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We continue the research of Lata{\l}a on improving estimates of $p$-th moments of sums of independent random variables. We generalize some of his results in the case when $2 \leq p \leq 4$ and present a combinatorial approach for even…

Probability · Mathematics 2015-05-20 Marcin Lis

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

Probability · Mathematics 2007-05-23 Fabrice Gamboa , Li-Vang Lozada-Chang

We present a complete characterization of the metric compactification of $L_{p}$ spaces for $1\leq p < \infty$. Each element of the metric compactification of $L_{p}$ is represented by a random measure on a certain Polish space. By way of…

Functional Analysis · Mathematics 2022-06-01 Armando W. Gutiérrez

Let $p\geq 1$, $\eps >0$, $r\geq (1+\eps) p$, and $X$ be a $(-1/r)$-concave random vector in $\R^n$ with Euclidean norm $|X|$. We prove that $(\E |X|^{p})^{1/{p}}\leq c (C(\eps) \E|X|+\sigma_{p}(X))$, where $\sigma_{p}(X)=\sup_{|z|\leq…

We establish the $L_p$-solvability for time fractional parabolic equations when coefficients are merely measurable in the time variable. In the spatial variables, the leading coefficients locally have small mean oscillations. Our results…

Analysis of PDEs · Mathematics 2019-01-03 Hongjie Dong , Doyoon Kim

We calculate certain "wide moments" of central values of Rankin--Selberg $L$-functions $L(\pi\otimes \Omega, 1/2)$ where $\pi$ is a cuspidal automorphic representation of $\mathrm{GL}_2$ over $\mathbb{Q}$ and $\Omega$ is a Hecke character…

Number Theory · Mathematics 2024-02-28 Asbjorn Christian Nordentoft

Work on generalizations of the Cohen-Lenstra and Cohen-Martinet heuristics has drawn attention to probability measures on the space of isomorphism classes of profinite groups. As is common in probability theory, it would be desirable to…

Number Theory · Mathematics 2023-01-02 Will Sawin

We derive a Gaussian approximation result for the maximum of a sum of random vectors under $(2+\iota)$-th moments. Our main theorem is abstract and nonasymptotic, and can be applied to a variety of statistical learning problems. The proof…

Statistics Theory · Mathematics 2019-05-28 Qiang Sun

We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…

Probability · Mathematics 2011-07-26 Arnab Ganguly , Debasish Chatterjee , John Lygeros , Heinz Koeppl

We derive two-sided bounds for moments of linear combinations of coordinates od unconditional log-concave vectors. We also investigate how well moments of such combinations may be approximated by moments of Gaussian random variables.

Probability · Mathematics 2015-01-06 Rafał Latała

We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…

Metric Geometry · Mathematics 2007-08-21 Ronen Eldan , Bo'az Klartag

We study minimisation problems in $L^\infty$ for general quasiconvex first order functionals, where the class of admissible mappings is constrained by the sublevel sets of another supremal functional and by the zero set of a nonlinear…

Analysis of PDEs · Mathematics 2022-02-25 Ed Clark , Nikos Katzourakis

In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…

Probability · Mathematics 2013-07-24 Zbigniew J. Jurek

We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…

Probability · Mathematics 2020-02-03 Tongseok Lim , Robert J. McCann

We prove an LDP for the empirical measure of complex zeros of a Gaussian random complex polynomial of degree N of one variable as N tends to infinity. The Gaussian measure is induced by an inner product defined by a smooth weight (Hermitian…

Probability · Mathematics 2011-01-04 O. Zeitouni , S. Zelditch

We study approximation of the embedding $\ell_p^m \rightarrow \ell_{\infty}^m$, $1 \leq p \leq 2$, based on randomized adaptive algorithms that use arbitrary linear functionals as information on a problem instance. We show upper bounds for…

Numerical Analysis · Mathematics 2024-08-05 Robert J. Kunsch , Marcin Wnuk

In this work we investigate and characterize linear functionals $L:\mathbb{R}[x_1,\dots,x_n]\to\mathbb{R}$ with absolutely continuous representing measures $\mu$, i.e., $\mathrm{d}\mu(x) = g(x)\,\mathrm{d} x$ for some density $g$. We focus…

Functional Analysis · Mathematics 2024-12-03 Philipp J. di Dio

We investigate the moments of a smooth counting function of the zeros near the central point of L-functions of weight k cuspidal newforms of prime level N. We split by the sign of the functional equations and show that for test functions…

Number Theory · Mathematics 2010-11-16 C. P. Hughes , Steven J. Miller

Given an $N$-dimensional subspace $X$ of $L_p([0,1])$, we consider the problem of choosing $M$-sampling points which may be used to discretely approximate the $L_p$ norm on the subspace. We are particularly interested in knowing when the…

Functional Analysis · Mathematics 2022-02-08 Daniel Freeman , Dorsa Ghoreishi

Random simplices and more general random convex bodies of dimension $p$ in $\mathbb{R}^n$ with $p\leq n$ are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if…

Probability · Mathematics 2023-08-17 Anna Gusakova , Johannes Heiny , Christoph Thäle