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Fractional derivatives are a well-studied generalization of integer order derivatives. Naturally, for optimization, it is of interest to understand the convergence properties of gradient descent using fractional derivatives. Convergence…

Optimization and Control · Mathematics 2024-06-05 Ashwani Aggarwal

In this paper, we study estimates on tail probabilities $\mathbb{P}(S_r \ge t)$ of several classes of subordinators under mild assumptions on the tail of its L\'evy measure. As an application of that result, we obtain two-sided estimates…

Probability · Mathematics 2019-05-02 Soobin Cho , Panki Kim

Let $X$ be an integrable discrete random variable over $\{0, 1, 2, \ldots\}$ with $\mathbb{P}(X = i + 1) \leq \mathbb{P}(X = i)$ for all $i$. Then for any integer $a \geq 1$, $\mathbb{P}(X \leq a) \leq \mathbb{E}[X] / (2a - 1)$. Let $W$ be…

Probability · Mathematics 2021-01-12 Mark Huber

We study branching processes of independently splitting particles in the continuous time setting. If time is calibrated such that particles live on average one unit of time, the corresponding transition rates are fully determined by the…

Probability · Mathematics 2015-12-01 Serik Sagitov

We use simulations of merging galaxies to explore the sensitivity of the morphology of tidal tails to variations of the halo mass distributions in the parent galaxies. Our goal is to constrain the mass of dark halos in well-known merging…

Astrophysics · Physics 2008-11-26 John Dubinski , J. Christopher Mihos , Lars Hernquist

In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…

Probability · Mathematics 2017-02-14 Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali

We study various families of Artin $L$-functions attached to geometric parametrizations of number fields. In each case we find the Sato-Tate measure of the family and determine the symmetry type of the distribution of the low-lying zeros.

Number Theory · Mathematics 2017-06-27 Arul Shankar , Anders Södergren , Nicolas Templier

In this article two methods to distinguish between polynomial and exponential tails are introduced. The methods are mainly based on the properties of the residual coefficient of variation for the exponential and non-exponential…

Methodology · Statistics 2011-12-21 Joan del Castillo , Jalila Daoudi , Richard Lockhart

In this paper we introduce and study several multivariate, heavy-tailed distribution classes, and we explore their closure properties and their applications. We consider the class of multivariate, positively decreasing distributions, and…

Probability · Mathematics 2026-04-28 Dimitrios G. Konstantinides , Charalampos D. Passalidis

In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale under norming sequence 1/n, as in the classical Law of Large Numbers (LLN), by means of martingale differences…

Probability · Mathematics 2012-07-10 E. Ostrovsky , L. Sirota

Using exhaustion properties of invariant plurisubharmonic functions along with basic combinatorial information on toric varieties convergence results for sequences of distribution functions \phi_n=|s_N| / |s_N|_{L^2} for sections s_N\in…

Complex Variables · Mathematics 2010-10-19 Alan Huckleberry , Holger Sebert , Appendix by Daniel Barlet

We study skew polycyclic codes over a finite field $\mathbb{F}_q$, associated with a skew polynomial $f(x) \in \mathbb{F}_q[x;\sigma]$, where $\sigma$ is an automorphism of $\mathbb{F}_q$. We start by proving the Roos-like bound for both…

Information Theory · Computer Science 2025-07-29 Hassan Ou-azzou , Anna-Lena Horlemann , Nuh Aydin

We establish the limiting distribution (in total variation) of the quasi posteriors based on moment conditions, which only partially identify the parameters of interest. Some examples are discussed.

Statistics Theory · Mathematics 2016-10-07 Wenxin Jiang

We derive the tail inequalities between two random variables starting from inequalities between its moment, or more generally between its Lebesgue-Riesz norms, which holds true on certain sets of parameters. We consider some applications…

Probability · Mathematics 2022-06-06 M. R. Formica , E. Ostrovsky , L. Sirota

The aim of this work is to investigate the F-index and F-coindex of the line graphs of the cycle graphs, star graphs, tadpole graphs, wheel graphs and ladder graphs using the subdivision concepts. F-index of the line graph of subdivision…

Combinatorics · Mathematics 2016-08-05 Ruhul Amin , Sk. Md. Abu Nayeem

Hoeffding has shown that tail bounds on the distribution for sampling from a finite population with replacement also apply to the corresponding cases of sampling without replacement. (A special case of this result is that binomial tail…

Probability · Mathematics 2011-07-11 Kyle J. Luh , Nicholas Pippenger

In this work, we modify the affine wealth model of wealth distributions to examine the effects of nonconstant redistribution on the very wealthy. Previous studies of this model, restricted to flat redistribution schemes, have demonstrated…

General Finance · Quantitative Finance 2021-10-27 Sam L. Polk , Bruce M. Boghosian

We propose a simple way of testing whether a given set of observations can come from a given theoretical cumulative distribution. In the test more weight is attached to the tails of the distribution than in the usual Kolmogorov or Smirnov…

Statistics Theory · Mathematics 2013-04-09 Krzysztof A. Meissner

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

Probability · Mathematics 2007-06-13 Ph. Barbe , W. P. McCormick

Let $X$ be an $n\times n$ symmetric random matrix with independent but non-identically distributed entries. The deviation inequalities of the spectral norm of $X$ with Gaussian entries have been obtained by using the standard concentration…

Probability · Mathematics 2023-08-22 Guozheng Dai , Zhonggen Su , Hanchao Wang