Related papers: Contraction and decoupling inequalities for multil…
The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…
We develop improved rearrangement algorithms to find the dependence structure that minimizes a convex function of the sum of dependent variables with given margins. We propose a new multivariate dependence measure, which can assess the…
We propose in this paper a proximal and contraction method for solving a convex mixed variational inequality problem in a real Hilbert space. To accelerate the convergence of our proposed method, we incorporate an inertial extrapolation…
The paper deals with the decoupling problem of general quasilinear first order systems in two independent variables. We consider either the case of homogeneous and autonomous systems or the one of nonhomogeneous and/or nonautonomous…
We find the best asymptotic lower bounds for the coefficient of the leading term of the $L_1$ norm of the two-dimensional (axis-parallel) discrepancy that can be obtained by K.Roth's orthogonal function method among a large class of test…
We consider Markov random fields of discrete spins on the lattice $\Zd$. We use a technique of coupling of conditional distributions. If under the coupling the disagreement cluster is "sufficiently" subcritical, then we prove the Poincar\'e…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…
Let X Nv(0, {\Lambda}) be a normal vector in v dimensions, where {\Lambda} is diagonal. With reference to the truncated distribution of X on the interior of a v-dimensional Euclidean ball, we completely prove a variance inequality and a…
We study convexity or concavity of certain trace functions for the deformed logarithmic and exponential functions, and obtain in this way new trace inequalities for deformed exponentials that may be considered as generalizations of…
We consider the decoupling theory of a broad class of $C^5$ surfaces $\mathbb{M} \subset \mathbb{R}^3$ lacking planar points. In particular, our approach also applies to surfaces which are not graphed by mixed homogeneous polynomials. The…
We study the exact constants in the moment inequalities for sums of centered independent random variables: improve their asymptotics, low and upper bounds, calculate more exact asymptotics, elaborate the numerical algorithm for their…
We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…
We carry out calculations of Orlicz cohomology for some basic Riemannian manifolds (the real line, the hyperbolic plane, the ball). Relationship between Orlicz cohomology and Poincar\'e--Sobolev--Orlicz-type inequalities is discussed.
We consider a sequence of four variable polynomials by refining Stieltjes' continued fraction for Eulerian polynomials. Using combinatorial theory of Jacobi-type continued fractions and bijections we derive various combinatorial…
Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…
In this paper we discuss mechanical systems with inequality constraints. We demonstrate how such constraints can be taken into account by proper modification of the action which describes the original unconstrained dynamics. To illustrate…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
We study random pinning and copolymer models, when the return distribution of the underlying renewal process has a polynomial tail with finite mean. We compute the asymptotic behavior of the critical curves of the models in the weak…
Certain rearrangement inequalities of a type considered by Hardy, Riesz, and Brascamp-Lieb-Luttinger are studied. Subsets of the real line that extremize these inequalities are characterized. Our results apply only to special cases, and…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…