Related papers: Two-sided estimates for order statistics of log-co…

We derive an optimal bound on the sum of entropic uncertainties of two or more observables when they are sequentially measured on the same ensemble of systems. This optimal bound is shown to be greater than or equal to the bounds derived in…

We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…

We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…

Let M_n denote the number of sites in the largest cluster in critical site percolation on the triangular lattice inside a box side length n. We give lower and upper bounds on the probability that M_n / E(M_n) > x of the form exp(- C…

We explore the validity of the circular law for random matrices with non i.i.d. entries. Let A be a random n \times n real matrix having as a random vector in R^{n^2} a log-concave isotropic unconditional law. In particular, the entries are…

The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…

We prove a log-Sobolev inequality for a certain class of log-concave measures in high dimension. These are the probability measures supported on the unit cube in R^n whose density takes the form exp(-H) where the function H is assumed to be…

We prove uniform Sobolev estimates $||u||_{L^{p'}} \leq C ||(\Delta-\alpha)u||_{L^{p}}$, where $p=2n/(n+2), p'=2n/(n-2)$, for the Laplacian $\Delta$ on non-trapping asymptotically conic manifolds of dimension $n$. Here C is independent of…

Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected…

We consider weighted p-Laplace type equations with homogeneous Neumann boundary conditions in convex domains, where the weight is a log-concave function which may degenerate at the boundary. In the case of bounded domains, we provide sharp…

We obtain global explicit numerical bounds, with best possible constants, for the differences $\frac{1}{n}\sum_{k\leq n}\omega(k)-\log\log n$ and$ \frac{1}{n}\sum_{k\leq n}\Omega(k)-\log\log n$, where $\omega(k)$ and $\Omega(k)$ refer to…

Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…

We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We first present a generic technique to derive interpolation…

Order estimates for the Kolmogorov widths of an intersection of two finite-dimensional balls in a mixed norm under some conditions on the parameters are obtained.

We fully characterize orthogonal projections of infinite right circular (round) cones in real Hilbert spaces. Another interpretation is that, given two vectors in a real Hilbert space, we establish the optimal estimate on the angle between…

Estimating the normalizing constant of an unnormalized probability distribution has important applications in computer science, statistical physics, machine learning, and statistics. In this work, we consider the problem of estimating the…

Two-sided estimates for higher order eigenvalues are presented for a class of non-local Schr\"odinger operators by using the jump rate and the growth of the potential. For instance, let $L$ be the generator of a L\'evy process with L\'evy…

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…

We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…

Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum…