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Displaying similar documents to “Gaussian concentration in the Kantorovich metric of distributions of random variables and the quantile functions.”

Sparse recovery with pre-Gaussian random matrices

Simon Foucart, Ming-Jun Lai (2010)

Studia Mathematica

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For an m × N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by ℓ₁-minimization under the optimal condition m ≥ csln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the ℓ₁-norm and the outer norm depends on probability distributions.

Drought models based on Burr XII variables

Saralees Nadarajah, B. M. Golam Kibria (2006)

Applicationes Mathematicae

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Burr distributions are some of the most versatile distributions in statistics. In this paper, a drought application is described by deriving the exact distributions of U = XY and W = X/(X+Y) when X and Y are independent Burr XII random variables. Drought data from the State of Nebraska are used.

Limit distributions of many-particle spectra and q-deformed Gaussian variables

Piotr Śniady (2006)

Banach Center Publications

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We find the limit distributions for a spectrum of a system of n particles governed by a k-body interaction. The hamiltonian of this system is modelled by a Gaussian random matrix. We show that the limit distribution is a q-deformed Gaussian distribution with the deformation parameter q depending on the fraction k/√n. The family of q-deformed Gaussian distributions include the Gaussian distribution and the semicircular law; therefore our result is a generalization of the results of Wigner...

Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences

Jérôme Dedecker, Sana Louhichi (2010)

ESAIM: Probability and Statistics

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We continue the investigation started in a previous paper, on weak convergence to infinitely divisible distributions with finite variance. In the present paper, we study this problem for some weakly dependent random variables, including in particular associated sequences. We obtain minimal conditions expressed in terms of individual random variables. As in the i.i.d. case, we describe the convergence to the Gaussian and the purely non-Gaussian parts of the infinitely divisible limit....

Generalized q-deformed Gaussian random variables

Marek Bożejko, Hiroaki Yoshida (2006)

Banach Center Publications

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We produce generalized q-Gaussian random variables which have two parameters of deformation. One of them is, of course, q as for the usual q-deformation. We also investigate the corresponding Wick formulas, which will be described by some joint statistics on pair partitions.

Gaussian Approximation of Moments of Sums of Independent Random Variables

Marcin Lis (2012)

Bulletin of the Polish Academy of Sciences. Mathematics

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We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.