Related papers: A note on gaussian distributions in R^n

Let $\Gamma$ be a Zariski dense Anosov subgroup of a connected semisimple real algebraic group $G$. For a maximal horospherical subgroup $N$ of $G$, we show that the space of all non-trivial $NM$-invariant ergodic and $A$-quasi-invariant…

We discuss models of primordial density perturbations where the non-Gaussianity is strongly scale-dependent. In particular, the non-Gaussianity may have a sharp cut-off and be very suppressed on large cosmological scales, but sizeable on…

We study statistical properties of the truncated flat spot map $f_t(x)$. In particular, we investigate whether for large $n$, the deviations $\sum_{i=0}^{n-1} \left(f_t^i(x_0)-\frac 12\right)$ upon rescaling satisfy a $Q$-Gaussian…

We use the ellipsoidal collapse approximation to investigate the nonlinear redshift space evolution of the density field with primordial non-Gaussianity of the local f_{nl}-type. We utilize the joint distribution of eigenvalues of the…

It is known that a linear hamiltonian system has too many invariant measures, thus the problem of convergence to Gibbs measure has no sense. We consider linear hamiltonian systems of arbitrary finite dimension and prove that, under the…

Anomalous diffusion and non-Gaussian statistics are detected experimentally in a two-dimensional driven-dissipative system. A single-layer dusty plasma suspension with a Yukawa interaction and frictional dissipation is heated with laser…

In this paper, a new probability distribution, referred to as the matrix Fisher-Gaussian (MFG) distribution, is proposed on the nonlinear manifold $\mathrm{SO}(3)\times\mathbb{R}^n$. It is constructed by conditioning a (9+n)-variate…

Let $\mu$ be a probability measure on $\mathbb{R}^n$ with a bounded density $f$. We prove that the marginals of $f$ on most subspaces are well-bounded. For product measures, studied recently by Rudelson and Vershynin, our results show there…

Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…

We prove the existence of almost isoperimetric extremisers for two classes of probability measures defined respectively on the Grushin space and a stratified Lie group. It turns out such extremisers can be regarded as a type of anisotropic…

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

We consider finite point subsets (distributions) in compact metric spaces. In the case of general rectifiable metric spaces, non-trivial bounds for sums of distances between points of distributions and for discrepancies of distributions in…

The halfspace depth is a well studied tool of nonparametric statistics in multivariate spaces, naturally inducing a multivariate generalisation of quantiles. The halfspace depth of a point with respect to a measure is defined as the infimum…

We introduce Gaussian-type measures on the manifold of all metrics with a fixed volume form on a compact Riemannian manifold of dimension $\geq 3$. For this random model we compute the characteristic function for the $L^2$ (Ebin) distance…

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

A recent paper by T. Dauxois entitled "Non-Gaussian distributions under scrutiny" is submitted to scrutiny. Several comments on its content are made, which constitute, at the same time, a brief state-of-the-art review of nonextensive…

We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables, then exciting research avenues remain open. Among these…

We prove that the distribution density of any non-constant polynomial $f(\xi_1,\xi_2,\ldots)$ of degree $d$ in independent standard Gaussian random variables $\xi$ (possibly, in infinitely many variables) always belongs to the…

We study certain infinite-dimensional probability measures in connection with frame analysis. Earlier work on frame-measures has so far focused on the case of finite-dimensional frames. We point out that there are good reasons for a sharp…

The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…