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A central limit theorem is shown for moderately interacting particles in the whole space. The interaction potential approximates singular attractive or repulsive potentials of sub-Coulomb type. It is proved that the fluctuations become…

Probability · Mathematics 2024-05-27 Li Chen , Alexandra Holzinger , Ansgar Jüngel

We consider the inverse boundary value problem of determining the potential $q$ in the equation $\Delta u + qu = 0$ in $\Omega\subset\mathbb{R}^n$, from local Cauchy data. A result of global Lipschitz stability is obtained in dimension…

Analysis of PDEs · Mathematics 2017-02-15 Giovanni Alessandrini , Maarten V. de Hoop , Romina Gaburro , Eva Sincich

For a general class of lattice-spin systems, we prove that an abstract Gaussian concentration bound implies positivity of lower relative entropy density. As a consequence we obtain uniqueness of translation-invariant Gibbs measures from the…

Probability · Mathematics 2022-11-09 J. -R. Chazottes , F. Redig

We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…

Quantum Physics · Physics 2009-09-05 Grigori G. Amosov , Vladimir I. Man'ko

Various quantum analogues of the central limit theorem, which is one of the cornerstones of probability theory, are known in the literature. One such analogue, due to Cushen and Hudson, is of particular relevance for quantum optics. It…

Quantum Physics · Physics 2021-04-05 Simon Becker , Nilanjana Datta , Ludovico Lami , Cambyse Rouzé

We study the concentration phenomenon of the Lane-Emden equation with vanishing potentials \[\begin{cases} -\Delta u_n=W_n(x)u_n^{p_n},\quad u_n>0,\quad\text{in}~\Omega, u_n=0,\quad\text{on}~\partial\Omega, \int_\Omega p_n…

Analysis of PDEs · Mathematics 2023-10-10 Zhijie Chen , Houwang Li

In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…

Probability · Mathematics 2024-08-12 Gilles Bonnet , Anna Gusakova

Given a bounded Lipschitz domain $\omega\subset\mathbb{R}^{d-1}$ and a lower semicontinuous function $W:\mathbb{R}^N\to\mathbb{R}_+\cup\{+\infty\}$ that vanishes on a finite set and that is bounded from below by a positive constant at…

Analysis of PDEs · Mathematics 2019-05-28 Radu Ignat , Antonin Monteil

Li and Hu recently established variance-type O(1/n) bounds for the sample mean of independent random vectors under sublinear expectations. We extend their results to the exponential concentration regime. For bounded, independent R^d-valued…

Statistics Theory · Mathematics 2026-02-26 Nahom Seyoum

This note describes the concentration phenomenon for a high dimensional sub-gaussian vector \( X \). In the Gaussian case, for any linear operator \( Q \), it holds \( P\bigl( \| Q X \|^{2} - tr (B) > 2 \sqrt{x\, tr(B^{2})} + 2 \| B \| x…

Probability · Mathematics 2024-06-11 Vladimir Spokoiny

We prove that quadratic forms in isotropic random vectors $X$ in $\mathbb{R}^n$, possessing the convex concentration property with constant $K$, satisfy the Hanson-Wright inequality with constant $CK$, where $C$ is an absolute constant,…

Probability · Mathematics 2014-10-01 Radosław Adamczak

We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…

Statistics Theory · Mathematics 2024-08-27 Alexandre Belloni , Ethan X. Fang , Shuting Shen

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 $\varepsilon$…

Statistics Theory · Mathematics 2021-07-23 Damian Kozbur

We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…

Statistics Theory · Mathematics 2026-01-13 Arash A. Amini , Luciano Vinas

In this paper, we consider a class of quasilinear stationary Kirchhoff type potential systems with Neumann Boundary conditions, which involves a general variable exponent elliptic operator with critical growth. Under some suitable…

Analysis of PDEs · Mathematics 2022-03-24 Nabil Chems Eddine , Maria Alessandra Ragusa

We prove concentration inequalities for $f\left( X\right) $ about its median, where $X$ is a random vector in $\mathbb{R}^n$ with independent heavy tailed coordinates of Weibull or power type, and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a…

Probability · Mathematics 2022-08-12 Daniel J. Fresen

The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…

Probability · Mathematics 2022-05-16 Daniel J. Fresen

We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the…

Probability · Mathematics 2010-12-08 J. -R. Chazottes , F. Redig

For a finite abelian group $G$, the generalized Erd\H{o}s--Ginzburg--Ziv constant $\mathsf s_{k}(G)$ is the smallest $m$ such that a sequence of $m$ elements in $G$ always contains a $k$-element subsequence which sums to zero. If $n =…

Combinatorics · Mathematics 2021-12-03 Jared Bitz , Sarah Griffith , Xiaoyu He

We consider the following Liouville-type equation with exponential Neumann boundary condition: $$ -\Delta\tilde u = \varepsilon^2 K(x) e^{2\tilde u}, \quad x\in D, \qquad \frac{\partial \tilde u}{\partial n} + 1 = \varepsilon \kappa(x)…

Analysis of PDEs · Mathematics 2020-12-10 LiPing Wang , Chunyi Zhao