Related papers: Arak Inequalities for Concentration Functions and …
We give a new bound on the probability that the random sum $\xi_1 v_1 +...+ \xi_n v_n$ belongs to a ball of fixed radius, where the $\xi_i$ are iid Bernoulli random variables and the $v_i$ are vectors in $\R^d$. As an application, we prove…
Let $k\geq 2$ be a positive integer. We study concentration results for the ordered representation functions $r^{\leq}_k(A,n) = \# \big\{ (a_1 \leq \dots \leq a_k) \in A^k : a_1+\dots+a_k = n \big\}$ and $r^{<}_k(A,n) = \# \big\{ (a_1 <…
We extend the method of rescaled Ward identities of Ameur-Kang-Makarov to study the distribution of eigenvalues close to a bulk singularity, i.e. a point in the interior of the droplet where the density of the classical equilibrium measure…
The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…
Let $A$ be an $n \times n$ matrix, $X$ be an $n \times p$ matrix and $Y = AX$. A challenging and important problem in data analysis, motivated by dictionary learning and other practical problems, is to recover both $A$ and $X$, given $Y$.…
We show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the…
Let $N_n$ be an $n\times n$ complex random matrix, each of whose entries is an independent copy of a centered complex random variable $z$ with finite non-zero variance $\sigma^{2}$. The strong circular law, proved by Tao and Vu, states that…
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,…
The anti-concentration phenomenon in probability theory has been intensively studied in recent years, with applications across many areas of mathematics. In most existing works, the ambient probability space is a product space generated by…
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…
The classical Erd\H{o}s-Littlewood-Offord theorem says that for nonzero vectors $a_1,\dots,a_n\in \mathbb{R}^d$, any $x\in \mathbb{R}^d$, and uniformly random $(\xi_1,\dots,\xi_n)\in\{-1,1\}^n$, we have…
We investigate concentration properties of functions of random vectors with values in the discrete cube, satisfying the stochastic covering property (SCP) or the strong Rayleigh property (SRP). Our result for SCP measures include…
Random union sets $Z$ associated with stationary Poisson processes of $k$-cylinders in $\mathbb{R}^d$ are considered. Under general conditions on the typical cylinder base a concentration inequality for the volume of $Z$ restricted to a…
We propose a novel approach to concentration for non-independent random variables. The main idea is to ``pretend'' that the random variables are independent and pay a multiplicative price measuring how far they are from actually being…
In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
Let $(X, \mathcal{A},\mu)$ be a probability space and let $T$ be a contraction on $L^2(\mu)$. We provide suitable conditions over sequences $(w_k)$, $(u_k)$ and $(A_k)$ in such a way that the weighted ergodic limit…
We study the inverse problem of recovering a spatially dependent variable order in a time-fractional diffusion model from the boundary flux measurement generated by a single boundary excitation. It arises in the identification of…
We study dispersion for the defocusing gKdV equation. It is expected that it is not possible for the bulk of the $L^2-$mass to concentrate in a small interval for a long time. We study a variance-type functional exploiting Tao's…
The Littlewood-Offord problem is a classical question in probability theory and discrete mathematics, proposed, firstly by Littlewood and Offord in the 1940s. Given a set $A$ of integer, this problem asks for an upper bound on the…