相关论文: H\"older's inequality and its reverse-a probabilis…
In this paper we take a probabilistic look at Maclaurin's inequality, which is a refinement of the classical AM-GM inequality. In a natural randomized setting, we obtain limit theorems and show that a reverse inequality holds with high…
A gem of classical probability, the Berry-Esseen theorem provides a non-asymptotic form of the central limit theorem. This note gives a friendly and intuitive exposition of the classical Fourier-analytic proof of Esseen's smoothing…
We consider the $p$-generalized arithmetic-geometric mean inequality for vectors chosen randomly from the $\ell_p^n$-ball in $\mathbb{R}^n$. In this setting the inequality can be improved or reversed up to a respective scalar constant with…
It was shown by E. Gluskin and V.D. Milman in [GAFA Lecture Notes in Math. 1807, 2003] that the classical arithmetic-geometric mean inequality can be reversed (up to a multiplicative constant) with high probability, when applied to…
In this paper, we propose a new approach for deriving probabilistic inequalities. Our main idea is to exploit the information of underlying distributions by virtue of the monotone likelihood ratio property and Berry-Essen inequality.…
We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…
In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…
We propose algebraic criteria that yield sharp H\"{o}lder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the…
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,…
Vapnik--Chervonenkis' theorem is a seminal result in machine learning. It establishes sufficient conditions for empirical probabilities to converge to theoretical probabilities, uniformly over families of events. It also provides an…
Motivated by recent results on the (possibly conditional) regularity for time-dependent hypoelliptic equations, we prove a parabolic version of the Poincar\'e inequality, and as a consequence, we deduce a version of the classical Moser…
Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically…
For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…
In this paper, we discuss the generalized H\"older's inequality in p-summable sequence spaces. In particular, we shall prove sufficient and necessary conditions for generalized H\"older's inequality in those spaces. One of the keys to prove…
In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…
The classic central limit theorem and $\alpha$-stable distributions play a key role in probability theory, and also in Boltzmann-Gibbs (BG) statistical mechanics. They both concern the paradigmatic case of probabilistic independence of the…
We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…
We consider the quantum expectation value \mathcal{A}=\<\psi|A|\psi\> of an observable A over the state |\psi\> . We derive the exact probability distribution of \mathcal{A} seen as a random variable when |\psi\> varies over the set of all…