Related papers: Quantitative version of a Silverstein's result
We use the probabilistic method to obtain versions of the colorful Carath\'eodory theorem and Tverberg's theorem with tolerance. In particular, we give bounds for the smallest integer $N=N(t,d,r)$ such that for any $N$ points in $R^d$,…
This note investigates invariance principles for sums of N(nt) iid radom variables, where n is an integer, t is a positive real number and N(u) is a stochastic process with nonnegative integer values. We show that the sequence of sums of…
We prove a moment majorization principle for matrix-valued functions with domain $\{-1,1\}^{m}$, $m\in\mathbb{N}$. The principle is an inequality between higher-order moments of a non-commutative multilinear polynomial with different random…
In this paper we introduce randomized $t$-type statistics that will be referred to as randomized pivots. We show that these randomized pivots yield central limit theorems with a significantly smaller magnitude of error as compared to that…
Permanents of random matrices with independent and identically distributed (i.i.d.) entries have extensively studied in literature and convergence and concentration properties are known under varying assumptions on the distributions. In…
We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function of smoothly perturbed random variables, as well as on the de…
Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…
The problem of estimating the smallest singular value of random square matrices is important in connection with matrix computations and analysis of the spectral distribution. In this survey, we consider recent developments in the study of…
We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.
The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
Schools with the highest average student performance are often the smallest schools; localities with the highest rates of some cancers are frequently small and the effects observed in clinical trials are likely to be largest for the…
We investigate the consistency of conditional quantum probabilities. This is whether there is compatibility between the Kolmogorov-Bayes conditional probabilities and the Born rule. We show that they are not compatible in the sense that…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…
For general penalized Markov processes with soft killing, we propose a simple criterion ensuring uniform convergence of conditional distributions in Wasserstein distance to a unique quasi-stationary distribution. We give several examples of…
We prove a weak converse estimate for the simultaneous approximation by several forms of the Bernstein polynomials with integer coefficients. It is stated in terms of moduli of smoothness. In particular, it yields a big $O$-characterization…
In this paper we introduce and study the class of multivariate strong and strongly subexponential distributions. Some first properties are verified, as for example a type of multivariate analogue of Kesten's inequality, the closure property…
The probability that the sum of independent, centered, identically distributed, heavy-tailed random variables achieves a very large value is asymptotically equal to the probability that there exists a single summand equalling that value. We…