Related papers: Sharp bounds for products of dependent random vari…
This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…
We develop a unified approach to universality of local scaling limits for eigenvalues of random normal matrices, or equivalently for planar Coulomb gases at inverse temperature $\beta=2$. The approach is direct in that it does not rely on…
Many management decisions involve accumulated random realizations for which only the first and second moments of their distribution are available. The sharp Chebyshev-type bound for the tail probability and Scarf bound for the expected loss…
Let $\mathcal{C}$ denote the family of all coherent distributions on the unit square $[0,1]^2$, i.e. all those probability measures $\mu$ for which there exists a random vector $(X,Y)\sim \mu$, a pair $(\mathcal{G},\mathcal{H})$ of…
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to…
We consider a robust version of the revenue maximization problem, where a single seller wishes to sell $n$ items to a single unit-demand buyer. In this robust version, the seller knows the buyer's marginal value distribution for each item…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
In recent years some near-optimal estimates have been established for certain sum-product type estimates. This paper gives some first extremal results which provide information about when these bounds may or may not be tight. The main tool…
Extreme-value copulas arise as the limiting dependence structure of component-wise maxima. Defined in terms of a functional parameter, they are one of the most widespread copula families due to their flexibility and ability to capture…
In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM stochastic algorithms were recently proposed to estimate all…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased"…
The probabilistic characterization of the relationship between two or more random variables calls for a notion of dependence. Dependence modeling leads to mathematical and statistical challenges, and recent developments in extremal…
In this article we present an algorithm to compute bounds on the marginals of a graphical model. For several small clusters of nodes upper and lower bounds on the marginal values are computed independently of the rest of the network. The…
For extreme value copulas with a known upper tail dependence coefficient we find pointwise upper and lower bounds, which are used to establish upper and lower bounds of the Spearman and Kendall correlation coefficients. We shown that in all…
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
In this paper we consider the unbounded local completely positive and local completely contractive maps on maximal tensor product of unital locally C*-algebras and discuss on extremal points of certain convex subsets in the set of such…
The paper deals with a complex polynomial $H$ in two variables having - a generic highest homogeneous part (without multiple zero lines), - nonconstant lower terms. In particular, under these conditions the polynomial $H$ has at least two…
We formulate conjectures regarding the maximum value and maximizing matrices of the permanent and of diagonal products on the set of stochastic matrices with bounded rank. We formulate equivalent conjectures on upper bounds for these…
We study the almost surely finite random variable $S$ defined by the distributional fixed-point equation \[ S \stackrel{d}{=} 1 + \max\{US', (1-U)S''\}, \qquad U \sim \mathrm{Unif}(0,1), \] where $S'$ and $S''$ are independent copies of…
In this paper, we establishe the extremal bounds of the topological indices -- Sigma index -- focusing on analyzing the sharp upper bounds and the lower bounds of the Sigma index, which is known $\sigma(G)=\sum_{uv\in…