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This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…

Statistics Theory · Mathematics 2016-03-09 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

Borell's inequality states the existence of a positive absolute constant $C>0$ such that for every $1\leq p\leq q$ $$ \left(\mathbb E|\langle X, e_n\rangle|^p\right)^\frac{1}{p}\leq\left(\mathbb E|\langle X,…

Metric Geometry · Mathematics 2025-09-08 David Alonso-Gutiérrez , Luis C. García-Lirola

For real L\'{e}vy processes $(X\_t)\_{t \geq 0}$ having no Brownian component with Blumenthal-Getoor index $\beta$, the estimate $\E \sup\_{s \leq t} | X\_s - a\_p s |^p \leq C\_p t$ for every $t \in [0,1]$ and suitable $a\_p \in \R$ has…

Probability · Mathematics 2016-08-16 Harald Luschgy , Gilles Pagès

The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational…

Optimization and Control · Mathematics 2018-11-14 Etienne de Klerk , Monique Laurent

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

Fix any $\lambda\in\mathbb{C}$. We say that a set $S\subseteq\mathbb{C}$ is $\lambda$-$convex$ if, whenever $a$ and $b$ are in $S$, the point $(1-\lambda)a+\lambda b$ is also in $S$. If $S$ is also (topologically) closed, then we say that…

Complex Variables · Mathematics 2020-09-01 Stephen Fenner , Frederic Green , Steven Homer

Let $C$ and $K$ be centrally symmetric convex bodies in ${\mathbb R}^n$. We show that if $C$ is isotropic then \begin{equation*}\|{\bf t}\|_{C^s,K}=\int_{C}\cdots\int_{C}\Big\|\sum_{j=1}^st_jx_j\Big\|_K\,dx_1\cdots dx_s \leq c_1L_C(\log…

Functional Analysis · Mathematics 2022-08-15 Nikos Skarmogiannis

Consider a measure-preserving transition kernel $T$ on an arbitrary probability space $(\mathbb X,\mathcal cA,\pi)$. In this level of generality, we prove that a one-step hyper-contractivity estimate of the form $\|T\|_{p\to q}\le 1$ with…

Probability · Mathematics 2026-02-20 Justin Salez

The bounds for absolute moments of order statistics are established. Let $X_1,\dots ,X_n$ be independent identically distributed real-valued random variables and let $X_{1:n}\le \dots \le X_{n:n}$ be the corresponding order statistics. The…

Probability · Mathematics 2016-08-01 Nadezhda V. Gribkova

We establish the following universality property in high dimensions: Let $X$ be a random vector with density in $\mathbb{R}^n$. The density function can be arbitrary. We show that there exists a fixed unit vector $\theta \in \mathbb{R}^n$…

Metric Geometry · Mathematics 2016-04-28 Bo'az Klartag

We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…

Probability · Mathematics 2022-12-12 Holger Dette , Dominik Tomecki , Martin Venker

A remarkable conjecture of Feige (2006) asserts that for any collection of $n$ independent non-negative random variables $X_1, X_2, \dots, X_n$, each with expectation at most $1$, $$ \mathbb{P}(X < \mathbb{E}[X] + 1) \geq \frac{1}{e}, $$…

Probability · Mathematics 2023-09-20 Abdulmajeed Alqasem , Heshan Aravinda , Arnaud Marsiglietti , James Melbourne

In this paper, we examine a finite element approximation of the steady $p(\cdot)$-Navier-Stokes equations ($p(\cdot)$ is variable dependent) and prove orders of convergence by assuming natural fractional regularity assumptions on the…

Numerical Analysis · Mathematics 2024-11-15 Luigi C. Berselli , Alex Kaltenbach

Let $y$ be a random vector in \rn, satisfying $$ \Bbb E \, \tens{y} = id. $$ Let $M$ be a natural number and let $y_1 \etc y_M$ be independent copies of $y$. We prove that for some absolute constant $C$ $$ \enor{\frac{1}{M} \sum_i…

Metric Geometry · Mathematics 2016-09-06 Mark Rudelson

We establish upper bounds for the expected $p$-th power of the Gaussian-smoothed $p$-Wasserstein distance between a probability measure $\mu$ and the corresponding empirical measure $\mu_N$, whenever $\mu$ has finite $q$-th moment for some…

Probability · Mathematics 2026-02-04 Andrea Cosso , Mattia Martini , Laura Perelli

We introduce a new generalization of relative entropy to non-negative vectors with sums $\gt 1$. We show in a purely combinatorial setting, with no probabilistic considerations, that in the presence of linear constraints defining a convex…

Information Theory · Computer Science 2024-05-08 Kostas N. Oikonomou

In this paper we extend complex uniform convexity estimates for $\mathbb{C}$ to $ \mathbb{R}^n$ and determine best constants. Furthermore we provide the link to log-Sobolev inequalities and hypercontractivity estimates for ultraspherical…

Functional Analysis · Mathematics 2020-04-14 Paata Ivanisvili , Alexander Lindenberger , Paul F. X. Müller , Michael Schmuckenschläger

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Probability · Mathematics 2012-11-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

The Gaussian Correlation Conjecture states that for any two symmetric, convex sets in n-dimensional space and for any centered, Gaussian measure on that space, the measure of the intersection is greater than or equal to the product of the…

Probability · Mathematics 2016-09-06 Gideon Schechtman , Thomas Schlumprecht , Joel Zinn

Let $n$ be a sufficiently large natural number and let $B$ be an origin-symmetric convex body in $R^n$ in the $\ell$-position, and such that the normed space $(R^n,\|\cdot\|_B)$ admits a $1$-unconditional basis. Then for any…

Metric Geometry · Mathematics 2017-02-21 Konstantin Tikhomirov
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