. Let $X_1, \dots, X_n$ be independent integer random variables. Suppose $Q(X_i) \le \alpha_i \in (0,1]$ for each $i \in \{1, \dots, n\}$. Ju\v{s}kevi\v{c}ius…