Related papers: Concentration of the information in data with log-…
Following Boros--Moll, a sequence $(a_n)$ is $m$-log-concave if $\mathcal{L}^j (a_n) \geq 0$ for all $j = 0, 1, \ldots, m$. Here, $\mathcal{L}$ is the operator defined by $\mathcal{L} (a_n) = a_n^2 - a_{n - 1} a_{n + 1}$. By a criterion of…
In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices $XX^*$ with isotropic log-concave $X$-columns. A main example is the covariance estimator of the uniform measure on isotropic convex…
We consider nonparametric maximum-likelihood estimation of a log-concave density in case of interval-censored, right-censored and binned data. We allow for the possibility of a subprobability density with an additional mass at $+\infty$,…
We prove new, general versions of Bernstein-von Mises theorem for both well-specified and misspecified models when the log-likelihood is concave in the parameter and the prior distribution is log-concave. Unlike classical versions of…
Concentration of measure is studied, and obtained, for stable and related random vectors.
The ability to achieve coordinated behavior --engineered or emergent-- on networked systems has attracted widespread interest over several fields. This has led to remarkable advances on the development of a theoretical understanding of the…
We settle a conjecture of B\'ona regarding the log-concavity of a certain statistic on parking functions by utilizing recent log-concavity results on matroids. This result allows us to also prove that connected, labeled graphs graded by…
In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence…
We study the infimum of the best constant in a functional inequality, the Brascamp-Lieb-like inequality, over auxiliary measures within a neighborhood of a product distribution. In the finite alphabet and the Gaussian cases, such an infimum…
We prove a sharp moment inequality for a log-concave or a log-convex function, on Gaussian random vectors. As an application we take a stability result for the classical logarithmic Sobolev inequality of L. Gross in the case where the…
We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…
In a recent paper, the first author proved the log-concavity of the coefficients of the characteristic polynomial of a matroid realizable over a field of characteristic 0, answering a long-standing conjecture of Read in graph theory. We…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
The Erdos-Davenport theorem on the multiples claims that for any set of natural numbers the set consisting of their multiples possesses the logarithmic density. An analogous statement is proved for the sets of rational multiples.
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
We establish two concentration inequalities for nonlinear stochastic system under time-varying contraction conditions. The key to our approach is an energy function termed Averaged Moment Generating Function (AMGF). By combining it with…
Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…
For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…
The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…