Related papers: A note on Gaussian correlation inequalities for no…
Angular equivalence is introduced and shown to be an equivalence relation among the norms on a fixed real vector space. It is a finer notion than the usual (topological) notion of norm equivalence. Angularly equivalent norms share certain…
We prove that if $K$ is a symmetric and isotropic convex body in $\mathbb{R}^n$, then $$\int_K\langle x,u\rangle^2\,dx\int_{K^\circ}\langle x,u\rangle^2\,dx\leq \left(\int_{B_2^n}\langle x,u\rangle^2\,dx\right)^2,\qquad\forall…
Motivated by the study of the propagation of convexity by semi-groups of stochastic differential equations and convex comparison between the distributions of solutions of two such equations, we study the comparison for the convex order…
Covariance matrix estimation concerns the problem of estimating the covariance matrix from a collection of samples, which is of extreme importance in many applications. Classical results have shown that $O(n)$ samples are sufficient to…
Let $K$ be an isotropic symmetric convex body in ${\mathbb R}^n$. We show that a subspace $F\in G_{n,n-k}$ of codimension $k=\gamma n$, where $\gamma\in (1/\sqrt{n},1)$, satisfies $$K\cap F\subseteq \frac{c}{\gamma }\sqrt{n}L_K (B_2^n\cap…
This paper is devoted to Gaussian interpolation inequalities with endpoint cases corresponding to the Gaussian Poincar\'e and the logarithmic Sobolev inequalities, seen as limits in large dimensions of Gagliardo-Nirenberg-Sobolev…
The isodiametric inequality is derived from the isoperimetric inequality trough a variational principle, establishing that balls maximize the perimeter among convex sets with fixed diameter. This principle brings also quantitative…
A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…
The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…
The cosmological dynamics of gravitational clustering satisfies an approximate invariance with respect to the cosmological parameters that is often used to simplify analytical computations. We describe how this approximate symmetry gives…
An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…
We study subspace concentration of dual curvature measures of convex bodies $K$ satisfying $\gamma (-K)\subseteq K$ for some $\gamma \in (0,1]$. We present upper bounds on the subspace concentration depending on $\gamma$, which, in…
We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…
A symmetric subset of the reals is one that remains invariant under some reflection z --> c-z. We consider, for any 0 < x <= 1, the largest real number D(x) such that every subset of $[0,1]$ with measure greater than x contains a symmetric…
In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.
We consider a random variable $X$ that takes values in a (possibly infinite-dimensional) topological vector space $\mathcal{X}$. We show that, with respect to an appropriate "normal distance" on $\mathcal{X}$, concentration inequalities for…
Two sets in $\mathbb{R}^d$ are called homometric if they have the same covariogram, where the covariogram of a finite subset $K$ of $\mathbb{R}^d$ is the function associating to each $u \in \mathbb{R}^d$ the cardinality of $K \cap (K+u)$.…
In this paper, we develop a theoretical analysis to efficiently handle superpositions of waves with concentrated wavevector and frequency spectra, allowing an easy analytical description of fields with interesting transverse profiles.…
We prove Gaussian approximation theorems for specific $k$-dimensional marginals of convex bodies which possess certain symmetries. In particular, we treat bodies which possess a 1-unconditional basis, as well as simplices. Our results…
The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…