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We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…

Probability · Mathematics 2014-11-13 Gwo Dong Lin , Jordan Stoyanov

We present a general approach to the problem of determining tight asymptotic lower bounds for generalized central moments of the optimal alignment score of two independent sequences of i.i.d. random variables. At first, these are obtained…

Probability · Mathematics 2016-11-28 Ruoting Gong , Christian Houdré , Jüri Lember

We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.

Probability · Mathematics 2023-06-06 Robert E. Gaunt

Keating and Snaith showed that the $2k^{th}$ absolute moment of the characteristic polynomial of a random unitary matrix evaluated on the unit circle is given by a polynomial of degree $k^2$. In this article, uniform asymptotics for the…

Mathematical Physics · Physics 2015-05-19 Ghaith A. Hiary , Michael O. Rubinstein

Following (Shevtsova, 2010) we introduce detailed classification of the asymptotically exact constants in natural estimates of the rate of convergence in the Lindeberg central limit theorem, namely in Esseen's, Rozovskii's, and Wang-Ahmad's…

Probability · Mathematics 2021-01-13 Ruslan Gabdullin , Vladimir Makarenko , Irina Shevtsova

The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex…

Algebraic Geometry · Mathematics 2020-07-08 Kathlén Kohn , Boris Shapiro , Bernd Sturmfels

We prove the inequality $E[(X/\mu)^k] \le (\frac{k/\mu}{\log(k/\mu+1)})^k \le \exp(k^2/(2\mu))$ for sub-Poissonian random variables, such as Binomially or Poisson distributed random variables with mean $\mu$. The asymptotics $1+O(k^2/\mu)$…

Probability · Mathematics 2021-11-16 Thomas D. Ahle

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

We consider moments of the normalized volume of a symmetric or nonsymmetric random polytope in a fixed symmetric convex body. We investigate for which bodies these moments are extremized, and calculate exact values in some of the extreme…

Metric Geometry · Mathematics 2007-05-23 Mark W. Meckes

For a sequence of identically distributed negatively associated random variables $\{X_n; n\geq 1\}$ with partial sums $S_n=\sum_{i=1}^nX_i, n\geq 1$, refinements are presented of the classical Baum-Katz and Lai complete convergence…

Probability · Mathematics 2008-02-20 Han-Ying Liang , Deli Li , Andrew Rosalsky

We prove several estimates for the moments of arbitrary measures on convex bodies. We apply these estimates to show a new slicing inequality for measures on convex bodies. We also deduce estimates for the outer volume ratio distance from an…

Metric Geometry · Mathematics 2017-12-19 Sergey Bobkov , Bo'az Klartag , Alexander Koldobsky

The article is devoted to the development of numerical methods for solving variational inequalities with relatively strongly monotone operators. We consider two classes of variational inequalities related to some analogs of the Lipschitz…

Optimization and Control · Mathematics 2022-05-25 F. S. Stonyakin , A. A. Titov , D. V. Makarenko , M. S. Alkousa

A recent approach to the Beck-Fiala conjecture, a fundamental problem in combinatorics, has been to understand when random integer matrices have constant discrepancy. We give a complete answer to this question for two natural models:…

Probability · Mathematics 2021-08-17 Dylan J. Altschuler , Jonathan Niles-Weed

Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…

Probability · Mathematics 2022-10-14 Iosif Pinelis

In $M$-estimation under standard asymptotics, the weak convergence combined with the polynomial type large deviation estimate of the associated statistical random field Yoshida (2011) provides us with not only the asymptotic distribution of…

Statistics Theory · Mathematics 2017-04-18 Hiroki Masuda , Yusuke Shimizu

The discrete data encoded in the power moments of a positive measure, fast decaying at infinity on euclidean space, is incomplete for recovery, leading to the concept of moment indeterminateness. On the other hand, classical integral…

Functional Analysis · Mathematics 2023-08-01 David P. Kimsey , Mihai Putinar

The sample correlation coefficient $R$ plays an important role in many statistical analyses. We study the moments of $R$ under the bivariate Gaussian model assumption, provide a novel approximation for its finite sample mean and connect it…

Statistics Theory · Mathematics 2024-01-23 Daniel Salnikov

In this paper we obtain the non-asymptotic exact moment and tails estimates for polynomial on martingale differences. We give also some examples on order to show the exactness of obtained results.

Probability · Mathematics 2011-12-14 E. Ostrovsky , L. Sirota

We compute the moments of the nonlinear binary collision integral in the ultrarelativistic hard-sphere approximation for an arbitrary anisotropic distribution function in the local rest frame. This anisotropic distribution function has an…

Nuclear Theory · Physics 2025-07-03 Etele Molnár

We present structural improvements of Esseen's (1969) and Rozovskii's (1974) estimates for the rate of convergence in the Lindeberg theorem and also compute the appearing absolute constants. We introduce the asymptotically exact constants…

Probability · Mathematics 2018-04-03 Ruslan Gabdullin , Vladimir Makarenko , Irina Shevtsova