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We examine how the measure and the number of vertices of the convex hull of a random sample of $n$ points from an arbitrary probability measure in $\mathbf{R}^d$ relates to the wet part of that measure. This extends classical results for…

``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.'' Suppose $X, X'$ are independent and identically distributed…

In this paper a numerical method is presented, which finds a lower bound for the mutual information between a binary and an arbitrary finite random variable with joint distributions that have a variational distance not greater than a known…

This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

We prove the following group analogue of the well-known Heyde theorem on a characterization of the Gaussian distribution on the real line. Let $X$ be a second countable locally compact Abelian group containing no subgroups topologically…

This note presents some equalities in law for $Z_N:=\det(\Id-G)$, where $G$ is an element of a subgroup of the set of unitary matrices of size $N$, endowed with its unique probability Haar measure. Indeed, under some general conditions,…

We show equivalence of pure point diffraction and pure point dynamical spectrum for measurable dynamical systems build from locally finite measures on locally compact Abelian groups. This generalizes all earlier results of this type. Our…

We prove the spectral gap property for random walks on the product of two non-locally isomorphic analytic real or p-adic compact groups with simple Lie algebras, under the necessary condition that the marginals posses a spectral gap.…

We introduce the notion of Bartlett spectral measure for isometrically invariant random measures on proper metric commutative spaces. When the underlying Gelfand pair corresponds to a higher-rank, connected, simple matrix Lie group with…

We consider the notion of the matrix (tensor) distribution of a measurable function of several variables. On the one hand, it is an invariant of this function with respect to a certain group of transformations of variables; on the other…

We prove Gaussian concentration inequalities for maximal displacement of compactly supported random walks on a compactly generated locally compact group with polynomial growth. Concentration inequalities with different exponents hold for…

We construct a family of probability measures on the group of Hamiltonian diffeomorphisms of a closed symplectic manifold $(M,\omega)$. We show that these measures are Borel measures with respect to the topology induced by the Hofer metric.…

We study pairs of subsets $A, B$ of a compact abelian group $G$ where the sumset $A+B:=\{a+b: a\in A, b\in B\}$ is small. Let $m$ and $m_{*}$ be Haar measure and inner Haar measure on $G$, respectively. Given $\varepsilon>0$, we classify…

We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…

A simple construction of Euclidean invariant and reflection positive measures on the cylindrical compactification is performed under a weaker hypothesis than has recently been obtained. Moreover, the results are extended to the case when…

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Measuring the correlation (association) between two random variables is one of the important goals in statistical applications. In the literature, the covariance between two random variables is a widely used criterion in measuring the…

Let $A$ and $B$ be two $N$ by $N$ deterministic Hermitian matrices and let $U$ be an $N$ by $N$ Haar distributed unitary matrix. It is well known that the spectral distribution of the sum $H=A+UBU^*$ converges weakly to the free additive…

In this paper we consider a random variable $Y$ contamined by an independent additive noise $Z$. We assume that $Z$ has known distribution. Our purpose is to test the distribution of the unobserved random variable $Y$. We propose a data…