相关论文: An Improved Second Order Poincar\'e Inequality for…

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…

In a recent paper, Gaunt 2020 extended Stein's method to limit distributions that can be represented as a function $g:\mathbb{R}^d\rightarrow\mathbb{R}$ of a centered multivariate normal random vector $\Sigma^{1/2}\mathbf{Z}$ with…

Although the Hardy inequality corresponding to one quadratic singularity, with optimal constant, does not admit any extremal function, it is well known that such a potential can be improved, in the sense that a positive term can be added to…

The 1971 Fortuin-Kasteleyn-Ginibre (FKG) inequality for two monotone functions on a distributive lattice is well known and has seen many applications in statistical mechanics and other fields of mathematics. In 2008 one of us (Sahi)…

In this paper the double-sided Talor's approximations are used to obtain generalisations and improvements of some trigonometric inequalities.

In Part I of this article (Banerjee and Kuchibhotla (2023)), we have introduced a new method to bound the difference in expectations of an average of independent random vector and the limiting Gaussian random vector using level sets. In the…

We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We first present a generic technique to derive interpolation…

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

The Green's function method which has been originally proposed for linear systems has several extensions to the case of nonlinear equations. A recent extension has been proposed to deal with certain applications in quantum field theory. The…

Second-order optimality conditions for vector nonlinear programming problems with inequality constraints are studied in this paper. We introduce a new second-order constraint qualification, which includes Mangasarian-Fromovitz constraint…

This paper is about elliptic and parabolic partial differential operators with discontinuities in the gradient which are compatible with a Finsler norm in a sense to be made precise. Examples of this type of problems arise in a number of…

Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…

We study functional inequalities (Poincar\'e, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this…

The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…

We establish two-sided Gaussian bounds for the fundamental solution of second-order parabolic operators in non-divergence form under minimal regularity assumptions. Specifically, we show that the upper and lower bounds follow from the local…

The classical form of Gr\"{u}ss' inequality was first published by G. Gr\"{u}ss in 1935 and gives an estimate of the difference between the integral of the product and the product of the integrals of two functions. After that many variants…

Iterative methods for fitting a Gaussian Random Field (GRF) model via maximum likelihood (ML) estimation requires solving a nonconvex optimization problem. The problem is aggravated for anisotropic GRFs where the number of covariance…

The secondary zeta function is defined as a generalized zeta series over the imaginary parts of non-trivial zeros assuming (RH). This function admits Laurent series expansion at the double pole at $s=1$. In this article, we derive a new…

We present some classical and weighted Poincar\'e inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric…

We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…