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It is well known that given two probability measures $\mu$ and $\nu$ on $\mathbb{R}$ in convex order there exists a discrete-time martingale with these marginals. Several solutions are known (for example from the literature on the Skorokhod…

Probability · Mathematics 2020-09-14 Mathias Beiglböck , David Hobson , Dominykas Norgilas

Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality. Using this fact to provide guarantees for the…

Statistics Theory · Mathematics 2024-07-11 Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li , Ruoqi Shen , Matthew Zhang

The Gauss-Minkowski correspondence in $\mathbb{R}^2$ states the existence of a homeomorphism between the probability measures $\mu$ on $[0,2\pi]$ such that $\int_0^{2\pi} e^{ix}d\mu(x)=0$ and the compact convex sets (CCS) of the plane with…

Probability · Mathematics 2014-04-03 Jean-François Marckert , David Renault

We consider orthogonally invariant probability measures on $\mathrm{GL}_n(\mathbb{R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices to the Lyapunov exponents of random matrix products independently drawn…

Dynamical Systems · Mathematics 2022-08-23 Diego Armentano , Gautam Chinta , Siddhartha Sahi , Michael Shub

Let $\mu$ be a probability distribution on a multi-state spin system on a set $V$ of sites; equivalently, a $d$-partite simplicial complex with distribution $\mu$ on maximal faces. For any pair of vertices $u,v\in V$, define the pairwise…

Combinatorics · Mathematics 2026-04-03 Jonathan Leake , Shayan Oveis Gharan

We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…

Probability · Mathematics 2025-10-07 Nicholas Christoffersen , Kyle Luh , Sean O'Rourke , Calum Shearer

In this paper, we construct a class of random measures $\mu^{\mathbf{n}}$ by infinite convolutions. Given infinitely many admissible pairs $\{(N_{k}, B_{k})\}_{k=1}^{\infty}$ and a positive integral sequence…

Functional Analysis · Mathematics 2025-04-23 Junjie Miao , Hongyi Liu , Hongbo Zhao

The concentration of measure phenomenon in Gauss' space states that every $L$-Lipschitz map $f$ on $\mathbb R^n$ satisfies \[ \gamma_{n} \left(\{ x : | f(x) - M_{f} | \geqslant t \} \right) \leqslant 2 e^{ - \frac{t^2}{ 2L^2} }, \quad t>0,…

Probability · Mathematics 2017-06-30 Petros Valettas

We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the…

Probability · Mathematics 2023-09-08 Heshan Aravinda

Very recently, E. H. Lieb and J. P. Solovej stated a conjecture about the constant of embedding between two Bergman spaces of the upper-half plane. A question in relation with a Werhl-type entropy inequality for the affine $AX+B$ group.…

Complex Variables · Mathematics 2020-11-10 David Békollè , Jocelyn Gonessa , Benoît F. Sehba

A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few…

Machine Learning · Computer Science 2018-12-03 Rong Ge , Holden Lee , Andrej Risteski

We study the moduli space of the spectral curves $y^2=W'(z)^2+f(z)$ which characterize the vacua of $\mathcal{N}=1$ U(n) supersymmetric gauge theories with an adjoint Higgs field and a polynomial tree level potential $W(z)$. It is shown…

Mathematical Physics · Physics 2015-06-12 Boris Konopelchenko , Luis Martínez Alonso , Elena Medina

In this paper, we study the spectrality of a class of Moran measures $\mu_{\mathcal{P},\mathcal{D}}$ on $\mathbb{R}$ generated by $\{(p_n,\mathcal{D}_n)\}_{n=1}^{\infty}$, where $\mathcal{P}=\{p_n\}_{n=1}^{\infty}$ is a sequence of positive…

Classical Analysis and ODEs · Mathematics 2024-05-07 Yali Zheng , Yingqing Xiao

We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…

Dynamical Systems · Mathematics 2023-03-21 Tomoki Inoue , Hisayoshi Toyokawa

A distinctive problem of harmonic analysis on $\R$ with respect to a Borel probability measure $\mu$ is identifying all $t\in\R$ such that both \[\left\{e^{-2\pi i\lambda x}: \lambda\in\Lambda\right\}\quad\text{and}\quad \left\{e^{-2\pi…

Classical Analysis and ODEs · Mathematics 2025-06-03 Zi-Chao Chi , Xing-Gang He , Zhi-Yi Wu

In this paper, we obtain stability results for the $L^{p}$-Poincar\'e inequality for both Lebesgue and Gaussian probability measures (Theorem 3.3 and Theorem 3.13) that involve explicit dependence on the geometry of the domain. As a…

Analysis of PDEs · Mathematics 2026-03-03 Nurgissa Yessirkegenov , Amir Zhangirbayev

Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we…

Probability · Mathematics 2010-12-24 Patrick Cattiaux , Arnaud Guillin , Pierre-André Zitt

We consider the isoperimetric inequality on the class of high-dimensional isotropic convex bodies. We establish quantitative connections between two well-known open problems related to this inequality, namely, the thin shell conjecture, and…

Metric Geometry · Mathematics 2013-05-14 Ronen Eldan

Let $G$ be a compact, connected simple Lie group and $\mathfrak{g}$ its Lie algebra. It is known that if $\mu $ is any $G$-invariant measure supported on an adjoint orbit in $\mathfrak{g}$, then for each integer $k$, the $k$% -fold…

Classical Analysis and ODEs · Mathematics 2016-12-06 Kathryn Hare , Jimmy He

Inspired by the recent results of C. Landim, G. Panizo and H.-T. Yau [LPY] on spectral gap and logarithmic Sobolev inequalities for unbounded conservative spin systems, we study uniform bounds in these inequalities for Glauber dynamics of…

Probability · Mathematics 2009-02-11 Djalil Chafai
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