Related papers: Push forward measures and concentration phenomena
Let $\mu$ be a measure on the Euclidean space $\R^d$ of unbounded total variation that is positive or translation bounded and has a pure point Fourier transform in the sense of distributions $\hat\mu$. We prove that the measure $\nu$ with…
We study the Kantorovich-Rubinstein transhipment problem when the difference between the source and the target is not anymore a balanced measure but belongs to a suitable subspace $X(\Omega)$ of first order distribution. A particular…
In a metric space $(X,d)$ we reconstruct an approximation of a Borel measure $\mu$ starting from a premeasure $q$ defined on the collection of closed balls, and such that $q$ approximates the values of $\mu$ on these balls. More precisely,…
We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures…
Let $M$ be a compact connected Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(d x):=e^{V(x)}d x$ is a probability measure, and let $\{\lambda_i\}_{i\ge 1} $ be all non-trivial eigenvalues of $-L$ with Neumann…
The FAMU experiment aims to accurately measure the hyperfine splitting of the ground state of the muonic hydrogen atom. A measurement of the transfer rate of muons from hydrogen to heavier gases is necessary for this purpose. In June 2014,…
In this work we design a general method for proving moment inequalities for polynomials of independent random variables. Our method works for a wide range of random variables including Gaussian, Boolean, exponential, Poisson and many…
Let $X$ be a metric space and let $\mu$ be a probability measure on it. Consider a Lipschitz map $T: X \rightarrow \Rn$, with Lipschitz constant $\leq 1$. Then one can ask whether the image $TX$ can have large projections on many…
Given a metric space with a Borel probability measure, for each integer $N$ we obtain a probability distribution on $N\times N$ distance matrices by considering the distances between pairs of points in a sample consisting of $N$ points…
We give concentration inequalities in Wasserstein distance for the empirical measure of a sequence of independent and identically distributed random variables with values in a Polish space E. These inequalities involve the covering…
In this paper, we are concerned with obtaining distribution-free concentration inequalities for mixture of independent Bernoulli variables that incorporate a notion of variance. Missing mass is the total probability mass associated to the…
Let H=A+UBU* where A and B are two N-by-N Hermitian matrices and U is a Haar-distributed random unitary matrix, and let \mu_H, \mu_A, and \mu_B be empirical measures of eigenvalues of matrices H, A, and B, respectively. Then, it is known…
Lecture notes as per the title. In the first part, the concepts of a measurable space, measurable maps between measurable spaces and that of a measure on a measurable space are introduced, after which the fundamentals of the theory of…
In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…
The anti-concentration phenomenon in probability theory has been intensively studied in recent years, with applications across many areas of mathematics. In most existing works, the ambient probability space is a product space generated by…
We prove here the concentration of measure inequality for Lipschitz function on the Hamming cube with values in any Banach spaces of finite cotype.
We study the dynamics of polynomial-like mappings in several variables. A special case of our results is the following theorem. Let f be a proper holomorphic map from an open set U onto a Stein manifold V, $U\subset\subset V$. Assume f is…
Let $E$ be a Moran set on $\mathbb{R}^1$ associated with a closed interval $J$ and two sequences $(n_k)_{k=1}^\infty$ and $(\mathcal{C}_k=(c_{k,j})_{j=1}^{n_k})_{k\geq1}$. Let $\mu$ be the infinite product measure (Moran measure) on $E$…
Consider the metric space $(\mathcal{P}_2(\mathbb{R}^d),W_2)$ of square integrable laws on $\mathbb{R}^d$ with the topology induced by the 2-Wasserstein distance $W_2$. Let $\Phi: \mathcal{P}_2( \mathbb{R}^d) \to \mathbb{R}$ be a function…
We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…