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We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…

Pricing of Securities · Quantitative Finance 2021-01-21 Fabio Bellini , Pablo Koch-Medina , Cosimo Munari , Gregor Svindland

We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general…

Probability · Mathematics 2023-09-08 Giorgio Cipolloni , László Erdős , Dominik Schröder

We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…

Statistics Theory · Mathematics 2024-08-27 Alexandre Belloni , Ethan X. Fang , Shuting Shen

Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$…

Probability · Mathematics 2022-09-02 Royi Jacobovic , Or Zuk

Through a reformulation of the local limit theorem and law of small numbers, which is obtained by working in the spaces naturally associated to the limiting distributions, we discover a general and abstract framework for the investigation…

Probability · Mathematics 2015-04-21 Alberto Lanconelli

In this appendix to our paper with the same title posted on arxiv we give a quick proof of an inequality that can be substituted to Hastings's result, quoted as Lemma 1.9 in our previous paper. Our inequality is less sharp but also appears…

Operator Algebras · Mathematics 2012-11-07 Gilles Pisier

The Hessian Sobolev inequality of X.-J. Wang, and the Hessian Poincar\'e inequalities of Trudinger and Wang are fundamental to differential and conformal geometry, and geometric PDE. These remarkable inequalities were originally established…

Analysis of PDEs · Mathematics 2020-11-10 Igor E. Verbitsky

For a random vector X in R^n, we obtain bounds on the size of a sample, for which the empirical p-th moments of linear functionals are close to the exact ones uniformly on an n-dimensional convex body K. We prove an estimate for a general…

Functional Analysis · Mathematics 2007-05-23 Olivier Guedon , Mark Rudelson

The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…

Probability · Mathematics 2013-03-04 Nathael Gozlan

For a map of the unit interval with an indifferent fixed point, we prove an upper bound for the variance of all observables of $n$ variables $K:[0,1]^n\to\R$ which are componentwise Lipschitz. The proof is based on coupling and decay of…

Dynamical Systems · Mathematics 2009-08-27 J. -R. Chazottes , P. Collet , F. Redig , E. Verbitskiy

Let $X_1,X_2,\ldots$ be a sequence of i.i.d. random variables, with mean zero and variance one. Let $W_n=(X_1+\ldots+X_n)/\sqrt{n}$. An old and celebrated result of Prohorov asserts that $W_n$ converges in total variation to the standard…

Probability · Mathematics 2014-12-30 Ivan Nourdin , Guillaume Poly

We prove unique continuation properties for linear variable coefficient Schr\"odinger equations with bounded real potentials. Under certain smallness conditions on the leading coefficients, we prove that solutions decaying faster than any…

Analysis of PDEs · Mathematics 2025-01-27 Serena Federico , Zongyuan Li , Xueying Yu

We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,\omega)$,…

Analysis of PDEs · Mathematics 2022-07-05 Andrea Davini , Elena Kosygina

We study the analytic structure of light-front wave functions (LFWFs) and its consequences for hadron form factors using an explicitly Lorentz-invariant formulation of the front form. The normal to the light front is specified by a general…

High Energy Physics - Phenomenology · Physics 2009-09-11 S. J. Brodsky , J. R. Hiller , D. S. Hwang , V. A. Karmanov

In [1], Caffarelli-Charro introduced a fractional Monge-Amp\`{e}re operator. Later, Wu [17] generalized it to a fractional analogue of $k$-Hessian operators and proved the strict ellipticity for $k=2$. In this paper, we introduce a…

Analysis of PDEs · Mathematics 2025-11-25 Ziyu Gan , Heming Jiao

We derive new comparison inequalities between weak and strong moments of norms of random vectors with optimal (up to an universal factor) constants. We discuss applications to the concentration of log-concave random vectors and bounds on…

Probability · Mathematics 2021-06-08 Rafał Latała , Piotr Nayar

A new (unadjusted) Langevin Monte Carlo (LMC) algorithm with improved rates in total variation and in Wasserstein distance is presented. All these are obtained in the context of sampling from a target distribution $\pi$ that has a density…

Statistics Theory · Mathematics 2019-10-18 Sotirios Sabanis , Ying Zhang

We prove that the principal eigenvalue of any fully nonlinear homogeneous elliptic operator which fulfills a very simple convexity assumption satisfies a Brunn-Minkowski type inequality on the class of open bounded sets in $\mathbb{R}^n$…

Analysis of PDEs · Mathematics 2019-11-11 Graziano Crasta , Ilaria Fragalà

For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…

Statistics Theory · Mathematics 2019-11-14 Robert E. Gallagher , Louis J. M. Aslett , David Steinsaltz , Ryan R. Christ

We study sequential probability assignment in the Gaussian setting, where the goal is to predict, or equivalently compress, a sequence of real-valued observations almost as well as the best Gaussian distribution with mean constrained to a…

Information Theory · Computer Science 2025-05-27 Jaouad Mourtada
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