Related papers: Some central moments inequalities with application…
Starting from a doubly infinite sequence of complex numbers, the aim of this paper is to extend certain Markov inequalities for the determinant of Hankel matrices and the zeros of the corresponding orthogonal polynomials on the real line…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
In this paper, a fourth moment bound for partial sums of functional of strongly ergodic Markov chain is established. This type of inequality plays an important role in the study of empirical process invariance principle. This one is…
We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large numbers including some of those due to Kolmogorov [1930],…
We proof a limit theorem for moments in space of the increments of Brownian local time. As special cases for the second and third moments, previous results by Chen et al. (Ann. Prob. 38, 2010, no. 1) and Rosen (Stoch. Dyn. 11, 2011, no. 1),…
Inequalities for exponential sums are studied. Our results improve an old result of G. Halasz and a recent result of G. Kos. We prove several other essentially sharp related results in this paper.
We present an algorithm for marginalising changepoints in time-series models that assume a fixed number of unknown changepoints. Our algorithm is differentiable with respect to its inputs, which are the values of latent random variables…
A combinatorial interpretation is provided for the moments of characteristic polynomials of random unitary matrices. This leads to a rather unexpected consequence of the Keating and Snaith conjecture: the moments of $\mid\xi(1/2+it)\mid$…
By use of a modified Nunokawa's lemma, we obtain some new conditions for univalence. Also, some sharp inequalities concerning univalent functions are presented.
Certain excess versions of the Minkowski and H\"older inequalities are given. These new results generalize and improve the Minkowski and H\"older inequalities.
In this paper we provide a family of inequalities, extending a recent result due to Albuquerque et al.
Olkin and Shepp (2005, J. Statist. Plann. Inference, vol. 130, pp. 351--358) presented a matrix form of Chernoff's inequality for Normal and Gamma (univariate) distributions. We extend and generalize this result, proving Poincare-type and…
In this paper, the Authors establish a new identity for differentiable functions. By the well-known H\"older and power mean inequality, they obtain some integral inequalities related to the convex functions and apply these inequalities to…
We give an asymptotic formula for the $2k$th moment of a sum of multiplicative Steinhaus variables. This was recently computed independently by Harper, Nikeghbali and Radziwi\l\l. We also compute the $2k$th moment of a truncated…
We introduce a version of Stein's method for proving concentration and moment inequalities in problems with dependence. Simple illustrative examples from combinatorics, physics, and mathematical statistics are provided.
In this paper, we present new applications of our general minimax theorems. In particular, one of them concerns the multiplicity of global minima for the integral functional of the Calculus of Variations.
Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…
We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…
We prove exact formulas for weighted $2k$th moments of the Riemann zeta function for all integer $k\geq 1$ in terms of the analytic continuation of an auto-correlation function. This latter enjoys several functional equations. One of them,…
We provide pairwise-difference (Gini-type) representations of higher-order central moments for both general random variables and empirical moments. Such representations do not require a measure of location. For third and fourth moments,…