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Uniform probability distributions on $\ell_p$ balls and spheres have been studied extensively and are known to behave like product measures in high dimensions. In this note we consider the uniform distribution on the intersection of a…

Probability · Mathematics 2016-09-27 Sourav Chatterjee

We derive out naturally some important distributions such as high order normal distributions and high order exponent distributions and the Gamma distribution from a geometrical way. Further, we obtain the exact mean-values of integral form…

Probability · Mathematics 2017-05-04 Cheng-shi Liu

Inspired by an extension of Wiener's lemma on the relation of measures $\mu$ on the unit circle and their Fourier coefficients $\widehat{\mu}(k_n)$ along subsequences $(k_n)$ of the natural numbers by Cuny, Eisner and Farkas [CEF19,…

Functional Analysis · Mathematics 2020-05-12 Eike Schulte

In this paper, we introduce a notion called "Approximate Ultrametricity" which encapsulates the phenomenology of a sequence of random probability measures having supports that behave like ultrametric spaces insofar as they decompose into…

Probability · Mathematics 2017-03-08 Aukosh Jagannath

We consider the moment space $\mathcal{M}_n$ corresponding to $p \times p$ real or complex matrix measures defined on the interval $[0,1]$. The asymptotic properties of the first $k$ components of a uniformly distributed vector $(S_{1,n},…

Probability · Mathematics 2011-05-18 Jan Nagel , Holger Dette

We establish quantitative comparisons between classical distances for probability distributions belonging to the class of convex probability measures. Distances include total variation distance, Wasserstein distance, Kullback-Leibler…

Probability · Mathematics 2021-12-17 Arnaud Marsiglietti , Puja Pandey

The new numerical version of the Wigner approach to quantum mechanics for treatment thermodynamic properties of strongly coupled systems of particles has been developed for extreme conditions, when analytical approximations obtained in…

Plasma Physics · Physics 2018-01-17 A. S. Larkin , V. S. Filinov , V. E. Fortov

Starting from concentration of measure hypotheses on $m$ random vectors $Z_1,\ldots, Z_m$, this article provides an expression of the concentration of functionals $\phi(Z_1,\ldots, Z_m)$ where the variations of $\phi$ on each variable…

Probability · Mathematics 2023-06-27 Cosme Louart , Romain Couillet

The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex…

Algebraic Geometry · Mathematics 2020-07-08 Kathlén Kohn , Boris Shapiro , Bernd Sturmfels

We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…

Probability · Mathematics 2024-12-23 Félix Foutel-Rodier

The Bernoulli sieve is a random allocation scheme obtained by placing independent points with the uniform [0,1] law into the intervals made up by successive positions of a multiplicative random walk with factors taking values in the…

Probability · Mathematics 2013-04-17 Alexander Iksanov , Alexander Marynych , Vladimir Vatutin

Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution function. The Glivenko-Cantelli theorem…

Probability · Mathematics 2011-02-22 Daniel Fresen

We examine Fourier frames and, more generally, frame measures for different probability measures. We prove that if a measure has an associated frame measure, then it must have a certain uniformity in the sense that the weight is distributed…

Functional Analysis · Mathematics 2021-07-20 Dorin Ervin Dutkay , Chun-Kit Lai

We introduce the notion of Benjamini-Schramm convergence for quantum graphs. This notion of convergence, intended to play the role of the already existing notion for discrete graphs, means that the restriction of the quantum graph to a…

Spectral Theory · Mathematics 2020-08-14 Nalini Anantharaman , Maxime Ingremeau , Mostafa Sabri , Brian Winn

We show that certain statements related to the Fourier-Walsh expansion of functions with respect to a biased measure on the discrete cube can be deduced from the respective results for the uniform measure by a simple reduction. In…

Combinatorics · Mathematics 2010-11-25 Nathan Keller

We consider the problem of estimating small ball probabilities $\mathbb P\{f(G) \leqslant \delta \mathbb Ef(G)\}$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend…

Functional Analysis · Mathematics 2021-07-29 Grigoris Paouris , Konstantin Tikhomirov , Petros Valettas

In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…

Probability · Mathematics 2024-09-17 A. A. Dorogovtsev , Naoufel Salhi

New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The…

Statistics Theory · Mathematics 2022-04-26 Stéphane Lhaut , Anne Sabourin , Johan Segers

We show that by taking into account randomness of realization of experimental contexts it is possible to construct common Kolmogorov space for data collected for these contexts, although they can be incompatible. We call such a construction…

Quantum Physics · Physics 2015-06-19 Andrei Khrennikov

Caffarelli's contraction theorem states that probability measures with uniformly logconcave densities on R d can be realized as the image of a standard Gaussian measure by a globally Lipschitz transport map. We discuss some counterexamples…

Functional Analysis · Mathematics 2024-02-08 Max Fathi , Matthieu Fradelizi , Nathael Gozlan , Simon Zugmeyer