Related papers: On Bernoulli Decompositions for Random Variables, …
We show that the Bernoulli part extraction method can be used to obtain approximate forms of the local limit theorem for sums of independent lattice valued random variables, with effective error term, that is with explicit parameters and…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
Consider the problem of drawing random variates $(X_1,\ldots,X_n)$ from a distribution where the marginal of each $X_i$ is specified, as well as the correlation between every pair $X_i$ and $X_j$. For given marginals, the…
Let $(X_1,X_2,...)$ be a random partition of the unit interval $[0,1]$, i.e. $X_i\geq0$ and $\sum_{i\geq1} X_i=1$, and let $(\varepsilon_1,\varepsilon_2,...)$ be i.i.d. Bernoulli random variables of parameter $p \in (0,1)$. The Bernoulli…
Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
One can consider $\mu$-Martin-L\"of randomness for a probability measure $\mu$ on $2^{\omega}$, such as the Bernoulli measure $\mu_p$ given $p \in (0, 1)$. We study Bernoulli randomness of sequences in $n^{\omega}$ with parameters $p_0,…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
We consider randomized Verblunsky parameters for orthogonal polynomials on the unit circle as they relate to the problem of Steklov, bounding the polynomials' uniform norm independent of $n$.
Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…
We investigate spectral properties of a discrete random displacement model, a Schr\"odinger operator on $\ell^2(\Z^d)$ with potential generated by randomly displacing finitely supported single-site terms from the points of a sublattice of…
We develop some new analytic bounds on transmission probabilities (and the related reflection probabilities and Bogoliubov coefficients) for generic one-dimensional scattering problems. To do so we rewrite the Schrodinger equation for some…
The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…
Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…
Delone operators are Schr\"odinger operators in multi-dimensional Euclidean space with a potential given by the sum of all translates of a given "single-site potential" centred at the points of a Delone set. In this paper, we use…
We consider the multi-particle Anderson model on the lattice with infinite range but sub-exponentially decaying interaction and show the Anderson localization consisting of the spectral exponential and the strong dynamical localization. In…
We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…
The perturbation theory is developed for joint statistics of the advanced and retarded Green's functions of the 1D Schrodinger equation with a piecewise-constant random potential. Using this method, analytical expressions are obtained for…
We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…