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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

1 vote
0 answers
165 views

Bounding a distribution using moments

Suppose $X$ is a non-negative random variable with bounded image. I was wondering if anybody knew of any results that could answer a question of the following type: Suppose the $n$-th moment satisfies …
Angel's user avatar
  • 171
1 vote
0 answers
75 views

Mixed moments of traces

I've seen a host of results concerning computations for $$\mathbb{E} \left[ \operatorname{tr} A^{i_1}\cdots \operatorname{tr} A^{i_j} \,\overline{\operatorname{tr} A^{k_1} \cdots \operatorname{tr} A^{ …
Angel's user avatar
  • 171