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The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

Information Theory · Computer Science 2024-05-07 Sergey Bobkov , Mokshay Madiman

We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotype constant.

Probability · Mathematics 2014-09-19 Rafał Latała

We determine the probability that a random k-dimensional subspace of Euclidean n-space contains a positive vector.

Probability · Mathematics 2010-04-06 Kent E. Morrison

We present examples of $p$-sub-exponential random variables for any positive $p$. We prove two types of concentration of standard $p$-norms ($2$-norm is the Euclidean norm) of random vectors with independent $p$-sub-exponential coordinates…

Probability · Mathematics 2025-12-16 Krzysztof Zajkowski

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

Probability · Mathematics 2007-06-07 Elizabeth Meckes

The variance conjecture in Asymptotic Convex Geometry stipulates that the Euclidean norm of a random vector uniformly distributed in a (properly normalised) high-dimensional convex body $K\subset {\mathbb R}^n$ satisfies a Poincar\'e-type…

Functional Analysis · Mathematics 2018-05-09 Beatrice-Helen Vritsiou

How many samples are sufficient to guarantee that the eigenvectors and eigenvalues of the sample covariance matrix are close to those of the actual covariance matrix? For a wide family of distributions, including distributions with finite…

Machine Learning · Statistics 2017-02-20 Andreas Loukas

This paper focuses on the problem of finding a distribution for an associated entropic vector in the entropy space nearest to a given, possibly non-entropic, target vector for random variables with a constraint on alphabet size. We show the…

Information Theory · Computer Science 2018-07-24 Sultan Alam , Satyajit Thakor , Syed Abbas

Suppose X is a random vector, that is distributed uniformly in some n-dimensional convex set. It was conjectured that when the dimension n is very large, there exists a non-zero vector u, such that the distribution of the real random…

Metric Geometry · Mathematics 2009-11-11 B. Klartag

We introduce a new generalization of relative entropy to non-negative vectors with sums $\gt 1$. We show in a purely combinatorial setting, with no probabilistic considerations, that in the presence of linear constraints defining a convex…

Information Theory · Computer Science 2024-05-08 Kostas N. Oikonomou

A set $U$ of unit vectors is selectively balancing if one can find two disjoint subsets $U^+$ and $U^-$, not both empty, such that the Euclidean distance between the sum of $U^+$ and the sum of $U^-$ is smaller than $1$. We prove that the…

Metric Geometry · Mathematics 2019-12-17 Aart Blokhuis , Hao Chen

In a recent paper the author proved a theorem to the effect that the matrix of normalized Euclidean distances on the set of specially distributed random points in the $n$-dimensional Euclidean space $\mathbb R^{n}$ with independent…

Mathematical Physics · Physics 2015-09-07 A. P. Zubarev

The classical theorem of Wendel provides an exact formula for the probability that the convex hull of independent symmetrically distributed vectors in ${\mathbb R}^d$ contains the origin as long as the distributions of the vectors are…

Metric Geometry · Mathematics 2025-08-12 Konstantin Tikhomirov

We consider a random variable $X$ that takes values in a (possibly infinite-dimensional) topological vector space $\mathcal{X}$. We show that, with respect to an appropriate "normal distance" on $\mathcal{X}$, concentration inequalities for…

Probability · Mathematics 2010-09-27 Timothy John Sullivan , Houman Owhadi

We study the shortest vector lengths in module lattices over arbitrary number fields, with an emphasis on cyclotomic fields. In particular, we sharpen the techniques of arXiv:2308.15275v2 to establish improved results for the variance of…

Number Theory · Mathematics 2025-10-16 Nihar Gargava , Vlad Serban , Maryna Viazovska , Ilaria Viglino

Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…

Statistical Mechanics · Physics 2026-05-08 Pasquale Casaburi , Pierpaolo Vivo

Suppose X is a frequency vector that follows a central multiple hyper-geometric distribution, such as arises in random sampling of an m-category attribute from a finite population without replacement. We show that the probability that X…

Probability · Mathematics 2023-11-30 Bruce Levin

Let X Nv(0, {\Lambda}) be a normal vector in v dimensions, where {\Lambda} is diagonal. With reference to the truncated distribution of X on the interior of a v-dimensional Euclidean ball, we completely prove a variance inequality and a…

Statistics Theory · Mathematics 2013-11-26 Rahul Mukerjee , S. H. Ong

A classical statistical inequality is used to show that the distance covariance of two bounded random vectors is bounded from above by a simple function of the dimensionality and the bounds of the random vectors. Two special cases that…

Probability · Mathematics 2023-06-30 John Çamkıran

We prove that the range of sequence of vector measures converging widely satisfies a weak lower semicontinuity property, that the convergence of the range implies the strict convergence (convergence of the total variation) and that the…

Classical Analysis and ODEs · Mathematics 2020-06-09 Justin Dekeyser , Jean Van Schaftingen
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