Related papers: Concentration inequalities for polynomials of cont…
Concentration invariance of cyclic species in the irreversible polymerization is examined. The simulation shows that the invariance theorem holds in good approximation for the irreversible process also. The physical soundness of the…
We study dispersion for the defocusing gKdV equation. It is expected that it is not possible for the bulk of the $L^2-$mass to concentrate in a small interval for a long time. We study a variance-type functional exploiting Tao's…
In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables. We deduce a useful concentration inequality for sub-gaussian random vectors. Two examples are given to…
We prove some estimates for elementary symmetric polynomials on $\mathbb D^n.$ We show that these estimates are sharp which allow us to study the properties of closed symmetrized polydisc $\Gamma_n.$ Furthermore, we show the existence and…
We study the convergence properties of Glauber dynamics for the random field Ising model (RFIM) with ferromagnetic interactions on finite domains of $\mathbb{Z}^d$, $d \ge 2$. Of particular interest is the Griffiths phase where correlations…
The random convex hull of a Poisson point process in $\mathbb{R}^d$ whose intensity measure is a multiple of the standard Gaussian measure on $\mathbb{R}^d$ is investigated. The purpose of this paper is to invent a new viewpoint on these…
We prove estimates at infinity of convolutions $f^{n\star}$ and densities of the corresponding compound Poisson measures for a class of radial decreasing densities on $\mathbb{R}^d$, $d \geq 1$, which are not convolution equivalent.…
We utilize the concentration of measure phenomenon to study the large $N$ limit of the $O(N)$ principal chiral model. The partition function in this limit is demonstrated to be that of a free massive theory.
This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian…
In the context of interacting particle systems, we study the influence of the action of the semigroup on the concentration property of Lipschitz functions. As an application, this gives a new approach to estimate the relaxation speed to…
Within the exact renormalisation group, the scaling solutions for O(N) symmetric scalar field theories are studied to leading order in the derivative expansion. The Gaussian fixed point is examined for d>2 dimensions and arbitrary infrared…
We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use…
Let $n$ be a sufficiently large natural number and let $B$ be an origin-symmetric convex body in $R^n$ in the $\ell$-position, and such that the normed space $(R^n,\|\cdot\|_B)$ admits a $1$-unconditional basis. Then for any…
This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…
By extending the Kac-Rice approach to manifolds of finite internal dimension, we show that the mean number $\left\langle\mathcal{N}_\mathrm{tot}\right\rangle$ of all possible equilibria (i.e. force-free configurations, a.k.a. equilibrium…
A concentration of measure result is proved for the number of isolated vertices $Y$ in the Erd\H{o}s-R\'{e}nyi random graph model on $n$ edges with edge probability $p$. When $\mu$ and $\sigma^2$ denote the mean and variance of $Y$…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
The Ising model is widely regarded as the most studied model of spin-systems in statistical physics. The focus of this paper is its dynamic (stochastic) version, the Glauber dynamics, introduced in 1963 and by now the most popular means of…
Let $\gS=(V,E)$ be a finite, $d$-regular bipartite graph. For any $\lambda>0$ let $\pi_\lambda$ be the probability measure on the independent sets of $\gS$ in which the set $I$ is chosen with probability proportional to $\lambda^{|I|}$…
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…