On the supremum of random Dirichlet polynomials

Mikhail Lifshits; Michel Weber

Displaying similar documents to “On the supremum of random Dirichlet polynomials”

Random ε-nets and embeddings in $ℓ_{\infty}^{N}$

Y. Gordon, A. E. Litvak, A. Pajor, N. Tomczak-Jaegermann (2007)

Studia Mathematica

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We show that, given an n-dimensional normed space X, a sequence of $N = {(8 / ε)}^{2 n}$ independent random vectors ${(X_{i})}_{i = 1}^{N}$ , uniformly distributed in the unit ball of X*, with high probability forms an ε-net for this unit ball. Thus the random linear map $Γ : ℝ \to ℝ^{N}$ defined by $Γ x = {(⟨ x, X_{i} ⟩)}_{i = 1}^{N}$ embeds X in $ℓ_{\infty}^{N}$ with at most 1 + ε norm distortion. In the case X = ℓ₂ⁿ we obtain a random 1+ε-embedding into $ℓ_{\infty}^{N}$ with asymptotically best possible relation between N, n, and ε.

About the generating function of a left bounded integer-valued random variable

Charles Delorme, Jean-Marc Rinkel (2008)

Bulletin de la Société Mathématique de France

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We give a relation between the sign of the mean of an integer-valued, left bounded, random variable $X$ and the number of zeros of $1 - Φ (z)$ inside the unit disk, where $Φ$ is the generating function of $X$ , under some mild conditions

Minimax nonparametric prediction

Maciej Wilczyński (2001)

Applicationes Mathematicae

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Let U₀ be a random vector taking its values in a measurable space and having an unknown distribution P and let U₁,...,Uₙ and $V ₁, . . ., V_{m}$ be independent, simple random samples from P of size n and m, respectively. Further, let $z ₁, . . ., z_{k}$ be real-valued functions defined on the same space. Assuming that only the first sample is observed, we find a minimax predictor d⁰(n,U₁,...,Uₙ) of the vector $Y^{m} = \sum_{j = 1}^{m} {(z ₁ (V_{j}), . . ., z_{k} (V_{j}))}^{T}$ with respect to a quadratic errors loss function.

Multi-variate correlation and mixtures of product measures

Tim Austin (2020)

Kybernetika

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Total correlation (‘TC’) and dual total correlation (‘DTC’) are two classical ways to quantify the correlation among an $n$ -tuple of random variables. They both reduce to mutual information when $n = 2$ . The first part of this paper sets up the theory of TC and DTC for general random variables, not necessarily finite-valued. This generality has not been exposed in the literature before. The second part considers the structural implications when a joint distribution $μ$ has small TC or DTC. If...

A Green's function for θ-incomplete polynomials

Joe Callaghan (2007)

Annales Polonici Mathematici

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Let K be any subset of $ℂ^{N}$ . We define a pluricomplex Green’s function $V_{K, θ}$ for θ-incomplete polynomials. We establish properties of $V_{K, θ}$ analogous to those of the weighted pluricomplex Green’s function. When K is a regular compact subset of $ℝ^{N}$ , we show that every continuous function that can be approximated uniformly on K by θ-incomplete polynomials, must vanish on $K ∖ s u p p {(d d^{c} V_{K, θ})}^{N}$ . We prove a version of Siciak’s theorem and a comparison theorem for θ-incomplete polynomials. We compute $s u p p {(d d^{c} V_{K, θ})}^{N}$ when K is a compact...

A Note on the Men'shov-Rademacher Inequality

Witold Bednorz (2006)

Bulletin of the Polish Academy of Sciences. Mathematics

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We improve the constants in the Men’shov-Rademacher inequality by showing that for n ≥ 64, $E (s u p_{1 \leq k \leq n} | \sum_{i = 1}^{k} X_{i} | ² \leq 0.11 (6.20 + l o g ₂ n) ²$ for all orthogonal random variables X₁,..., Xₙ such that $\sum_{k = 1}^{n} E | X_{k} | ² = 1$ .

Estimates for polynomials in the unit disk with varying constant terms

Stephan Ruscheweyh, Magdalena Wołoszkiewicz (2011)

Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica

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Let $∥ \cdot ∥$ be the uniform norm in the unit disk. We study the quantities $M_{n} (α) : = inf (∥ z P (z) + α ∥ - α)$ where the infimum is taken over all polynomials $P$ of degree $n - 1$ with $∥ P (z) ∥ = 1$ and $α > 0$ . In a recent paper by Fournier, Letac and Ruscheweyh (Math. Nachrichten 283 (2010), 193-199) it was shown that ${inf}_{α > 0} M_{n} (α) = 1 / n$ . We find the exact values of $M_{n} (α)$ and determine corresponding extremal polynomials. The method applied uses known cases of maximal ranges of polynomials.

Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap

Andrew Rosalsky, Yongfeng Wu (2015)

Applications of Mathematics

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Let ${X_{n, j}, 1 \leq j \leq m (n), n \geq 1}$ be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let $0 < b_{n} \to \infty$ . Conditions are given for $\sum_{j = 1}^{m (n)} X_{n, j} / b_{n} \to 0$ completely and for ${max}_{1 \leq k \leq m (n)} | \sum_{j = 1}^{k} X_{n, j} | / b_{n} \to 0$ completely. As an application of these results, we obtain a complete convergence theorem for the row sums $\sum_{j = 1}^{m (n)} X_{n, j}^{*}$ of the dependent bootstrap samples ${{X_{n, j}^{*}, 1 \leq j \leq m (n)}, n \geq 1}$ arising from a sequence of i.i.d. random variables ${X_{n}, n \geq 1}$ .

On the joint entropy of $d$ -wise-independent variables

Dmitry Gavinsky, Pavel Pudlák (2016)

Commentationes Mathematicae Universitatis Carolinae

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How low can the joint entropy of $n$ $d$ -wise independent (for $d \geq 2$ ) discrete random variables be, subject to given constraints on the individual distributions (say, no value may be taken by a variable with probability greater than $p$ , for $p < 1$ )? This question has been posed and partially answered in a recent work of Babai [Entropy versus pairwise independence (preliminary version), http://people.cs.uchicago.edu/ laci/papers/13augEntropy.pdf, 2013]. In this paper we improve some...

Giant component and vacant set for random walk on a discrete torus

Itai Benjamini, Alain-Sol Sznitman (2008)

Journal of the European Mathematical Society

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We consider random walk on a discrete torus $E$ of side-length $N$ , in sufficiently high dimension $d$ . We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time $u N^{d}$ . We show that when $u$ is chosen small, as $N$ tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const $log N$ . Moreover, this connected component occupies a...

Some limit theorems for $m$ -pairwise negative quadrant dependent random variables

Yongfeng Wu, Jiangyan Peng (2018)

Kybernetika

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The authors first establish the Marcinkiewicz-Zygmund inequalities with exponent $p$ ( $1 \leq p \leq 2$ ) for $m$ -pairwise negatively quadrant dependent ( $m$ -PNQD) random variables. By means of the inequalities, the authors obtain some limit theorems for arrays of rowwise $m$ -PNQD random variables, which extend and improve the corresponding results in [Y. Meng and Z. Lin (2009)] and [H. S. Sung (2013)]. It is worthy to point out that the open problem of [H. S. Sung, S. Lisawadi, and A. Volodin (2008)] can be...

The Bohr inequality for ordinary Dirichlet series

R. Balasubramanian, B. Calado, H. Queffélec (2006)

Studia Mathematica

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We extend to the setting of Dirichlet series previous results of H. Bohr for Taylor series in one variable, themselves generalized by V. I. Paulsen, G. Popescu and D. Singh or extended to several variables by L. Aizenberg, R. P. Boas and D. Khavinson. We show in particular that, if $f (s) = \sum_{n = 1}^{\infty} a ₙ n^{- s}$ with ${| | f | |}_{\infty} : = s u p_{ℜ s > 0} | f (s) | < \infty$ , then $\sum_{n = 1}^{\infty} | a ₙ | n^{- 2} {\leq | | f | |}_{\infty}$ and even slightly better, and $\sum_{n = 1}^{\infty} | a ₙ | n^{- 1 / 2} {\leq C | | f | |}_{\infty}$ , C being an absolute constant.

Positivity of integrated random walks

Vladislav Vysotsky (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Take a centered random walk $S_{n}$ and consider the sequence of its partial sums $A_{n} : = \sum_{i = 1}^{n} S_{i}$ . Suppose $S_{1}$ is in the domain of normal attraction of an $α$ -stable law with $1 l t; α \leq 2$ . Assuming that $S_{1}$ is either right-exponential (i.e. $ℙ (S_{1} g t; x | S_{1} g t; 0) = e^{- a x}$ for some $a g t; 0$ and all $x g t; 0$ ) or right-continuous (skip free), we prove that $ℙ {A_{1} g t; 0, \dots, A_{N} g t; 0} \sim C_{α} N^{1 / (2 α) - 1 / 2}$ as $N \to \infty$ , where $C_{α} g t; 0$ depends on the distribution of the walk. We also consider a conditional version of this problem and study positivity of integrated discrete bridges.

Asymptotic behavior of a stochastic combustion growth process

Alejandro Ramírez, Vladas Sidoravicius (2004)

Journal of the European Mathematical Society

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We study a continuous time growth process on the $d$ -dimensional hypercubic lattice $𝒵^{d}$ , which admits a phenomenological interpretation as the combustion reaction $A + B \to 2 A$ , where $A$ represents heat particles and $B$ inert particles. This process can be described as an interacting particle system in the following way: at time 0 a simple symmetric continuous time random walk of total jump rate one begins to move from the origin of the hypercubic lattice; then, as soon as any random walk visits a site...

On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables

Alexander R. Pruss (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let Ω be a countable infinite product $Ω ₁^{ℕ}$ of copies of the same probability space Ω₁, and let Ξₙ be the sequence of the coordinate projection functions from Ω to Ω₁. Let Ψ be a possibly nonmeasurable function from Ω₁ to ℝ, and let Xₙ(ω) = Ψ(Ξₙ(ω)). Then we can think of Xₙ as a sequence of independent but possibly nonmeasurable random variables on Ω. Let Sₙ = X₁ + ⋯ + Xₙ. By the ordinary Strong Law of Large Numbers, we almost surely have $E_{*} [X ₁] \leq l i m i n f S ₙ / n \leq l i m s u p S ₙ / n \leq E * [X ₁]$ , where $E_{*}$ and E* are the lower and upper expectations....

The spread of a catalytic branching random walk

Philippe Carmona, Yueyun Hu (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider a catalytic branching random walk on $ℤ$ that branches at the origin only. In the supercritical regime we establish a law of large number for the maximal position $M_{n}$ : For some constant $α$ , $\frac{M_{n}}{n} \to α$ almost surely on the set of infinite number of visits of the origin. Then we determine all possible limiting laws for $M_{n} - α n$ as $n$ goes to infinity.

Geometrically strictly semistable laws as the limit laws

Marek T. Malinowski (2007)

Discussiones Mathematicae Probability and Statistics

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A random variable X is geometrically infinitely divisible iff for every p ∈ (0,1) there exists random variable $X_{p}$ such that $X \overset{d}{=} \sum_{k = 1}^{T (p)} X_{p, k}$ , where $X_{p, k}$ ’s are i.i.d. copies of $X_{p}$ , and random variable T(p) independent of $X_{p, 1}, X_{p, 2}, . . .$ has geometric distribution with the parameter p. In the paper we give some new characterization of geometrically infinitely divisible distribution. The main results concern geometrically strictly semistable distributions which form a subset of geometrically infinitely divisible distributions....