Related papers: Contraction and decoupling inequalities for multil…
Measures of tail dependence between random variables aim to numerically quantify the degree of association between their extreme realizations. Existing tail dependence coefficients (TDCs) are based on an asymptotic analysis of relevant…
The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…
(To appear in The American Statistician.) Distance covariance (Sz\'ekely, Rizzo, and Bakirov, 2007) is a fascinating recent notion, which is popular as a test for dependence of any type between random variables $X$ and $Y$. This approach…
General extensions of an inequality due to Rogozin, concerning the essential supremum of a convolution of probability density functions on the real line, are obtained. While a weak version of the inequality is proved in the very general…
We shall prove a rearrangement inequality in probability measure spaces in order to obtain sharp Leibniz-type rules of mean oscillations in Lp-spaces and rearrangement invariant Banach function spaces.
Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a strictly stationary random fields by those of stationary…
We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…
We prove sharp decoupling inequalities for all degenerate surfaces of codimension two in $\mathbb{R}^5$ given by two quadratic forms in three variables. Together with previous work by Demeter, Guo, and Shi in the non-degenerate case…
Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…
Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…
Let f(x) = f(x_1, ..., x_n) = \sum_{|S| <= k} a_S \prod_{i \in S} x_i be an n-variate real multilinear polynomial of degree at most k, where S \subseteq [n] = {1, 2, ..., n}. For its "one-block decoupled" version, f~(y,z) = \sum_{|S| <= k}…
We provide an inequality which is a useful tool in studying both large deviation results and limit theorems for sums of random fields with "negligible" small values. In particular, the inequality covers cases of stable limits for random…
The purpose of this paper is twofold. First, we provide a novel characterization of independence of random vectors based on the checkerboard approximation to a multivariate copula. Using this result, we then propose a new family of tests of…
A framework for quantifying dependence between random vectors is introduced. With the notion of a collapsing function, random vectors are summarized by single random variables, called collapsed random variables in the framework. Using this…
We consider weighted norm inequalities for the Riesz potentials $I_\alpha$, also referred to as fractional integral operators. First we prove mixed $A_p$-$A_\infty$ type estimates in the spirit of [13, 15, 17]. Then we prove strong and weak…
The long-time behavior of transport coefficients in a model for spatially heterogeneous media in two and three dimensions is investigated by Molecular Dynamics simulations. The behavior of the velocity auto-correlation function is…
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. We use recent general results on sampling discretization to derive a new Marcinkiewicz type discretization theorem for the…
We study the reverse triangle inequalities for suprema of logarithmic potentials on compact sets of the plane. This research is motivated by the inequalities for products of supremum norms of polynomials. We find sharp additive constants in…