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For a $d$-dimensional random vector $X$, let $p_{n, X}(\theta)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $\theta$. We provide several sharp inequalities regarding $p_{n, X}(\theta)$ and…

Probability · Mathematics 2023-01-11 Satoshi Hayakawa , Terry Lyons , Harald Oberhauser

Following S\"odergren, we consider a collection of random variables on the space $X_n$ of unimodular lattices in dimension $n$: Normalizations of the angles between the $N = N(n)$ shortest vectors in a random unimodular lattice, and the…

Number Theory · Mathematics 2022-06-15 Kristian Holm

An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…

Probability · Mathematics 2022-11-21 O. G. Styrt

When we represent a network of sensors in Euclidean space by a graph, there are two distances between any two nodes that we may consider. One of them is the Euclidean distance. The other is the distance between the two nodes in the graph,…

Networking and Internet Architecture · Computer Science 2009-06-10 Rodrigo S. C. Leao , Valmir C. Barbosa

We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Mezard , G. Parisi , A. Zee

We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely continuous with respect to Lebesgue measure, we derive some…

Probability · Mathematics 2013-05-28 Vladimir I. Bogachev , Egor D. Kosov , Ivan Nourdin , Guillaume Poly

We conjecture a new correlation-like inequality for percolation probabilities and support our conjecture with numerical evidence and a few special cases which we prove. This inequality, if true, implies that there is no percolation at…

Probability · Mathematics 2024-01-24 Gady Kozma , Shahaf Nitzan

We consider a random graph G(n,p) whose vertex set V has been randomly embedded in the unit square and whose edges are given weight equal to the geometric distance between their end vertices. Then each pair {u,v} of vertices have a distance…

Computational Geometry · Computer Science 2013-04-10 Abbas Mehrabian , Nick Wormald

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

Statistics Theory · Mathematics 2022-08-05 Johan Segers

In this note, we study the n x n random Euclidean matrix whose entry (i,j) is equal to f (|| Xi - Xj ||) for some function f and the Xi's are i.i.d. isotropic vectors in Rp. In the regime where n and p both grow to infinity and are…

Probability · Mathematics 2012-09-27 Charles Bordenave

In this paper, on the sublinear expectation space, we establish a comparison theorem between independent and convolutionary random vectors, which states that the partial sums of those two sequences of random vectors are identically…

Probability · Mathematics 2017-10-05 Ning Zhang , Yuting Lan

The metric properties of the set in which random variables take their values lead to relevant probabilistic concepts. For example, the mean of a random variable is a best predictor in that it minimizes the standard Euclidean distance or…

Probability · Mathematics 2018-09-21 Henryk Gzyl

For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we…

Methodology · Statistics 2016-03-11 Ruth Heller , Yair Heller

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

Risk Management · Quantitative Finance 2015-05-19 Chuancun Yin

As the probability (and thus perplexity) of a text is calculated based on the product of the probabilities of individual tokens, it may happen that one unlikely token significantly reduces the probability (i.e., increase the perplexity) of…

Computation and Language · Computer Science 2023-07-19 Mihailo Škorić

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

Probability · Mathematics 2019-02-12 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

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

Minimization of the (regularized) entropy of classification probabilities is a versatile class of discriminative clustering methods. The classification probabilities are usually defined through the use of some classical losses from…

Statistics Theory · Mathematics 2021-12-17 Edouard Genetay , Adrien Saumard , Rémi Coulaud

We consider multiple and set-indexed sums of random vectors taking values in Euclidean space of growing dimension. It is shown that, when viewed as finite metric spaces, the sets of values of such sums converge in probability. The limit is…

Probability · Mathematics 2026-05-18 Bochen Jin , Alexander Marynych , Ilya Molchanov

Let $n>m$, and let $A$ be an $(m\times n)$-matrix of full rank. Then obviously the estimate $\|Ax\|\leq\|A\|\|x\|$ holds for the euclidean norm of $x$ and $Ax$ and the spectral norm as the assigned matrix norm. We study the sets of all $x$…

Rings and Algebras · Mathematics 2022-03-16 Harry Yserentant