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We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.

Probability · Mathematics 2015-10-14 Phil Kopel

Given $2\le k\le n$, the minimal $(n-1)$-dimensional Gaussian measure of the union of the boundaries of $k$ disjoint sets of equal Gaussian measure in $\R^n$ whose union is $\R^n$ is of order $\sqrt{\log k}$. A similar results holds also…

Probability · Mathematics 2011-03-02 Gideon Schechtman

Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

Methodology · Statistics 2020-05-20 Jami J. Mulgrave , Subhashis Ghosal

We investigate a convexity properties for normalized log moment generating function continuing a recent investigation of Chen of convex images of Gaussians. We show that any variable satisfying a ``Ehrhard-like'' property for its…

Probability · Mathematics 2025-10-09 Maite Fernández-Unzueta , James Melbourne , Gerardo Palafox-Castillo

We study the connection between the concavity properties of a measure $\nu$ and the convexity properties of the associated relative entropy $D(\cdot \Vert \nu)$ along optimal transport. As a corollary we prove a new dimensional…

Metric Geometry · Mathematics 2026-03-24 Gautam Aishwarya , Liran Rotem

We generalize the hyperplane inequality in dimensions up to 4 to the setting of arbitrary measures in place of the volume. To prove this generalization we establish stability in the affirmative part of the solution to the Busemann-Petty…

Metric Geometry · Mathematics 2011-02-22 Alexander Koldobsky

We prove that if a level set of a degree $n$ general inverse $\sigma_k$ equation $f(\lambda_1, \cdots, \lambda_n) = \lambda_1 \cdots \lambda_n - \sum_{k = 0}^{n-1} c_k \sigma_k(\lambda) = 0$ is contained in $q + \Gamma_n$ for some $q \in…

Differential Geometry · Mathematics 2024-04-01 Chao-Ming Lin

It is known that random convex polygonal lines on $\mathbb{Z}_+^2$ (with the endpoints fixed at $0=(0,0)$ and $n=(n_1,n_2)\to\infty$) have a limit shape with respect to the uniform probability measure, identified as the parabola arc…

Probability · Mathematics 2011-11-01 Leonid V. Bogachev , Sakhavat M. Zarbaliev

We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. However, it does not achieve the oracle rate of convergence. In…

Machine Learning · Statistics 2017-06-06 Qiang Sun , Kean Ming Tan , Han Liu , Tong Zhang

Given a finite point set $P\subset\mathbb{R}^d$, we call a multiset $A$ a one-sided weak $\varepsilon$-approximant for $P$ (with respect to convex sets), if $|P\cap C|/|P|-|A\cap C|/|A|\leq\varepsilon$ for every convex set $C$. We show…

Combinatorics · Mathematics 2016-05-31 Boris Bukh , Gabriel Nivasch

We present randomized algorithms for sampling the standard Gaussian distribution restricted to a convex set and for estimating the Gaussian measure of a convex set, in the general membership oracle model. The complexity of integration is…

Data Structures and Algorithms · Computer Science 2013-07-12 Ben Cousins , Santosh Vempala

In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…

Statistical Mechanics · Physics 2007-12-16 Silvio M. Duarte Queiros , Constantino Tsallis

We prove the first robust dimension free isoperimetric result for the standard Gaussian measure $\gamma_n$ and the corresponding boundary measure $\gamma_n^+$ in $\mathbb {R}^n$. The main result in the theory of Gaussian isoperimetry…

Probability · Mathematics 2015-06-05 Elchanan Mossel , Joe Neeman

Certain measurements in celestial mechanics necessitate having the origin O of a Cartesian coordinate system (CCS) coincide with a point mass. For the two and three body problems we show mathematical inadequacies in Newton's celestial…

Mathematical Physics · Physics 2024-05-27 Harry Gingold , Jocelyn Quaintance

We prove a randomized version of the generalized Urysohn inequality relating mean-width to the other intrinsic volumes. To do this, we introduce a stochastic approximation procedure that sees each convex body K as the limit of intersections…

Metric Geometry · Mathematics 2016-06-30 Grigoris Paouris , Peter Pivovarov

Poisson distributed shot noise is normally considered in the Gaussian limit in cosmology. However, if the shot noise is large enough and the correlation function/power spectrum conspires, the Gaussian approximation mis-estimates the errors…

Astrophysics · Physics 2009-01-23 J. D. Cohn

In axion-Maxwell theory at the minimal axion-photon coupling, we find non-invertible 0- and 1-form global symmetries arising from the naive shift and center symmetries. Since the Gauss law is anomalous, there is no conserved,…

High Energy Physics - Theory · Physics 2023-09-19 Yichul Choi , Ho Tat Lam , Shu-Heng Shao

$ \newcommand{\R}{\ensuremath{\mathbb{R}}} \newcommand{\lat}{\mathcal{L}} \newcommand{\ensuremath}[1]{#1} $We show that for any lattice $\lat \subseteq \R^n$ and vectors $\vec{x}, \vec{y} \in \R^n$, \[ \rho(\lat + \vec{x})^2 \rho(\lat +…

Probability · Mathematics 2019-01-28 Oded Regev , Noah Stephens-Davidowitz

We study the asymptotic behaviour of both spherical $t$-designs and random uniform designs as the set of sampling points in non-parametric regression with spherical regressors of arbitrary dimension. We show that the corresponding…

Statistics Theory · Mathematics 2026-05-05 Martin Kroll

In this note, we derive an asymptotically sharp upper bound on the number of lattice points in terms of the volume of centrally symmetric convex bodies. Our main tool is a generalization of a result of Davenport that bounds the number of…

Metric Geometry · Mathematics 2013-10-25 Matthias Henze