Related papers: A Gaussian small deviation inequality for convex f…

In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…

Many star bodies have convex subsets with approximately the same Gaussian measure (of the complement). Inspired by this phenomenon, and in connection with the randomized Dvoretzky theorem for Lorentz spaces, we derive bounds on the…

There is a well-known sequence of constants c_n describing the growth of supercritical Galton-Watson processes Z_n. With 'lower deviation probabilities' we refer to P(Z_n=k_n) with k_n=o(c_n) as n increases. We give a detailed picture of…

We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…

Extending results of Harg{\'e} and Hu for the Gaussian measure, we prove inequalities for the covariance Cov$_\mu(f, g)$ where $\mu$ is a general product probability measure on $\mathbb{R}^d$ and $f,g: \mathbb{R}^d \to \mathbb{R}$ satisfy…

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

Motivated by Talagrand's conjecture on regularization properties of the natural semigroup on the Boolean hypercube, and in particular its continuous analogue involving regularization properties of the Ornstein-Uhlenbeck semigroup acting on…

Let $q \in \mathbb{Z} [i]$ be prime and $\chi $ be the primitive quadratic Hecke character modulo $q$. Let $\pi$ be a self-dual Hecke automorphic cusp form for $\mathrm{SL}_3 (\mathbb{Z} [i] )$ and $f$ be a Hecke cusp form for $\Gamma_0 (q)…

We explore separable property of the joint numerical range $G(\Bbb R^n)$ of a special class of quadratic functions and apply it to solving the smallest enclosing ball (SEB) problem which asks to find a ball $B(a,r)$ in $\Bbb R^n$ with…

We consider the problem of predicting the covariance of a zero mean Gaussian vector, based on another feature vector. We describe a covariance predictor that has the form of a generalized linear model, i.e., an affine function of the…

Let $A$ be an $n \times n$ random matrix with independent identically distributed non-constant subgaussian entries. Then for any $k \le c \sqrt{n}$, \[ \text{rank}(A) \ge n-k \] with probability at least $1-\exp(-c'kn)$.

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…

An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…

In this paper, we discuss vector-valued Gaussian processes for the approximation of divergence- or rotation-free functions. We establish the theory for such Gaussian processes, then link the theory to multivariate approximation theory, and…

In this paper, we propose the Fourier Discrepancy Function, a new discrepancy to compare discrete probability measures. We show that this discrepancy takes into account the geometry of the underlying space. We prove that the Fourier…

We study the distribution of partial sums of Rademacher random multiplicative functions $(f(n))_n$ evaluated at polynomial arguments. We show that for a polynomial $P\in \mathbb Z[x]$ that is a product of at least two distinct linear…

Let $X$ be a random variable with finite second moment. We investigate the inequality: $P\{|X-E[X]|\le \sqrt{{\rm Var}(X)}\}\ge P\{|Z|\le 1\}$, where $Z$ is a standard normal random variable. We prove that this inequality holds for many…

Let $S=\sum_{i=1}^{+\infty}\lambda_{i}Z_{i}$ where the $Z_{i}$'s are i.d.d. positive with $\mathbb{E}\| Z\| ^{3}<+\infty$ and $(\lambda_{i})_{i\in\mathbb{N}}$ a positive nonincreasing sequence such that $\sum\lambda_{i}<+\infty$. We study…

We present a simple proof for bounding the smallest eigenvalue of the empirical covariance in a causal Gaussian process. Along the way, we establish a one-sided tail inequality for Gaussian quadratic forms using a causal decomposition. Our…

In this paper, we obtain several inequalities of Ostrowski type that the absolute values of n-time differntiable functions are convex.