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The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…

概率论 · 数学 2014-12-18 Jingwei Liu

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of random variables satisfying $\mathbb{E} \lvert X_{n} \rvert < \infty$ for all $n \geqslant 1$, a maximal inequality is established, and used to obtain strong law of large numbers for…

概率论 · 数学 2022-12-26 João Lita da Silva

We obtain the sharp constant for the Hardy-Sobolev inequality involving the distance to the origin. This inequality is equivalent to a limiting Caffarelli-Kohn-Nirenberg inequality. In three dimensions, in certain cases the sharp constant…

偏微分方程分析 · 数学 2009-11-06 Adimurthi , Stathis Filippas , Achilles Tertikas

Matrix concentration inequalities give bounds for the spectral-norm deviation of a random matrix from its expected value. These results have a weak dimensional dependence that is sometimes, but not always, necessary. This paper identifies…

概率论 · 数学 2016-08-05 Joel A. Tropp

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

经典分析与常微分方程 · 数学 2022-04-29 Grigori A. Karagulyan

We determine the explicit value of the optimal constant in the trace inequality for functions of bounded variations in the case the domain has a particular class of singularities.

偏微分方程分析 · 数学 2026-04-16 Riccardo Cristoferi , Devin van der Gulik

We study the exact constants in the moment inequalities for sums of centered independent random variables: improve their asymptotics, low and upper bounds, calculate more exact asymptotics, elaborate the numerical algorithm for their…

概率论 · 数学 2007-05-23 B. Naimark , E. Ostrovsky

A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…

统计方法学 · 统计学 2017-09-29 Bartolomeo Stellato , Bart Van Parys , Paul J. Goulart

We provide new estimates on the best constant of the Lieb-Thirring inequality for the sum of the negative eigenvalues of Schr\"odinger operators, which significantly improve the so far existing bounds.

数学物理 · 物理学 2024-01-31 Rupert L. Frank , Dirk Hundertmark , Michal Jex , Phan Thành Nam

We obtain a sharp estimate for the best constant $C>0$ in the Wirtinger type inequality \[ \int_0^{2\pi}\gamma^pw^2\le C\int_0^{2\pi}\gamma^qw'^2 \] where $\gamma$ is bounded above and below away from zero, $w$ is $2\pi$-periodic and such…

偏微分方程分析 · 数学 2007-05-23 Tonia Ricciardi

The purpose of this note is to recall one remarkable theorem of Khinchin about the special role of the Gaussian distribution. This theorem allows us to give a new interpretation of the Lindeberg condition: it guarantees the uniform…

概率论 · 数学 2024-01-09 Linda A. Khachatryan

Let $X=\sum \epsilon_n x_n$ be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable $||X||$ in terms of its mean and a certain quantity derived from the…

泛函分析 · 数学 2008-02-03 Stephen J. Dilworth , Stephen J. Montgomery-Smith

We prove an optimal error estimate for the flux variable for a stabilized unfitted Nitsche finite element method applied to an elliptic interface problem with discontinuous constant coefficients. Our result shows explicitly that this error…

数值分析 · 数学 2016-10-18 Erik Burman , Johnny Guzman , Manuel A. Sanchez , Marcus Sarkis

We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.

统计理论 · 数学 2011-07-19 Péter Kevei , David M. Mason

We study finite sections of weighted Carleman's inequality following the approach of De Bruijn. Similar to the unweighted case, we obtain an asymptotic expression for the optimal constant.

经典分析与常微分方程 · 数学 2007-07-03 Peng Gao

We discuss the problem of finding the best measurement strategy for estimating the value of a quantum system parameter. In general the optimum quantum measurement, in the sense that it maximizes the quantum Fisher information and hence…

量子物理 · 物理学 2017-02-07 Esteban Martinez , Carlos Pineda , François Leyvraz , Pablo Barberis-Blostein

An inequality refining the lower bound for a periodic (Breitenberger) uncertainty constant is proved for a wide class of functions. A connection of uncertainty constants for periodic and non-periodic functions is extended to this class. A…

经典分析与常微分方程 · 数学 2015-03-31 Elena A. Lebedeva

We prove the optimality of a criterion of Koksma (1953) in Khinchin's conjecture, settling a long standing open problem in analysis. Using this result, we also give a near optimal condition for the a.e.\ convergence of series…

经典分析与常微分方程 · 数学 2017-07-20 Istvan Berkes , Michel Weber

We provide a systematic approach to deal with the following problem. Let $X_1,\ldots,X_n$ be, possibly dependent, $[0,1]$-valued random variables. What is a sharp upper bound on the probability that their sum is significantly larger than…

概率论 · 数学 2015-07-27 Christos Pelekis , Jan Ramon

In this article, for the radiative transport equation, we study inverse problems of determining a time independent scattering coefficient or total attenuation by boundary data on the complementary sub-boundary after making one time input of…

偏微分方程分析 · 数学 2013-07-30 Manabu Machida , Masahiro Yamamoto