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Theory of Probability and Mathematical Statistics

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Smoothness and Lévy concentration function inequalities for distributions of random diagonal sums


Author: Bero Roos
Journal: Theor. Probability and Math. Statist. 111 (2024), 137-151
MSC (2020): Primary 60F05, 62E17
DOI: https://doi.org/10.1090/tpms/1219
Published electronically: October 30, 2024
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Abstract: We present new explicit upper bounds for the smoothness of the distribution of the random diagonal sum $S_n=\sum _{j=1}^nX_{j,\pi (j)}$ of a random $n\times n$ matrix $X=(X_{j,r})$, where $X_{j,r}$ are independent integer valued random variables, and $\pi$ denotes a uniformly distributed random permutation on $\{1,\dots ,n\}$ independent of $X$. As a measure of smoothness, we consider the total variation distance between the distributions of $S_n$ and $1+S_n$. Our approach uses new auxiliary inequalities for a generalized normalized matrix hafnian and for inverse moments of non-negative random variables, which could be of independent interest. This approach is also used to prove upper bounds of the Lévy concentration function of $S_n$ in the case of independent real valued random variables $X_{j,r}$.


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Additional Information

Bero Roos
Affiliation: FB IV – Dept. of Mathematics, University of Trier, 54286 Trier, Germany
Email: bero.roos@uni-trier.de

Keywords: Generalized hafnian, Hoeffding permutation statistic, Lévy concentration function inequality, random diagonal sum, smoothness inequality
Received by editor(s): July 14, 2023
Accepted for publication: November 18, 2023
Published electronically: October 30, 2024
Article copyright: © Copyright 2024 Taras Shevchenko National University of Kyiv