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In a companion article we have introduced a notion of multiscale functional inequalities for functions $X(A)$ of an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. These inequalities are multiscale weighted versions…
In this note we derive a sharp concentration inequality for the supremum of a smooth random field over a finite dimensional set. It is shown that this supremum can be bounded with high probability by the value of the field at some…
Asymptotic concentration behaviors of linear combinations of weight distributions on the random linear code ensemble are presented. Many important properties of a binary linear code can be expressed as the form of a linear combination of…
We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of…
We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…
Let $T$ be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry--Esseen type bounds for $T$ are obtained. The bounds are the best possible for many known statistics.…
We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…
A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products between tensors, from which a strong link can be established…
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…
This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…
We introduce a remarkable new family of norms on the space of $n \times n$ complex matrices. These norms arise from the combinatorial properties of symmetric functions, and their construction and validation involve probability theory,…
In this paper the main results in arXiv:0901.3179v3, related to the matrix representation of polynomial maps, are restated in traditional way of linear algebra assuming that variable vectors are presented as column vectors. Some new results…
This paper presents a noncommutative theory of symmetric functions, based on the notion of quasi-determinant. We begin with a formal theory, corresponding to the case of symmetric functions in an infinite number of independent variables.…
The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
We present a brief introduction to the theory of operator limits of random matrices to non-experts. Several open problems and conjectures are given. Connections to statistics, integrable systems, orthogonal polynomials, and more, are…
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…
We compute the uniform probability that finitely many polynomials over a finite field are pairwise coprime and compare the result with the formula one gets using the natural density as probability measure. It will turn out that the formulas…
We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…