相关论文: Relations between the first four moments
We determine the order of magnitude of $\mathbb{E}|\sum_{n \leq x} f(n)|^{2q}$ up to factors of size $e^{O(q^2)}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, for all real $1 \leq q \leq \frac{c\log x}{\log\log…
The Gaussian product inequality is a long-standing conjecture. In this paper, we investigate the three-dimensional inequality $E[X_1^{2}X_2^{2m_2}X_3^{2m_3}]\ge E[X_1^{2}]E[X_2^{2m_2}]E[X_3^{2m_3}]$ for any centered Gaussian random vector…
Consider the eigenvalues $\lambda_i(M_n)$ (in increasing order) of a random Hermitian matrix $M_n$ whose upper-triangular entries are independent with mean zero and variance one, and are exponentially decaying. By Wigner's semicircular law,…
Measurement uncertainty relations are quantitative bounds on the errors in an approximate joint measurement of two observables. They can be seen as a generalization of the error/disturbance tradeoff first discussed heuristically by…
Often, one would like to determine some observable A, but can only measure some (hopefully related) observable M. This can arise, for example, in quantum eavesdropping, or when the research lab budget isn't large enough for that 100%…
Let \{X_1, X_2, ...\} be a sequence of positive independent and identically distributed random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a mixed Poisson process independent of the X_i's. For t\geq 0, define…
We obtain the solution of the fourth order difference equation $$ x_{n+1}=\frac{ \alpha x_{n-3}}{A+B x_{n-1}x_{n-3}}$$ with the initial conditions; $x_{-3}=d,$ $x_{-2}=c,$ $x_{-1}=b,$ and $x_{0}=a$ are arbitrary nonzero real numbers,…
We calculate negative moments of the $N$-dimensional Laguerre distribution for the orthogonal, unitary, and symplectic symmetries. These moments correspond to those of the proper delay times, which are needed to determine the statistical…
We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…
We derive various sharp bounds on moments of the distance between two independent random vectors taking values in a Banach space.
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…
We establish a sharp moment comparison inequality between an arbitrary negative moment and the second moment for sums of independent uniform random variables, which extends Ball's cube slicing inequality.
The RV coefficient measures the similarity between two multivariate configurations, and its significance testing has attracted various proposals in the last decades. We present a new approach, the invariant orthogonal integration,…
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…
New uncertainty relations for n observables are established. The relations take the invariant form of inequalities between the characteristic coefficients of order r, r = 1,2,...,n, of the uncertainty matrix and the matrix of mean…
I explain so-called quantum nonlocality experiments and discuss how to optimize them. Statistical tools from missing data maximum likelihood are crucial. New results are given on CGLMP, CH and ladder inequalities. Open problems are also…
A condition on the location of the centre of a mass (or probability) distribution is found if its second moments are given. The result is applied to the relation between the centre of mass and the inertia matrix of bodies. An example is…
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…
We study statistics dependence of the probability distributions and the means of measured moments of conserved quantities, respectively. The required statistics of all interested moments and their products are estimated based on a simple…
The negative multinomial distribution appears in many areas of applications such as polarimetric image processing and the analysis of longitudinal count data. In previous studies, Mosimann (1963) derived general formulas for the falling…