Results 21 to 30 of about 458 (36)
Using sums-of-squares to prove Gaussian product inequalities
Dependence ModelingThe long-standing Gaussian product inequality (GPI) conjecture states that E[∏j=1n∣Xj∣yj]≥∏j=1nE[∣Xj∣yj]E\left[{\prod }_{j=1}^{n}{| {X}_{j}| }^{{y}_{j}}]\ge {\prod }_{j=1}^{n}E\left[{| {X}_{j}| }^{{y}_{j}}] for any centered Gaussian random vector (X1 ...
Russell Oliver, Sun Wei
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Exact upper and lower bounds on the difference between the arithmetic and geometric means
, 2015 Let $X$ denote a nonnegative random variable with $\mathsf{E ...
Pinelis, Iosif
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Optimal Concentration of Information Content For Log-Concave Densities
, 2015 An elementary proof is provided of sharp bounds for the varentropy of random vectors with log-concave densities, as well as for deviations of the information content from its mean.
A. Prékopa +18 more
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Extremal Lipschitz functions in the deviation inequalities from the mean
, 2013 We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on probability ...
Dzindzalieta, Dainius
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A convexity property of expectations under exponential weights [PDF]
, 2007 Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t.
Balazs, Marton, Seppalainen, Timo
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Estimates for the closeness of convolutions of probability distributions on convex polyhedra
, 2018 The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of ...
Götze, Friedrich, Zaitsev, Andrei Yu.
core
A Parrondo Paradox in Reliability Theory
, 2007 Parrondo's paradox arises in sequences of games in which a winning expectation may be obtained by playing the games in a random order, even though each game in the sequence may be lost when played individually. We present a suitable version of Parrondo's
Di Crescenzo, Antonio
core
Archimedean Copulae and Positive Dependence. [PDF]
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Especially we characterize the Archimedean copulae that are multivariate totally positive of order 2 (MTP2) and conditionally increasing in sequence. In the
Alfred Müller, Marco Scarsini
core
Some Counterexamples in Positive Dependence. [PDF]
We provide some counterexamples showing that some concepts of positive dependence are strictly stronger than others. In particular we will settle two questions posed by Pemantle (2000) and Pellerey (2002) concerning respectively association versus weak ...
Alfred Müller +2 more
core
A Probabilistic Characterization of Negative Definite Functions. [PDF]
High Dimens Probab, 2019 Gao F.
europepmc +1 more source