中文
相关论文

相关论文: Generalized Hanson-Wright Inequality for Random Te…

200 篇论文

A Gelfand triplet for the Hamiltonian H of the Friedrichs model on R with finite-dimensional multiplicity space K, is constructed such that exactly the resonances (poles of the inverse of the Livsic-matrix) are (generalized) eigenvalues of…

数学物理 · 物理学 2009-11-11 Hellmut Baumgärtel

Matrix concentration inequalities, intimately connected to the Non-Commutative Khintchine inequality, have been an important tool in both applied and pure mathematics. We study tensor versions of these inequalities, and establish…

This paper establishes sharp dimension-free concentration inequalities and expectation bounds for the deviation of the sum of simple random tensors from its expectation. As part of our analysis, we use generic chaining techniques to obtain…

概率论 · 数学 2025-09-30 Omar Al-Ghattas , Jiaheng Chen , Daniel Sanz-Alonso

Let $t,q$ and $n$ be positive integers. Write $[q] = \{1,2,\ldots,q\}$. The generalized Hamming graph $H(t,q,n)$ is the graph whose vertex set is the cartesian product of $n$ copies of $[q]$ ($q\ge 2$), where two vertices are adjacent if…

组合数学 · 数学 2025-09-23 Yichen Wang , Mengyu Cao , Zequn Lv , Mei Lu

New lower bounds on the total variation distance between the distribution of a sum of independent Bernoulli random variables and the Poisson random variable (with the same mean) are derived via the Chen-Stein method. The new bounds rely on…

信息论 · 计算机科学 2013-07-17 Igal Sason

We introduce the generalized equidistant Chebyshev polynomials T(k,h) of kind k of hyperkind h, where k,h are positive integers. They are obtained by a generalization of standard and monic Chebyshev polynomials of the first and second…

数学物理 · 物理学 2018-10-17 A. M. Pavlyuk

The notion of the Moore-Penrose inverse of tensors with the Einstein product was introduced, very recently. In this paper, we further elaborate this theory by producing a few characterizations of different generalized inverses of tensors. A…

环与代数 · 数学 2018-09-19 Ratikanta Behera , Debasisha Mishra

A symmetric tensor is a higher order generalization of a symmetric matrix. In this paper, we study various properties of symmetric tensors in relation to a decomposition into a sum of symmetric outer product of vectors. A rank-1 order-k…

数值分析 · 数学 2008-09-02 Pierre Comon , Gene Golub , Lek-Heng Lim , Bernard Mourrain

We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail bounds and concentration inequalities for those structured…

统计理论 · 数学 2026-02-11 Chen Cheng , Rina Foygel Barber

We provide finite sample upper and lower bounds on the Binomial tail probability which are a direct application of Sanov's theorem. We then use these to obtain high probability upper and lower bounds on the minimum of i.i.d. Binomial random…

概率论 · 数学 2025-02-27 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

We establish Hoeffding-type concentration inequalities for the low and high tail bounds of sums of exchangeable random variables. Our results exhibit an anti-symmetry in such tail bounds due to the assumption of exchangeability, a…

最优化与控制 · 数学 2026-03-12 Nina Maria Gottschling , Michele Caprio

The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…

信息论 · 计算机科学 2013-04-30 Igal Sason

A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…

统计理论 · 数学 2019-01-28 Pierre C Bellec

The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…

概率论 · 数学 2013-05-29 Michael I. Tribelsky

We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…

概率论 · 数学 2015-09-02 Christos Pelekis , Jan Ramon , Yuyi Wang

The Markov, Chebyshev, and Chernoff inequalities are some of the most widely used methods for bounding the tail probabilities of random variables. In all three cases, the bounds are tight in the sense that there exists easy examples where…

概率论 · 数学 2018-03-20 Mark Huber

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

概率论 · 数学 2016-01-07 Archil Gulisashvili , Peter Tankov

We prove higher rank analogues of the Razumov--Stroganov sum rule for the groundstate of the O(1) loop model on a semi-infinite cylinder: we show that a weighted sum of components of the groundstate of the A_{k-1} IRF model yields integers…

数学物理 · 物理学 2009-11-11 P. Di Francesco , P. Zinn-Justin

The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. In this paper, we establish a number of simple inequalities for the weighted entropies…

信息论 · 计算机科学 2016-01-15 Yuri Suhov , Izabella Stuhl , Salimeh Yasaei Sekeh , Mark Kelbert

We find higher rank generalizations of the Razumov--Stroganov sum rules at $q=-e^{i\pi\over k+1}$ for $A_{k-1}$ models with open boundaries, by constructing polynomial solutions of level one boundary quantum Knizhnik--Zamolodchikov…

数学物理 · 物理学 2009-11-11 P. Di Francesco