Related papers: A Gaussian upper bound for martingale small-ball p…

In this paper we study approximations for the boundary crossing probabilities of moving sums of i.i.d. normal r.v. We approximate a discrete time problem with a continuous time problem allowing us to apply established theory for stationary…

Let $(\Omega,\mathcal{F}, \mathbb{P})$ be a probability space and $E$ be a finite set. Assume that $X=(X_n)$ is an irreducible and aperiodic Markov chain, defined on $(\Omega,\mathcal{F}, \mathbb{P})$, with values in $E$ and with transition…

We present an infinite family of finite planar graphs $\{X_n\}$ with degree at most five and such that for some constant $c > 0$, $$ \lambda_1(X_n) \geq c(\frac{\log \diam(X_n)}{\diam(X_n)})^2\,, $$ where $\lambda_1$ denotes the smallest…

Given low order moment information over the random variables $\mathbf{X} = (X_1,X_2,\ldots,X_p)$ and $Y$, what distribution minimizes the Hirschfeld-Gebelein-R\'{e}nyi (HGR) maximal correlation coefficient between $\mathbf{X}$ and $Y$,…

We establish bounds on the KL divergence between two multivariate Gaussian distributions in terms of the Hamming distance between the edge sets of the corresponding graphical models. We show that the KL divergence is bounded below by a…

For $t \in \mathbb{N}$ and every $i\in[t]$, let $H_i$ be a $d_i$-regular connected graph, with $1<|V(H_i)|\le C$ for some integer $C\ge 2$. Let $G=\square_{i=1}^tH_i$ be the Cartesian product of $H_1, \ldots, H_t$. We show that if $t\ge 5C$…

Let $E$ be a bounded open subset of $\mathbb{R}^n$. We study the following questions: For i.i.d. samples $X_1, \dots, X_N$ drawn uniformly from $E$, what is the probability that $\cup_i \mathbf{B}(X_i, \delta)$, the union of $\delta$-balls…

We compare level-set percolation for Gaussian free fields (GFFs) defined on a rectangular subset of $\delta \mathbb{Z}^2$ to level-set percolation for GFFs defined on the corresponding metric graph as the mesh size $\delta$ goes to 0. In…

We consider a random walk X_n in Z_+, starting at X_0=x>= 0, with transition probabilities P(X_{n+1}=X_n+1|X_n=y>=1)=1/2-\delta/(4y+2\delta) P(X_{n+1}=X_n+1|X_n=y>=1)=1/2+\delta/(4y+2\delta) and X_{n+1}=1 whenever X_n=0. We prove that the…

Let $\{X_i,i=1,2,...\}$ be i.i.d. standard gaussian variables. Let $S_n=X_1+...+X_n$ be the sequence of partial sums and $$ L_n=\max_{0\leq i<j\leq n}\frac{S_j-S_i}{\sqrt{j-i}}. $$ We show that the distribution of $L_n$, appropriately…

Let $M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the boundary case. As $n \to \infty$, $M_n- {3 \over 2} \log n$ is tight (see [1][9][2]). We establish here a law of iterated logarithm for the…

We show that if one can compute a little more than a particular moment for some family of L-functions, then one has upper bounds of the conjectured order of magnitude for all smaller (positive, real) moments and a one-sided central limit…

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…

In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

Consider a random walk whose (light-tailed) increments have positive mean. Lower and upper bounds are provided for the expected maximal value of the random walk until it experiences a given drawdown d. These bounds, related to the Calmar…

Let $X$ denote a nonnegative random variable with $\mathsf{E} X<\infty$. Upper and lower bounds on $\mathsf{E} X-\exp\mathsf{E}\ln X$ are obtained, which are exact, in terms of $V_X$ and $E_X$ for the upper bound and in terms of $V_X$ and…

We prove the four-dimensional Gaussian random vector maximum conjecture. This conjecture asserts that among all centered Gaussian random vectors $X=(X_1,X_2,X_3,X_4)$ with $E[X_i^2]=1$, $1\le i\le 4$, the expectation…

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

Let $R_n=\max_{0\leq j\leq n}S_j-S_n$ be a random walk $S_n$ reflected in its maximum. Except in the trivial case when $P(X\ge0)=1$, $R_n$ will pass over a horizontal boundary of any height in a finite time, with probability 1. We extend…

A recent SICOMP paper on classical and quantum algorithms for the shortest vector problem introduced a lattice-dependent parameter \(\gamma(L)\), bounded universally in the exponential sense by \(2^{0.402n+o(n)}\), and conjectured that this…