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We present a theoretical and numerical analysis of Monte Carlo methods for the estimation of statistical moments of random variables $X:\Omega\rightarrow E$ taking values in a Banach space $E$. For practical computation, we consider…

Numerical Analysis · Mathematics 2026-05-26 Kristin Kirchner , Fabio Nobile , Christoph Schwab , Tommaso Vanzan

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…

Probability · Mathematics 2007-05-23 Victor H. de la Pena , Michael J. Klass , Tze Leung Lai

Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…

Combinatorics · Mathematics 2025-03-25 Zachary Hamaker , Brendon Rhoades

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…

Probability · Mathematics 2023-04-27 Bar Light

This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…

Probability · Mathematics 2021-06-16 Nguyen Tien Dung

The theory of special relativity derives from the Lorentz transformation. The Lorentz transformation implies differential simultaneity and light speed isotropy. Experiments to probe differential simultaneity should be able to distinguish…

General Physics · Physics 2016-08-31 Edward T. Kipreos , Riju S. Balachandran

We present an alternative account of the problem of classifying and finding normal forms for arbitrary bilinear forms. Beginning from basic results developed by Riehm, our solution to this problem hinges on the classification of…

Rings and Algebras · Mathematics 2013-11-20 Fernando Szechtman

Classical Kolmogorov's and Rosenthal's inequalities for the maximum partial sums of random variables are basic tools for studying the strong laws of large numbers. In this paper, motived by the notion of independent and identically…

Probability · Mathematics 2019-03-06 Li-Xin Zhang

For $\alpha>\beta-1>0$, we obtain two sided inequalities for the moment integral $I(\alpha,\beta)= \int_{\mathbb{R}} |x|^{-\beta}|\sin x|^{\alpha}dx$. These are then used to give the exact asymptotic behavior of the integral as $\alpha \to…

Classical Analysis and ODEs · Mathematics 2017-04-27 Faruk Abi-Khuzam

The analysis of strings of $n$ random variables with geometric distribution has recently attracted renewed interest: Archibald et al. consider the number of distinct adjacent pairs in geometrically distributed words. They obtain the…

Probability · Mathematics 2024-02-14 Guy Louchard , Werner Schachinger , Mark Daniel Ward

We prove a multivariate version of Hoeffding's inequality about the distribution of homogeneous polynomials of Rademacher functions. The proof is based on such an estimate about the moments of homogeneous polynomials of Rademacher functions…

Probability · Mathematics 2007-05-23 P. Major

For a class of orthogonal polynomials related to the $q$-Meixner polynomials corresponding to an indeterminate moment problem we give a one-parameter family of orthogonality measures. For these measures we complement the orthogonal…

Classical Analysis and ODEs · Mathematics 2012-10-16 Wolter Groenevelt , Erik Koelink

We address the optimal constants in the strong and the weak Stechkin inequalities, both in their discrete and continuous variants. These inequalities appear in the characterization of approximation spaces which arise from sparse…

Classical Analysis and ODEs · Mathematics 2021-07-01 Thomas Jahn , Tino Ullrich

We propose a method for obtaining the Schmidt decomposition of bipartite systems with continuous variables. It approximates the modes to the prescribed accuracy by well known orthogonal functions. We give some criteria for the control of…

Quantum Physics · Physics 2009-11-10 Lucas Lamata , Juan Leon

This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…

Probability · Mathematics 2008-11-12 Giovanni Peccati , Murad S. Taqqu

We establish the one-to one bilateral interrelations between an asymptotic behavior for the tail of distributions for random variables and its great moments evaluation. Our results generalize the famous Richter's ones.

Probability · Mathematics 2022-06-02 M. R. Formica , E. Ostrovsky , L. Sirota

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

Econometrics · Economics 2018-04-12 Hiroaki Kaido , Jiaxuan Li , Marc Rysman

The scope of this talk is to present some preliminary results on an effort, currently in progress, to generate an exact solution of Einstein's equation, suitable for describing spacetime around a rotating compact object. Specifically, the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Thomas P. Sotiriou , Giorgos Pappas

When using the bootstrap in the presence of measurement error, we must first estimate the target distribution function; we cannot directly resample, since we do not have a sample from the target. These and other considerations motivate the…

Statistics Theory · Mathematics 2008-10-28 Peter Hall , Soumendra N. Lahiri