Related papers: Measure Concentration on Fermi Balls
This article considers the question of how much of the mass of an element in a Paley-Wiener space can be concentracted on a given set. We seek bounds in terms of relative densities of the given set. We extend a result of Donoho and Logan…
The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…
We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…
The concentration of measure prenomenon roughly states that, if a set $A$ in a product $\Omega^N$ of probability spaces has measure at least one half, ``most'' of the points of $\Omega^N$ are ``close'' to $A$. We proceed to a systematic…
A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…
On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure,…
Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…
The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…
We study how measures with finite lower density are distributed around $(n-m)$-planes in small balls in $\mathbb{R}^n$. We also discuss relations between conical upper density theorems and porosity. Our results may be applied to a large…
Suppose A is a finite set equipped with a probability measure P and let M be a ``mass'' function on A. We give a probabilistic characterization of the most efficient way in which A^n can be almost-covered using spheres of a fixed radius. An…
In this paper we propose a method to construct probability measures on the space of convex bodies with a given pushforward distribution. Concretely we show that there is a measure on the metric space of centrally symmetric convex bodies,…
We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
In this article, we study the convergence of the empirical spectral measure of twisted Toeplitz matrices subject to small random perturbations. We show that the empirical spectral measure converges weakly in probability to the push-forward…
In these notes, uniform convergence on compacta is studied on the space of functions taking values in the set of finite Borel measures. Related limit theorems, including L\'evy's continuity theorem and functional limit theorems for…
Necessary and sufficient conditions for weak and vague convergence of measures are important for a diverse host of applications. This paper aims to give a comprehensive description of the relationship between the two modes of convergence…
The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…
The problem of measuring an unbounded system attribute near a singularity has been discussed. Lenses have been introduced as formal objects to study increasingly precise measurements around the singularity and a specific family of lenses…
In this article we investigate high-dimensional banded sample covariance matrices under the regime that the sample size $n$, the dimension $p$ and the bandwidth $d$ tend simultaneously to infinity such that $$n/p\to 0 \ \ \text{and} \ \…
This paper investigates the relationship between various measure-theoretic properties of U-statistics with fixed sample size $N$ and the same properties of their kernels. Specifically, the random variables are replaced with elements in some…
This paper deals with weighted isoperimetric inequalities relative to cones of $\mathbb{R}^{N}$. We study the structure of measures that admit as isoperimetric sets the intersection of a cone with balls centered at the vertex of the cone.…