We provide a very simple argument showing that the \\(\\Phi ^4_3\\) measure does have quartic exponential tails, as expected from its formal expression. This shows that the corresponding moment problem is well-posed and provides a simple path to observing non-Gaussianity of the measure.doi...
A Variant of Azuma's Inequality for Martingales with Subgaussian Tails Ohad Shamir Full-Text Cite this paper Add to My Lib Abstract: We provide a variant of Azuma's concentration inequality for martingales, in which the standard boundedness requirement is replaced by the milder requirement of ...
By clicking “Sign up”, you agree to our terms of service and acknowledge you have read our privacy policy. Sign up with Google OR Email Password Sign up Already have an account? Log inSkip to main content Stack Exchange Network Stack Exchange network consists of 183 Q&A communitie...
we show that the large deviation behavior of the largest eigenvalue is universal for small deviations, in the sense that the speed and the rate function are the same as in the case of the GOE. In contrast, in the regime of very large deviations...
B. Groux. Asymptotic Freeness for Rectangular Random Matrices and Large Deviations for Sample Covariance Matrices With Sub-Gaussian Tails. arXiv.B. Groux. Asymptotic freeness for rectangular random matrices and large devia- tions for sample convariance matrices with sub-Gaussian tails. Electron. J....
A sub-Gaussian distribution is any probability distribution that has tails bounded by a Gaussian and has a mean of zero. It is well known that the sum of independent sub-Gaussians is again sub-Gaussian. This note generalizes this result to sums of subGaussians that may not be independent,...
We further derive a nonuniform Berry-Esseen bound where the tails of the difference between the Hypergeometric and the Normal distribution functions are shown to decay at a sub-Gaussian rate.Soumendra N. LahiriA. ChatterjeeT. MaitiLahiri, S. N., Chatterjee, A., and Maiti, T. (2006). A ...
This however left unaddressed the empirical finding that whereas sample frequency distributions of Y tend to display relatively mild non-Gaussian peaks and tails, those of 未Y often reveal peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we ...
This however left unaddressed the empirical finding that whereas sample frequency distributions of Y tend to display relatively mild non-Gaussian peaks and tails, those of 螖Y often reveal peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we ...
Recall that along with centered Gaussian random variables the space Sub(惟) of sub-Gaussian random variables contains all bounded zero-mean random variables and all zero-mean random variables whose distribution tails decrease no slower than the tails of the distribution of a Gaussian random variable...