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Stein's Lemma in its standard form states that $X \sim N(0,1) \Leftrightarrow E[f'(X) - X f(X)] =0 $ for all bounded one-time differentiable functions $f$ (I am ignoring the exact conditions on $f$ fo …

Let $q \in (0,1)$ and consider the following summation: $$S(q,n) = \sum_{i=1}^n {q^2}^i$$ Is there a closed form expression or upper and lower bounds for $S(q,n)$? Specifically, I am looking for som …

Let $X = (X_1, \ldots, X_d) \in \mathbb{R}^d$ be a mean-zero Gaussian random vector with identity covariance matrix. Are there upper bounds for $$E \left(\|X\|_{\infty}^k \right)$$ for $k=1, \ldots, …

For a measure $\mu$ supported on a convex body $K$, what are the conditions on $\mu$ and $K$ to satisfy a Log-Sobolev inequality of the form: $$\int f^{2} \log f^{2}\,d\mu -\int f^{2}\,d\mu \log\left( …