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for questions involving inequalities, upper and lower bounds.
0
votes
1
answer
141
views
Right tail decay of F distribution [closed]
Suppose $X\sim F(a,b)$. Is there any sharp upper bound of the following probability with large $x$?
$$\mathbb{P}(X\geq x)$$
what is the order of the above probability as $x\to+\infty$?
4
votes
1
answer
204
views
Inner product of sorted Gaussian vector
Suppose $X_1,\ldots,X_n$ are i.i.d. standard normal. I'm wondering how to analyze the following quantity:
$$\left|\frac{X_{(1)}X_{(n)}+X_{(2)}X_{(n-1)}+\cdots+X_{(n)}X_{(1)}}{n}\right|$$
where $X_{(1) …
2
votes
1
answer
212
views
Ratio of hypergeometric function
Given $a>b>0$, is there any upper bound of the following ratio of hypergeometric function?
$$\frac{_2F_1(a,1-b;a+1;x)}{_2F_1(a,1-b;a+1;y)}$$
for $1>x>y>0$ ideally in the form like some powers of $x/y$ …
1
vote
1
answer
351
views
Lower-bound probability of non-centered quadratic form
Let $X\sim N(\mu,\sigma^2I)\in \mathbb{R}^n$ be a non-centered ($\mu\neq 0$) Gaussian vector with independent coordinates. I'm wondering if there is any sharp lower bound of the following probability: …
3
votes
2
answers
692
views
Non-asymptotic upper bound of right tail of Gamma function
I'm wondering if there is any non-asymptotic upper bound for the following Gamma function:
$$f_a(x)=\int_{x}^{\infty}t^a\exp(-t)dt$$
for $x>0,a>0$? Something like $x^a\exp(-x)$?
2
votes
1
answer
244
views
Ratio of expectation involving random unit vectors
Let $u=(u_1,...,u_n), v=(v_1,...,v_n)$ be two random vectors independently and uniformly distributed on the unit sphere in $\mathbb{R}^n$. Define two other random variables $X=\sum_{i=1}^nu_i^2v_i^2$, …
1
vote
1
answer
502
views
Upper bound of the fraction of Gamma functions
Is there a simple upper bound of the following fraction of Gamma functions for any $a,b\geq1/2$:
$$\left(\frac{\Gamma(a+b)}{a\Gamma(a)\Gamma(b)}\right)^{1/a}$$
An upper bound in the following form is …
5
votes
1
answer
639
views
A conjecture about the submatrix of orthogonal matrix
Let $U$ be an $n\times n$ orthogonal matrix, i.e. $U\in\mathbb{R}^{n \times n}$. For any non-empty ordered sets $S_1,S_2\subset\{1,2,...,n\}$, define $U_{S_1S_2}$ to be an $|S_1|\times|S_2|$ submatrix …
8
votes
1
answer
670
views
Inequality involving tensor product of orthonormal unit vectors
Let $e_1,...,e_r$ be the first $r$ standard basis of $\mathbb{R}^n, r<n$. Let $u_1,...,u_n$ be another orthonormal basis of $\mathbb{R}^n$. Let $\otimes$ be the tensor product on $\mathbb{R}^n$ and de …
13
votes
2
answers
645
views
Random matrix with given singular values
Let $\sigma_1\geq\sigma_2\geq...\geq\sigma_n\geq0$ be any deterministic sequence of positive real numbers such that $\sum_{i=1}^n\sigma_i^2=1$. Let
$$D=diag\{\sigma_1,...,\sigma_n\}\in\mathbb{R}^{n\ti …
12
votes
1
answer
522
views
An inequality about unit vector orthogonal to $(1,1,...,1)$
Does there exist a constant $\alpha>0$ such that the following holds?
$$\liminf_{n\to\infty}\inf_{x\in\mathbb{R}^n, \sum_{i=1}^nx_i^2=1, \sum_{i=1}^nx_i=0}\frac{\sum_{i<j, |i-j|\leq\frac{n}{4}}(x_i-x_ …
2
votes
1
answer
662
views
Moment generating function of random unit vector
Let $X$ be uniformly distributed on the unit sphere $S^{n-1}$. Is there any result concerning the calculation or bound (particularly lower bound) of
$$\mathbb{E}[\exp(X^Tv)]$$
for any $v$?
4
votes
1
answer
411
views
Lipschitz property of matrix function only depending on singular values
Let $f$ be a function from $\mathbb{R}^{n\times n}$ to $\mathbb{R}$ such that there exists another symmetric function $g$ (invariant under permutation of coordinates) from $\mathbb{R}^{n}$ to $\mathbb …
1
vote
0
answers
408
views
Integral of matrix determinant with respect to Lebesgue measure
$\newcommand\norm[1]{\lVert#1\rVert}
\newcommand\opnorm[1]{\norm{#1}_{\text{op}}}
\newcommand\Frnorm[1]{\norm{#1}_{\text F}}$Define
\begin{align*}
S_t=\{
(A,B)\in\mathbb{R}^{n\times n}\times\mathb …
1
vote
1
answer
417
views
Upper bound of a ratio of integrals
I'm wondering how to upper bound the following ratio of integrals:
$$\frac{\int_{\Delta_a}(\prod_{i=1}^n\lambda_i)^{p-1}\prod_{i<j}|\lambda_i-\lambda_j|}{\int_{\Delta_b}(\prod_{i=1}^n\lambda_i)^{p-1}\ …