相关论文: On an extreme two-point distribution

Motivated by a probabilistic analysis of a simple game (itself inspired by a problem in computational learning theory) we introduce the \emph{moment zeta function} of a probability distribution, and study in depth some asymptotic properties…

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

Consider long-range Bernoulli percolation on $\mathbb{Z}^d$ in which we connect each pair of distinct points $x$ and $y$ by an edge with probability $1-\exp(-\beta\|x-y\|^{-d-\alpha})$, where $\alpha>0$ is fixed and $\beta\geq 0$ is a…

We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…

The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector m and scatter matrix S of an elliptically symmetric t…

Two--sided bounds are constructed for a probability density function of a weighted sum of chi-square variables. Both cases of central and non-central chi-square variables are considered. The upper and lower bounds have the same dependence…

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

If two random variables X and A are functionally related via f(X)=A for some strictly monotone continuously differentiable function f:R->R, the distribution of X may easily be computed from the distribution of A.

Let $X_N$ be an $N$-dimensional subspace of $L_2$ functions on a probability space $(\Omega, \mu)$ spanned by a uniformly bounded Riesz basis $\Phi_N$. Given an integer $1\leq v\leq N$ and an exponent $1\leq q\leq 2$, we obtain universal…

We study finite-sample inference for the trade-off function of two unknown probability distributions, the function that traces the optimal type I/type II error frontier in binary testing. Given samples from distributions $P$ and $Q$, we…

In this article, we classify all distributional solutions of $f(-\Delta)u=f(1)u$ where $f$ is a non-constant Bernstein function. Specifically, we show that the Fourier transform of $u$ is a single-layer distribution on the unit sphere.…

This paper consists of two halves. In the first half of the paper, we consider real-valued functions $f$ whose domain is the vertex set of a graph $G$ and that are Lipschitz with respect to the graph distance. By placing a uniform…

We establish exponential bounds for the hypergeometric distribution which include a finite sampling correction factor, but are otherwise analogous to bounds for the binomial distribution due to Le\'on and Perron (2003) and Talagrand (1994).…

Let $F$ be a function from $\mathbb{F}_{p^n}$ to itself and $\delta$ a positive integer. $F$ is called zero-difference $\delta$-balanced if the equation $F(x+a)-F(x)=0$ has exactly $\delta$ solutions for all non-zero $a\in\mathbb{F}_{p^n}$.…

Two dimensional condensed matter is realised in increasingly diverse forms that are accessible to experiment and of potential technological value. The properties of these systems are influenced by many length scales and reflect both generic…

Exact expressions are given for the distribution function of the ratio of a weighted sum of independent chi-squared variables to a single chi-square variable, scaled appropriately. This distribution is the generalization of the classical F…

It is shown that, for any given $p\ge5$, $A>0$ and $B>0$, the exact upper bound on $\mathsf{E}|\sum X_i|^p$ over all independent zero-mean random variables (r.v.'s) $X_1,\ldots,X_n$ such that $\sum\mathsf{E}X_i^2=B$ and…

We extend the classical Lebesgue and Fubini differentiation theorems to functions of several variables, using the notions of joint derivative and joint monotonicity. Our first main result shows that for a function $f$ of bounded variation,…

In a work of Heath-Brown, it is proved that in the Pilz divisor problem, the normalized error term $\Delta_3(x)$ has a distribution function. In this paper, we prove an analogue of this result in the setting of GL(3). For a given self-dual…

We discuss some open problems concerning the maximal spread of coherent distributions. We prove a sharp bound on $\mathbb{E}|X-Y|^{\alpha}$ for $(X,Y)$ coherent and $\alpha \le 2$, and establish a novel connection between coherent…