Related papers: Convergence in total variation on Wiener chaos
This note establishes that if a sequence $P_n, n=1,\ldots$ of probability measures converges in total variation to the limiting probability measure $P$, and $\sigma$-algebras $\mathbb{A}$ and $\mathbb{B}$ are conditionally independent given…
This paper proves universality of the distribution of the smallest and largest gaps between eigenvalues of generalized Wigner matrices, under some smoothness assumption for the density of the entries. The proof relies on the Erd{\H…
A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…
In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived…
The full lattice convergence on a locally solid Riesz space is an abstraction of the topological, order, and relatively uniform convergences. We investigate four modifications of a full convergence $\mathbb{c}$ on a Riesz space. The first…
Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…
A homogenization principle for total variation We prove an inequality comparing the variational distance between pairs of product probability measures to its homogenized counterpart. If $P_1,\ldots,P_n,Q_1,\ldots,Q_n$ are arbitrary…
In this paper we discuss the convergence of distances associated to converging structures of Lipschitz vector fields and continuously varying norms on a smooth manifold. We prove that, under a mild controllability assumption on the limit…
In this article we provide a proof of the so called absolute continuity theorem for random dynamical systems on $R^d$ which have an invariant probability measure. First we present the construction of local stable manifolds in this case.…
This paper develops systematic approaches to obtain $f$-divergence inequalities, dealing with pairs of probability measures defined on arbitrary alphabets. Functional domination is one such approach, where special emphasis is placed on…
The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering nonnegative as well as invertible matrices, to a law of…
Under mild conditions on a family of independent random variables $(X_n)$ we prove that almost sure convergence of a sequence of tetrahedral polynomial chaoses of uniformly bounded degrees in the variables $(X_n)$ implies the almost sure…
The universal Vassiliev invariant from the perturbative Chern-Simons theory is actually a knot invariant without any correction term. The anomaly considered by Bott and Taubes is proved to be zero.
We provide a new proof of ``most" cases of the polynomial Wiener-Wintner theorem for $\sigma$-finite spaces, using hard-analytic methods. Specifically, we prove that whenever $(X,\mu,T)$ is a $\sigma$-finite measure-preserving system, and…
We provide a bound on a natural distance between finitely and infinitely supported elements of the unit sphere of $\ell^2(\mathbb{N}^*)$, the space of real valued sequences with finite $\ell^2$ norm. We use this bound to estimate the…
We prove a new family of inequalities involving squares of random variables belonging to the Wiener chaos associated with a given Gaussian field. Our result provides a substantial generalisation, as well as a new analytical proof, of an…
The present work analyzes the distribution function of the finite scale local Lyapunov exponent of a pair fluid particles trajectories in fully developed incompressible homogeneous isotropic turbulence. According to the hypothesis of fully…
It is known that the Poincar\'e inequality is equivalent to the quadratic transportation-variance inequality (namely $W_2^2(f\mu,\mu) \leqslant C_V \mathrm{Var}_\mu(f)$), see Jourdain \cite{Jourdain} and most recently Ledoux…
For the p-system with large BV initial data, an assumption introduced in [3] by Bakhvalov guarantees the global existence of entropy weak solutions with uniformly bounded total variation. The present paper provides a partial converse to…
We are interested in the Euler-Maruyama discretization of a stochastic differential equation in dimension $d$ with constant diffusion coefficient and bounded measurable drift coefficient. In the scheme, a randomization of the time variable…