Related papers: The total variation distance between high-dimensio…
Upper bounds on the Kolmogorov distance (and, equivalently in this case, on the total variation distance) between the Student distribution with p degrees of freedom (SD_p) and the standard normal distribution are obtained. These bounds are…
We consider the optimal transport problem between zero mean Gaussian stationary random fields both in the aperiodic and periodic case. We show that the solution corresponds to a weighted Hellinger distance between the multivariate and…
Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…
The classical AM-GM inequality has been generalized in a number of ways. Generalizations which incorporate variance appear to be the most useful in economics and finance, as well as mathematically natural. Previous work leaves unanswered…
In the paper the maximum and the minimum of the ratio of the difference of the arithmetic mean and the geometric mean, and the difference of the power mean and the geometric mean of $n$ variables, are studied. A new optimization argument…
Two-sample testing, where we aim to determine whether two distributions are equal or not equal based on samples from each one, is challenging if we cannot place assumptions on the properties of the two distributions. In particular,…
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…
We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the…
Total variation distance (TV distance) is a fundamental notion of distance between probability distributions. In this work, we introduce and study the problem of computing the TV distance of two product distributions over the domain…
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…
The possibility of variations of the values of fundamental constants is a phenomenon predicted by a number of scenarios beyond General Relativity. This can happen if ``our'' fundamental constants are not the actual constants of the…
We revisit the problem of estimating the mean of a real-valued distribution, presenting a novel estimator with sub-Gaussian convergence: intuitively, "our estimator, on any distribution, is as accurate as the sample mean is for the Gaussian…
Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…
We show that a proportionality between the entanglement Hamiltonian and the Hamiltonian of a subsystem exists near the limit of maximal entanglement under certain conditions. Away from that limit, solvable models show that the coupling…
We establish the following universality property in high dimensions: Let $X$ be a random vector with density in $\mathbb{R}^n$. The density function can be arbitrary. We show that there exists a fixed unit vector $\theta \in \mathbb{R}^n$…
A Symmetry between bosonic coordinates and some Grassmannian-type coordinates is presented. Commuting two of these Grassmannian-type variables results in an arbitrary phase (not just a minus sign). This symmetry is also realised at the…
In this paper, we considier the limiting distribution of the maximum interpoint Euclidean distance $M_n=\max _{1 \leq i<j \leq n}\left\|\boldsymbol{X}_i-\boldsymbol{X}_j\right\|$, where $\boldsymbol{X}_1, \boldsymbol{X}_2, \ldots,…
We obtain explicit bounds on the difference and ratio between "local" and "global" Kobayashi distances in a domain of $\mathbb C^n$ as the points go toward a boundary point with appropriate geometric properties. We use this for the global…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…
We give an estimate for the Kolmogorov distance between an infinitely divisible distribution (with mean zero and variance one) and the standard Gaussian distribution in terms of the difference between the fourth moment and 3. In a similar…