相关论文: Relations between the first four moments
We prove the open question posed by Zhuang and Hu in Remark 3.1. More generally, we consider symmetric joint probability mass functions and joint densities whose associated quadratic form is non-negative. In this class, for every \(r>0\),…
We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on…
Let $\left\{X^{1}_k\right\}_{k=1}^{\infty}, \left\{X^{2}_k\right\}_{k=1}^{\infty}, \cdots, \left\{X^{d}_k\right\}_{k=1}^{\infty}$ be $d$ independent sequences of Bernoulli random variables with success-parameters $p_1, p_2, \cdots, p_d$…
For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of nonnegative random variables where $\max[\min(X_{n} - s,t),0]$, $t > s \geqslant 0$, satisfy a moment inequality, sufficient conditions are given under which $\sum_{k=1}^n (X_k - \mathbb{E}…
Evolution of a multiplicity distribution can be described with the help of master equation. We first look at 3rd and 4th factorial moments of multiplicity distributions and derive their equilibrium values. From them central moments and…
Let $1<c<832/825$. For large real numbers $N>0$ and a small constant $\vartheta>0$, the inequality \begin{equation*} |p_1^c+p_2^c+p_3^c+p_4^c-N|<\vartheta \end{equation*} has a solution in prime numbers $p_1,\,p_2,\,p_3,\,p_4$ such that,…
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…
A smooth function of the second moments of $N$ continuous variables gives rise to an uncertainty relation if it is bounded from below. We present a method to systematically derive such bounds by generalizing an approach applied previously…
In this note we introduce the notion of factorial moment distance for non-negative integer-valued random variables and we compare it with the total variation distance. Furthermore, we study the rate of convergence in the classical matching…
Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such…
We obtain quantitative Four Moments Theorems establishing convergence of the laws of elements of a Markov chaos to a Pearson distribution, where the only assumption we make on the Pearson distribution is that it admits four moments. While…
We consider the problem of estimating the covariance matrix of a random vector by observing i.i.d samples and each entry of the sampled vector is missed with probability $p$. Under the standard $L_4-L_2$ moment equivalence assumption, we…
New sum and product uncertainty relations, containing variances of three or four observables, but not containing explicitly their covariances, are derived. One of consequences is the new inequality, giving a nonzero lower bound for the…
A {\em maximal inequality} seeks to estimate $\mathbb{E}\max_i X_i$ in terms of properties of the $X_i$. When the latter are independent, the union bound (in its various guises) can yield tight upper bounds. If, however, the $X_i$ are…
Let S_n=X_1+...+X_n be a sum of independent symmetric random variables such that |X_{i}|\leq 1. Denote by W_n=\epsilon_{1}+...+\epsilon_{n} a sum of independent random variables such that \prob{\eps_i = \pm 1} = 1/2. We prove that…
We show that the sequence of moments of order less than 1 of averages of i.i.d. positive random variables is log-concave. For moments of order at least 1, we conjecture that the sequence is log-convex and show that this holds eventually for…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…
This paper gives upper and lower bounds on the gap in Jensen's inequality, i.e., the difference between the expected value of a function of a random variable and the value of the function at the expected value of the random variable. The…
We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a…
We prove an uncertainty relation, which imposes a bound on any joint measurement of position and momentum. It is of the form $(\Delta P)(\Delta Q)\geq C\hbar$, where the `uncertainties' quantify the difference between the marginals of the…