相关论文: Estimating averages of order statistics of bivaria…

We establish uniform estimates for order statistics of sequences of independent identically distributed random variables with log-concave distribution in terms of Orlicz norms associated with the distribution function of the random…

We prove uniform estimates for the expected value of averages of order statistics of matrices in terms of their largest entries. As an application, we obtain similar probabilistic estimates for $\ell_p$ norms via real interpolation.

Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…

We study the expected value of support functions of random polytopes in a certain direction, where the random polytope is given by independent random vectors uniformly distributed in an isotropic convex body. All results are obtained by an…

We discuss the optimality of Cwikel-Solomyak estimates for the uniform operator norm and establish optimality of M.Z Solomyak's results \cite{Solomyak1995} within the class of Orlicz spaces. Our methods are based on finding the optimal…

Closed-form expressions for the distributions of the order statistics on the spacings between order statistics for the uniform distribution are obtained. This generalizes a result by Fisher concerning tests of significance in the harmonic…

The empirical Orlicz norm based on a random sample is defined as a natural estimator of the Orlicz norm of a univariate probability distribution. A law of large numbers is derived under minimal assumptions. The latter extends readily to a…

Given an Orlicz function $M$, we show which random variables $\xi_i$, $i=1,...,n$ generate the associated Orlicz norm, i.e., which random variables yield $\mathbb{E} \max\limits_{1\leq i \leq n}|x_i\xi_i| \sim \norm{(x_i)_{i=1}^n}_M$. As a…

We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various…

Consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n) \in \mathbb{R}\times \mathbb{R}$ with unknown conditional distributions $Q_x$ of $Y$, given that $X = x$. The goal is to estimate these distributions under the sole assumption…

A new characterization of the exponential type Orlicz spaces generated by the functions $\exp(|x|^p)-1$ ($p\ge 1$) is given. We define norms for centered random variables belonging to these spaces. We show equivalence of these norms with…

We present a new rigorous approach based on Orlicz spaces for the description of the statistics of large regular statistical systems, both classical and quantum. This approach has the advantage that statistical mechanics is much better…

We discuss various forms of the Luxemburg norm in spaces of random vectors with coordinates belonging to the classical Orlicz spaces of exponential type. We prove equivalent relations between some kinds of these forms. We also show when the…

We give an almost complete description of the coarse and uniform embeddability between Orlicz sequence spaces. We show that the embeddability between two Orlicz sequence spaces is in most cases determined only by the values of their upper…

The approximation of functions in Orlicz space by multivariate operators on simplex is considered. The convergence rate is given by using modulus of smoothness.

Asymptotic normality of intermediate order statistics taken from univariate iid random variables is well-known. We generalize this result to random vectors in arbitrary dimension, where the order statistics are taken componentwise.

Certain inequalities between the values of the modular and the norm in the Orlicz spaces are established. These inequalities are applied then to the theory of solvability of nonlinear integral equations of Hammerstein type.

The main aim of this work is to give a general approach to the celebrated Kahane-Salem-Zygmund inequalities. We prove estimates for exponential Orlicz norms of averages $\sup_{1\le j \leq N} \big |\sum_{1 \leq i \leq K}\gamma_i(\cdot)…

Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary…

We establish two-sided bounds for expectations of order statistics ($k$-th maxima) of moduli of coordinates of centered log-concave random vectors with uncorrelated coordinates. Our bounds are exact up to multiplicative universal constants…