Related papers: Superconcentration, and randomized Dvoretzky's the…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

We prove an exponential deviation inequality for the convex hull of a finite sample of i.i.d. random points with a density supported on an arbitrary convex body in $\R^d$, $d\geq 2$. When the density is uniform, our result yields rate…

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…

In the averaging process on a graph $G = (V, E)$, a random mass distribution $\eta$ on $V$ is repeatedly updated via transformations of the form $\eta_{v}, \eta_{w} \mapsto (\eta_{v} + \eta_{w})/2$, with updates made according to…

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

Let $\vec{w} = (w_1,\dots, w_n) \in \mathbb{R}^{n}$. We show that for any $n^{-2}\le\epsilon\le 1$, if \[\#\{\vec{\xi} \in \{0,1\}^{n}: \langle \vec{\xi}, \vec{w} \rangle = \tau\} \ge 2^{-\epsilon n}\cdot 2^{n}\] for some $\tau \in…

We consider the defocusing nonlinear wave equation of power-type on $\mathbb{R}^3$. We establish an almost sure global existence result with respect to a suitable randomization of the initial data. In particular, this provides examples of…

We study approach to the large-time jammed state of the deposited particles in the model of random sequential adsorption. The convergence laws are usually derived from the argument of Pomeau which includes the assumption of the dominance,…

Let $A=(a_{ij})$ be an $n\times n$ random matrix with i.i.d. entries such that $\mathbb{E} a_{11} = 0$ and $\mathbb{E} {a_{11}}^2 = 1$. We prove that for any $\delta>0$ there is $L>0$ depending only on $\delta$, and a subset $\mathcal{N}$…

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…

Chatterjee (2016) proved, as an application of his general framework relating superconcentration and chaos, that after the entries of an $n \times n$ matrix drawn from the Gaussian unitary ensemble undergo an entrywise Ornstein-Uhlenbeck…

For $p\ge 1$ let $\varphi_p(x)=x^2/2$ if $|x|\le 1$ and $\varphi_p(x)=1/p|x|^p-1/p+1/2$ if $|x|>1$. For a random variable $\xi$ let $\tau_{\varphi_p}(\xi)$ denote $\inf\{a\ge 0:\;\forall_{\lambda\in\mathbb{R}}\;…

We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…

The well-posedness for SDEs with singularity in both space and distribution variables is derived, where the interacting drift term is bounded and Lipschitz continuous under total variation distance and the diffusion term is allowed to be…

Generative neural networks have been empirically found very promising in providing effective structural priors for compressed sensing, since they can be trained to span low-dimensional data manifolds in high-dimensional signal spaces.…

This paper investigates what can be inferred about an arbitrary continuous probability distribution from a finite sample of $N$ observations drawn from it. The central finding is that the $N$ sorted sample points partition the real line…

Given a set $A=\{a_1,\ldots,a_n\}$ of real numbers and real coefficients $b_1,\ldots,b_n$, consider the distribution of the sum obtained by pairing the $a_i$'s with the $b_i$'s according to a uniformly random permutation. A recent theorem…

We consider the Klein-Gordon-Schr\"odinger system \begin{align*} i \partial_t \psi + \Delta \psi & = \phi^2 \psi - \phi \psi \\ (\Box +1)\phi & = -2|\psi|^2 \phi + |\psi|^2 \end{align*} with additional cubic terms and Cauchy data $$ \psi(0)…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…