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We consider non-Gaussian extensions of the elliptic Ginibre ensemble of complex non-Hermitian random matrices by fixing the trace $\operatorname{Tr}(XX^*)$ of the matrix $X$ with a hard or soft constraint. These ensembles have correlated…

Probability · Mathematics 2018-08-24 Gernot Akemann , Milan Cikovic , Martin Venker

We establish a general criterion for the validity of inequalities of the following form: A certain convex combination of the values of a convex function at n points and of its value at a weighted mean of these n points is always greater or…

Functional Analysis · Mathematics 2008-03-21 Darij Grinberg

This article is concerned with the approximation of unbounded convex sets by polyhedra. While there is an abundance of literature investigating this task for compact sets, results on the unbounded case are scarce. We first point out the…

Optimization and Control · Mathematics 2023-05-04 Daniel Dörfler

We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type $U_n(S)$, where $U_n(x)$ is the $n$-th Chebyshev polynomial and $S$ is a standard…

Probability · Mathematics 2016-11-23 R. Simone

We suggest an hierarchy of all the results known so far about the connection of the asymptotics of combinatorial or representation theoretic problems with ``beta=2 ensembles'' arising in the random matrix theory. We show that all such…

Combinatorics · Mathematics 2007-05-23 Alexei Borodin , Grigori Olshanski

We prove that any two general probabilistic theories (GPTs) are entangleable, in the sense that their composite exhibits either entangled states or entangled measurements, if and only if they are both non-classical, meaning that neither of…

Quantum Physics · Physics 2022-05-02 Guillaume Aubrun , Ludovico Lami , Carlos Palazuelos , Martin Plávala

The main problem considered in the present paper is to single out classes of convex sets, whose convexity property is preserved under nonlinear smooth transformations. Extending an approach due to B.T. Polyak, the present study focusses on…

Optimization and Control · Mathematics 2019-06-06 Amos Uderzo

We introduce a contextual quantum system comprising mutually complementary observables organized into two or more collections of pseudocontexts with the same probability sums of outcomes. These pseudocontexts constitute non-orthogonal bases…

Quantum Physics · Physics 2024-04-05 Mirko Navara , Karl Svozil

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

Statistics Theory · Mathematics 2023-01-18 Martin Genzel , Christian Kipp

Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…

Statistical Mechanics · Physics 2016-09-15 Ricardo Marino , Satya N. Majumdar , Gregory Schehr , Pierpaolo Vivo

We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…

Quantum Physics · Physics 2018-11-30 Yanbao Zhang , Emanuel Knill , Peter Bierhorst

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

Information Theory · Computer Science 2021-01-11 Kostas N. Oikonomou

Cyclic systems of dichotomous random variables have played a prominent role in contextuality research, describing such experimental paradigms as the Klyachko-Can-Binicoglu-Shumovky, Einstein-Podolsky-Rosen-Bell, and Leggett-Garg ones in…

Quantum Physics · Physics 2021-05-19 Ehtibar N. Dzhafarov , Janne V. Kujala , Víctor H. Cervantes

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Statistics Theory · Mathematics 2021-03-29 Michael Bell , Yuval Kochman

One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions can be seen as a special case when the density matrix is restricted to be…

Quantum Physics · Physics 2009-01-12 Manfred K Warmuth , Dima Kuzmin

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…

In a bipartite Bell scenario involving two local measurements per party and two outcome per measurement, the measurement incompatibility in one wing is both necessary and sufficient to reveal the nonlocality. However, such a one-to-one…

Quantum Physics · Physics 2024-12-17 Sumit Mukherjee , A. K. Pan

We consider a different $L^p$-Minkowski combination of compact sets in $\mathbb{R}^n$ than the one introduced by Firey and we prove an $L^p$-Brunn-Minkowski inequality, $p \in [0,1]$, for a general class of measures called convex measures…

Functional Analysis · Mathematics 2016-01-20 Arnaud Marsiglietti

We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…

Complex Variables · Mathematics 2018-10-24 T. Carroll , J. Marzo , X. Massaneda , J. Ortega-Cerdà

We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…

Statistics Theory · Mathematics 2016-08-16 Christophe Chesneau , Guillaume Lecué