Related papers: Variance estimates and almost Euclidean structure
We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting…
We develop a general method for calculating statistical properties of the speckle pattern of coherent waves propagating in disordered media. In some aspects this method is similar to the Boltzmann-Langevin approach for the calculation of…
We study the propagation of waves in a medium in which the wave velocity fluctuates randomly in time. We prove that at long times, the statistical distribution of the wave energy is log-normal, with the average energy growing exponentially.…
We observe a realization of a stationary generalized weighted Voronoi tessellation of the d-dimensional Euclidean space within a bounded observation window. Given a geometric characteristic of the typical cell, we use the minus-sampling…
We employ the ergodic theoretic machinery of scenery flows to address classical geometric measure theoretic problems on Euclidean spaces. Our main results include a sharp version of the conical density theorem, which we show to be closely…
We prove a general theorem providing smoothed analysis estimates for conic condition numbers of problems of numerical analysis. Our probability estimates depend only on geometric invariants of the corresponding sets of ill-posed inputs.…
We develop flexible methods of deriving variational inference for models with complex latent variable structure. By splitting the variables in these models into "global" parameters and "local" latent variables, we define a class of…
This paper surveys recent developments in the sampling discretization of integral and uniform norms for functions in general finite-dimensional spaces. These results generalize the classical Marcinkiewicz-Zygmund inequalities for…
We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables, then exciting research avenues remain open. Among these…
We prove the equivalence of two seemingly very different ways of generalising Rademacher's theorem to metric measure spaces. One such generalisation is based upon the notion of forming partial derivatives along a very rich structure of…
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…
We introduce a model of the set of all Polish (=separable complete metric) spaces: the cone $\cal R$ of distance matrices, and consider geometric and probabilistic problems connected with this object. The notion of the universal distance…
We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
We extend to Gaussian distributions a result providing smoothed analysis estimates for condition numbers given as relativized distances to illposedness. We also introduce a notion of local analysis meant to capture the behavior of these…
This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…
We introduce categories of extended Gaussian maps and Gaussian relations which unify Gaussian probability distributions with relational nondeterminism in the form of linear relations. Both have crucial and well-understood applications in…
Several aspects of the internal structure of pseudoscalar mesons, accessible through generalized parton distributions in their zero-skewness limit, are examined. These include electromagnetic and gravitational form factors related to charge…
Multivariate elliptically-contoured distributions are widely used for modeling correlated and non-Gaussian data. In this work, we study the kurtosis of the elliptical model, which is an important parameter in many statistical analysis.…