Fernique type inequalities and moduli of continuity for l2-valued Ornstein-Uhlenbeck Processes
FKG inequality for Brownian motion and stochastic differential equations.
FKN Theorem on the biased cube
We consider Boolean functions defined on the discrete cube equipped with a product probability measure , where and γ = √(α/β). This normalization ensures that the coordinate functions are orthonormal in . We prove that if the spectrum of a Boolean function is concentrated on the first two Fourier levels, then the function is close to a certain function of one variable. Our theorem strengthens the non-symmetric FKN Theorem due to Jendrej, Oleszkiewicz and Wojtaszczyk. Moreover, in the symmetric...
Free and classical entropy over the circle.
Functional inequalities for discrete gradients and application to the geometric distribution
We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a...
Functional inequalities for discrete gradients and application to the geometric distribution
We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a limiting procedure we...
Functional inequalities for heavy tailed distributions and application to isoperimetry.
Further development of an open problem.
Further results on the generalized cumulative entropy
Recently, a new concept of entropy called generalized cumulative entropy of order was introduced and studied in the literature. It is related to the lower record values of a sequence of independent and identically distributed random variables and with the concept of reversed relevation transform. In this paper, we provide some further results for the generalized cumulative entropy such as stochastic orders, bounds and characterization results. Moreover, some characterization results are derived...
Gaussian Approximation of Moments of Sums of Independent Random Variables
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.
Gaussian maximum of entropy and reversed log-Sobolev inequality
General proportional mean residual life model
By considering a covariate random variable in the ordinary proportional mean residual life (PMRL) model, we introduce and study a general model, taking more situations into account with respect to the ordinary PMRL model. We investigate how stochastic structures of the proposed model are affected by the stochastic properties of the baseline and the mixing variables in the model. Several characterizations and preservation properties of the new model under different stochastic orders and aging classes...
Generalized covariance inequalities
We prove some inequalities for the difference between a joint distribution and the product of its marginals for arbitrary absolutely continuous random variables. Some applications of the obtained inequalities are also presented.
Generalized Gauss-Chebyshev Inequalities for Unimodal Distributions.
Graph-based upper bounds for the probability of the union of events.
Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
We show that Grüss-type probabilistic inequalities for covariances can be considerably sharpened when the underlying random variables are quadrant dependent in expectation (QDE). The herein established covariance bounds not only sharpen the classical Grüss inequality but also improve upon recently derived Grüss-type bounds under the assumption of quadrant dependency (QD), which is stronger than QDE. We illustrate our general results with examples based on specially devised bivariate distributions...
Grüss-type bounds for the covariance of transformed random variables.
Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables.
High-dimensional gaussian model selection on a gaussian design
We consider the problem of estimating the conditional mean of a real gaussian variable Y=∑i=1pθiXi+ɛ where the vector of the covariates (Xi)1≤i≤p follows a joint gaussian distribution. This issue often occurs when one aims at estimating the graph or the distribution of a gaussian graphical model. We introduce a general model selection procedure which is based on the minimization of a penalized least squares type criterion. It handles a variety of problems such as ordered and complete variable selection,...
Hölder-type inequalities for norms of Wick products.