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We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…

Probability · Mathematics 2019-01-29 Kartick Adhikari , Indrajit Jana , Koushik Saha

We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…

Probability · Mathematics 2022-10-13 Adrian Riekert

This article revisits the work by Ofer Zeitouni and Steve Zelditch on large deviations for the empirical measures of random orthogonal polynomials with i.i.d. Gaussian complex coefficients, and extends this result to real Gaussian…

Probability · Mathematics 2015-10-01 Raphael Butez

We derive a large deviation principle for the empirical measure of zeros of random polynomials with i.i.d. exponential coefficients.

Probability · Mathematics 2015-05-26 Subhro Ghosh , Ofer Zeitouni

Approximation by polynomials on a triangle is studied in the Sobolev space $W_2^r$ that consists of functions whose derivatives of up to $r$-th order have bounded $L^2$ norm. The first part aims at understanding the orthogonal structure in…

Classical Analysis and ODEs · Mathematics 2017-04-18 Yuan Xu

We establish inequalities that compare the p-Wasserstein distance to distances which are built as suprema of box measures. More precisely, when the measures are supported on $[0,1]^d$, we obtain sharp upper-bounds of the $p$-Wasserstein…

Probability · Mathematics 2026-05-06 Gilles Pagès , Fabien Panloup

We find a necessary and sufficient condition for a doubling metric space to carry a (1,p)-Poincare inequality. The condition involves discretizations of the metric space and Poincare inequalities on graphs.

Metric Geometry · Mathematics 2015-05-12 James T. Gill , Marcos Lopez

This paper is devoted to Gaussian interpolation inequalities with endpoint cases corresponding to the Gaussian Poincar\'e and the logarithmic Sobolev inequalities, seen as limits in large dimensions of Gagliardo-Nirenberg-Sobolev…

Analysis of PDEs · Mathematics 2023-02-27 Giovanni Brigati , Jean Dolbeault , Nikita Simonov

The problem of replacing an integral norm with respect to a given probability measure by the corresponding integral norm with respect to a discrete measure is discussed in the paper. The above problem is studied for elements of finite…

Numerical Analysis · Mathematics 2019-11-01 F. Dai , A. Prymak , V. N. Temlyakov , S. Tikhonov

We prove an isoperimetric inequality for probability measures $\mu$ on $\mathbb{R}^n$ with density proportional to $\exp(-\phi(\lambda | x|))$, where $|x|$ is the euclidean norm on $\mathbb{R}^n$ and $\phi$ is a non-decreasing convex…

Probability · Mathematics 2009-02-27 Nolwen Huet

The Paouris inequality gives the large deviation estimate for Euclidean norms of log-concave vectors. We present a modified version of it and show how the new inequality may be applied to derive tail estimates of l_r-norms and suprema of…

Probability · Mathematics 2014-11-17 Rafał Latała

The development of global sensitivity analysis of numerical model outputs has recently raised new issues on 1-dimensional Poincar\'e inequalities. Typically two kind of sensitivity indices are linked by a Poincar\'e type inequality, which…

Statistics Theory · Mathematics 2016-12-13 Olivier Roustant , Franck Barthe , Bertrand Iooss

Every sufficiently big matrix with small spectral norm has a nearby low-rank matrix if the distance is measured in the maximum norm (Udell & Townsend, SIAM J Math Data Sci, 2019). We use the Hanson--Wright inequality to improve the estimate…

Numerical Analysis · Mathematics 2025-04-09 Stanislav Budzinskiy

Applications in data science, shape analysis and object classification frequently require comparison of probability distributions defined on different ambient spaces. To accomplish this, one requires a notion of distance on a given class of…

Metric Geometry · Mathematics 2022-07-19 Facundo Mémoli , Tom Needham

The first part of this paper complements previous results on characterization of polynomials of least deviation from zero in Sobolev $p$-norm ($1<p<\infty$) for the case $p=1$. Some relevant examples are indicated. The second part deals…

Complex Variables · Mathematics 2021-12-17 Abel Díaz-González , Héctor Pijeira-Cabrera , Javier Quintero-Roba

Most of the work on checking spherical symmetry assumptions on the distribution of the $p$-dimensional random vector $Y$ has its focus on statistical tests for the null hypothesis of exact spherical symmetry. In this paper, we take a…

Methodology · Statistics 2026-01-26 Lujia Bai , Holger Dette

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Optimization and Control · Mathematics 2008-06-19 D. Leventhal , A. S. Lewis

We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures, and to quantitative results on the expected number of zeros in…

Probability · Mathematics 2015-05-19 Igor E. Pritsker

A sharp Poincar\'e-type inequality is derived for the restriction of the Gaussian measure on the boundary of a convex set. In particular, it implies a Gaussian mean-curvature inequality and a Gaussian iso second-variation inequality. The…

Functional Analysis · Mathematics 2016-07-15 Alexander V. Kolesnikov , Emanuel Milman

The thesis concentrates on two problems in discrete geometry, whose solutions are obtained by analytic, probabilistic and combinatoric tools. The first chapter deals with the strong polarization problem. This states that for any sequence…

Metric Geometry · Mathematics 2019-07-12 Gergely Ambrus