相关论文: Relations between the first four moments

Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…

We show that for $p\ge 1$, the $p$-th moment of suprema of linear combinations of independent centered random variables are comparable with the sum of the first moment and the weak $p$-th moment provided that $2q$-th and $q$-th integral…

We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the other words, the well known U or V-statistics. Our…

For a linear combination of random variables, fix some confidence level and consider the quantile of the combination at this level. We are interested in the partial derivatives of the quantile with respect to the weights of the random…

We investigate integrability properties of processes with linear regressions and quadratic conditional variances. We establish the right order of dependence of which moments are finite on the parameter defined below, raising the question of…

We assess the universal relations among second-order moments of relativistic stars, namely the moment of inertia, tidal deformability, and spin-induced quadrupole moment, via reformulated perturbation equations. After constructing the…

We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.

The presence of latent variables can greatly complicate inferences about causal relations between measured variables from statistical data. In many cases, the presence of latent variables makes it impossible to determine for two measured…

There has recently been some interest in optimizing the error term in the asymptotic for the fourth moment of Dirichlet L-functions and a closely related mixed moment of L-functions involving automorphic L-functions twisted by Dirichlet…

We consider successive measurements of position and momentum of a single particle. Let P be the conditional probability to measure the momentum k with precision dk, given a previously successful position measurement q with precision dq.…

An effective upper bound is established for the least non-trivial integer solution to the system of cubic forms \[ \begin{cases} F = c_{1}x_1^3 + c_{2}x_2^3 + \cdots + c_{n}x_n^3 = 0, \\ G = d_{1}x_1^3 + d_{2}x_2^3 + \cdots + d_{n}x_n^3 =…

Let S_n:=a_1\vp_1+...+a_n\vp_n, where \vp_1,...,\vp_n are independent Rademacher random variables (r.v.'s) and a_1,...,a_n are any real numbers such that a_1^2+...+a_n^2=1. Let Z be a standard normal r.v. It is proved that the best constant…

We study the approximability of Max Ones when the number of variable occurrences is bounded by a constant. For conservative constraint languages (i.e., when the unary relations are included) we give a complete classification when the number…

Bell's inequalities can be understood in three different ways depending on whether the numbers featuring in the inequalities are interpreted as classical probabilities, classical conditional probabilities, or quantum probabilities. In the…

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

We calculate the p-the moment of the sum of n independent random variables with respect to symmetric norm in R^n. The order of growth for upper bound p/ln p obtained in ths estimate is optimal. The result extends to generalized Lorentz…

Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…

We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables $X_i$ which satisfy the following condition on the growth of moments:…

A quantitative "fourth moment theorem" is provided for any self-adjoint element in a homogeneous Wigner chaos: the Wasserstein distance is controlled by the distance from the fourth moment to two. The proof uses the free counterpart of the…

We introduce the multivariate analogue of the well known inequality $1+x\leq \mathrm{e}^x$, for an abstract non negative real number $x$. The result emerges from the study of the blow up time of certain solutions of the Cauchy problem for a…