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We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…

概率论 · 数学 2017-10-17 Xiequan Fan

We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed the averaged moment generating function. Our method applies…

概率论 · 数学 2025-05-12 Zishun Liu , Sam Power , Yongxin Chen

We settle a conjecture of Farmer and Ki in a stronger form. Roughly speaking we show that there is a positive proportion of small gaps between consecutive zeros of the zeta-function $\zeta(s)$ if and only if there is a positive proportion…

数论 · 数学 2013-01-16 Maksym Radziwill

The purpose of the present paper is to reveal the relation between the behavior of the logarithm of the Riemann zeta-function $\log{\zeta(s)}$ and the distribution of zeros of the Riemann zeta-function. We already know some examples for the…

数论 · 数学 2019-02-11 Shota Inoue

We consider the distribution of $\arg\zeta(\sigma+it)$ on fixed lines $\sigma > \frac12$, and in particular the density \[d(\sigma) = \lim_{T \rightarrow +\infty} \frac{1}{2T} |\{t \in [-T,+T]: |\arg\zeta(\sigma+it)| > \pi/2\}|\,,\] and the…

数论 · 数学 2021-07-06 Juan Arias de Reyna , Richard P. Brent , Jan van de Lune

Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures. In this paper, we establish the…

概率论 · 数学 2019-11-14 Amanda Turner , John Whitehead

The randomized Gauss--Seidel method and its extension have attracted much attention recently and their convergence rates have been considered extensively. However, the convergence rates are usually determined by upper bounds, which cannot…

数值分析 · 数学 2021-05-25 Yanjun Zhang , Hanyu Li

In these notes, we investigate the tail behaviour of the norm of subgaussian vectors in a Hilbert space. The subgaussian variance proxy is given as a trace class operator, allowing for a precise control of the moments along each dimension…

概率论 · 数学 2023-10-04 Mattes Mollenhauer , Claudia Schillings

We improve the estimation of the distribution of the nontrivial zeros of Riemann zeta function $\zeta(\sigma+it)$ for sufficiently large $t$, which is based on an exact calculation of some special logarithmic integrals of nonvanishing…

综合数学 · 数学 2020-07-21 Jianyun Zhang

Assuming the Riemann Hypothesis, we provide explicit upper bounds for moduli of $S(t)$, $S_1(t)$, and $\zeta\left(1/2+\mathrm{i}t\right)$ while comparing them with recently proven unconditional ones. As a corollary we obtain a conditional…

数论 · 数学 2021-10-14 Aleksander Simonič

Following Selberg it is known that uniformly for V << (logloglog T)^{1/2 - \epsilon} the measure of those t \in [T;2T] for which log |\zeta(1/2 + it)| > V*((1/2)loglog T)^{1/2} is approximately T times the probability that a standard…

数论 · 数学 2011-08-26 Maksym Radziwill

Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates the approximations of various…

风险管理 · 定量金融 2018-10-09 E. Hashorva

This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…

数论 · 数学 2013-11-20 D. A. Hejhal

We study the behavior of the Riemann zeta function on the critical line when the imaginary part of the argument is sampled by the Cauchy random walk. We develop a complete second order theory for the corresponding system of random variables…

概率论 · 数学 2014-02-26 Mikhail Lifshits , Michel Weber

This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…

信息论 · 计算机科学 2017-01-02 Galen Reeves

Composite likelihood usually ignores dependencies among response components, while variational approximation to likelihood ignores dependencies among parameter components. We derive a Gaussian variational approximation to the composite…

统计理论 · 数学 2023-10-23 Libai Xu , Nancy Reid , Dehan Kong

We study a discrete analogue of the classical multivariate Gaussian distribution. It is supported on the integer lattice and is parametrized by the Riemann theta function. Over the reals, the discrete Gaussian is characterized by the…

代数几何 · 数学 2019-04-19 Daniele Agostini , Carlos Améndola

Assuming the Riemann hypothesis, we prove the weak convergence of linear statistics of the zeros of L-functions towards a Gaussian field, with covariance structure corresponding to the $\HH^{1/2}$-norm of the test functions. For this…

概率论 · 数学 2015-06-16 Paul Bourgade , Jeffrey Kuan

We establish an unconditional asymptotic formula describing the horizontal distribution of the zeros of the derivative of the Riemann zeta-function. For $\Re(s)=\sigma$ satisfying $(\log T)^{-1/3+\epsilon} \leq (2\sigma-1) \leq (\log \log…

数论 · 数学 2019-02-20 S. J. Lester

The Gaussian correlation inequality for multivariate zero-mean normal probabilities of symmetrical n-rectangles can be considered as an inequality for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy [5])…

概率论 · 数学 2015-07-03 Thomas Royen