Related papers: L_p moments of random vectors via majorizing measu…

We study moments of the logarithmic derivative of characteristic polynomials of orthogonal and symplectic random matrices. In particular, we compute the asymptotics for large matrix size, $N$, of these moments evaluated at points which are…

The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

We consider a generalized method of moments framework in which a part of the data vector is missing for some units in a completely unrestricted, potentially endogenous way. In this setup, the parameters of interest are usually only…

We prove an asymptotic formula for the second moment of the $\mathrm{GL}(n)\times\mathrm{GL}(n+1)$ Rankin--Selberg central $L$-values $L(1/2,\Pi\otimes\pi)$, where $\pi$ is a fixed cuspidal representation of $\mathrm{GL}(n)$ that is…

Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

We establish $L^p$ error estimates for monotone numerical schemes approximating Hamilton-Jacobi equations on the $d$-dimensional torus. Using the adjoint method, we first prove a $L^1$ error bound of order one for finite-difference and…

We use a straightforward variation on a recent argument of Hezari and Rivi\`ere~\cite{HR} to obtain localized $L^p$-estimates for all exponents larger than or equal to the critical exponent $p_c=\tfrac{2(n+1)}{n-1}$. We are able to this…

We consider the problem of approximating sums of high-dimensional stationary time series by Gaussian vectors, using the framework of functional dependence measure. The validity of the Gaussian approximation depends on the sample size $n$,…

We study parameter estimation in linear Gaussian covariance models, which are $p$-dimensional Gaussian models with linear constraints on the covariance matrix. Maximum likelihood estimation for this class of models leads to a non-convex…

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

We study the $L_p$-discrepancy of random point sets in high dimensions, with emphasis on small values of $p$. Although the classical $L_p$-discrepancy suffers from the curse of dimensionality for all $p \in (1,\infty)$, the gap between…

We obtain a formula for the $p$-adic valuation of weighted moments of central $L$-values of holomorphic cusp forms twisted by Dirichlet characters of order $p$. In some cases we give an arithmetic interpretation of the constants in the…

In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…

We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…

Let $X$ be a $d$-dimensional random vector and $X_\theta$ its projection onto the span of a set of orthonormal vectors $\{\theta_1,...,\theta_k\}$. Conditions on the distribution of $X$ are given such that if $\theta$ is chosen according to…

We study the $2k$-th moment at the central point of the family of symmetric square $L$-functions attached to holomorphic Hecke cusp forms of level one, weight $\kappa$. We establish sharp lower bounds for all real $k \geq 1/2$…

Given a compact parameter set $Y\subset R^p$, we consider polynomial optimization problems $(P_y$) on $R^n$ whose description depends on the parameter $y\inY$. We assume that one can compute all moments of some probability measure $\phi$ on…

For a $d$-dimensional random vector $X$, let $p_{n, X}(\theta)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $\theta$. We provide several sharp inequalities regarding $p_{n, X}(\theta)$ and…

We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models fit better to the real phenomena…