相关论文: Deviation bounds for the norm of a random vector u…

Exact lower bounds on the exponential moments of min(y,X) and XI{X<y} are provided given the first two moments of a random variable X. These bounds are useful in work on large deviations probabilities and nonuniform Berry-Esseen bounds,…

Escort mean values (or $q$-moments) constitute useful theoretical tools for describing basic features of some probability densities such as those which asymptotically decay like {\it power laws}. They naturally appear in the study of many…

We prove a Lusin approximation of functions of bounded variation. If $f$ is a function of bounded variation on an open set $\Omega\subset X$, where $X=(X,d,\mu)$ is a given complete doubling metric measure space supporting a $1$-Poincar\'e…

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

For two $n \times n$ complex matrices $A$ and $B$, we define the $q$-deformed commutator as $[ A, B ]_q := A B - q BA$ for a real parameter $q$. In this paper, we investigate a generalization of the B\"{o}ttcher-Wenzel inequality which…

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

Simple bounds are obtained for the integral $\int_0^x\mathrm{e}^{-\gamma t}t^\nu I_\nu(t)\,\mathrm{d}t$, $x>0$, $\nu>-1/2$, $0\leq\gamma<1$, together with a natural generalisation of this integral. In particular, we obtain an upper bound…

Let B be a p-uniformly convex Banach space, with p >= 2. Let T be a linear operator on B, and let A_n x denote the ergodic average (1 / n) sum_{i< n} T^n x. We prove the following variational inequality in the case where T is power bounded…

We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…

Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…

We study asymptotic probabilities of attaining the maximum in heterogeneous Gaussian samples. In the two-group setting, the first sample has variance $1$ and size $n_1$, while the second has variance $\sigma^2>1$ and size $n_2$. We…

In this paper, we introduce a one parameter generalization of the famous B\"ottcher-Wenzel (BW) inequality in terms of a $q$-deformed commutator. For $n \times n$ matrices $A$ and $B$, we consider the inequality \[…

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…

Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…

Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…

In this appendix to our paper with the same title posted on arxiv we give a quick proof of an inequality that can be substituted to Hastings's result, quoted as Lemma 1.9 in our previous paper. Our inequality is less sharp but also appears…

This paper first strictly proved that the growth of the second moment of a large class of Gaussian processes is not greater than power function and the covariance matrix is strictly positive definite. Under these two conditions, the maximum…

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…

We establish the first quantitative Berry-Esseen bounds for edge eigenvector statistics in random regular graphs. For any $d$-regular graph on $N$ vertices with fixed $d \geq 3$ and deterministic unit vector $\mathbf{q} \perp \mathbf{e}$,…

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…