相关论文: Bounds for covariances and variances of truncated …

Lower and upper bounds for a given function are important in many mathematical and engineering contexts, where they often serve as a base for both analysis and application. In this short paper, we derive piecewise linear and quadratic…

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Upper and lower bounds are established for the survival probability $|<\psi(0)|\psi(t)>|^{2}$ of a quantum state, in terms of the energy moments $<\psi(0)|H^{n}|\psi(0)>$. Introducing a cut-off in the energy generally enables considerable…

The sums and maxima of non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraint is that there exists a unique series in a…

We present sharp bounds for $\sum_{i=1}^n \alpha_i x_i - \prod_{i=1}^n x_i^{\alpha_i}$ in terms of the variance of the vector $(x_1^{1/2},...,x_n^{1/2})$.

Let $X$ be a Bernoulli random variable with the success probability $p$. We are interested in tight bounds on $\mathbb{E}[f(X_1,X_2)]$, where $X_i=\mathbb{E}[X| \mathcal{F}_i]$ and $\mathcal{F}_i$ are some sigma-algebras. This problem is…

It is a common phenomenon that for high-dimensional and nonparametric statistical models, rate-optimal estimators balance squared bias and variance. Although this balancing is widely observed, little is known whether methods exist that…

We propose upper and lower bounds on the maximum success probability for discriminating given quantum states. The proposed upper bound is obtained from a suboptimal solution to the dual problem of the corresponding optimal state…

In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini's gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given…

An upper bound on degrees of elements of a minimal generating system for invariants of quivers of dimension (2,...,2) is established over a field of arbitrary characteristic and its precision is estimated. The proof is based on the…

We use some properties of orthogonal polynomials to provide a class of upper/lower variance bounds for a function $g(X)$ of an absolutely continuous random variable $X$, in terms of the derivatives of $g$ up to some order. The new bounds…

In this paper we establish lower bounds on information divergence of a distribution on the integers from a Poisson distribution. These lower bounds are tight and in the cases where a rate of convergence in the Law of Thin Numbers can be…

In this paper we give an improved upper bound, as compared to the one given in [3] for the number of extreme points of the convex set of all G-invariant probability measures on X*Y with given marginals of full support.

Derivatives on the Chicago Board Options Exchange volatility index (VIX) have gained significant popularity over the last decade. The pricing of VIX derivatives involves evaluating the square root of the expected realised variance which…

Uncertainty relations are usually formulated as trade-off relations between two or more observables. Here we show that the uncertainty of a single observable already has a nontrivial lower bound originating from the noncommutativity between…

We obtain almost sure limit theorems for partial maxima of norms of a sequence of Banach-valued Gaussian random variables.

We show how the presence of resonances close to the real axis implies exponential lower bounds on the norm of the cut-off resolvent on the real axis.

It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that…

We construct a new tail bound for the sum of independent random variables for situations in which the expected value of the sum is known and each random variable lies within a specified interval, which may be different for each variable.…

Suppose $n$ independent random variables $X_1, X_2, \dots, X_n$ have zero mean and equal variance. We prove that if the average of $\chi^2$ distances between these variables and the normal distribution is bounded by a sufficiently small…