Related papers: Uniform point variance bounds in classical beta en…
We deal with the efficient parallelization of Bayesian global optimization algorithms, and more specifically of those based on the expected improvement criterion and its variants. A closed form formula relying on multivariate Gaussian…
Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
This work explores the bounds of the variance of unilaterally truncated Gaussian distributions (UTGDs) and scaled chi distributions (UTSCDs) with fixed means. For any arbitrary Gaussian distribution function, $f(x;\mu,\sigma)$, with a…
We establish a majorization-based theory for bounding observables of waves with varied coherence. For any measurement, exact bounds are attained by the maximal and minimal elements in the set of input coherence spectra. The set's supremum…
The spectrum of a real number $\beta>1$ is the set $X^{m}(\beta)$ of $p(\beta)$ where $p$ ranges over all polynomials with coefficients restricted to ${\mathcal A}=\{0,1,\dots,m\}$. For a quadratic Pisot unit $\beta$, we determine the…
The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov…
The normal covering number $\gamma(G)$ of a finite, non-cyclic group $G$ is the minimum number of proper subgroups such that each element of $G$ lies in some conjugate of one of these subgroups. We find lower bounds linear in $n$ for…
In this paper, we present the best possible parameters $\alpha_i, \beta_i\ (i=1,2,3)$ and $\alpha_4,\beta_4\in(1/2,1)$ such that the double inequalities \begin{align*}…
We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…
Let $K$ be a number field, $S$ a finite set of places. For $\mathbb{G}_m$ or an elliptic curve $E$ defined over $K$, we establish uniformity results on the number of $S$-integral torsion points relative to a non-torsion point $\beta$, as…
We study the distribution functions of several classical error terms in analytic number theory, focusing on the remainder term in the Dirichlet divisor problem $\Delta(x)$. We first bound the discrepancy between the distribution function of…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
Consider the Gaussian sequence model under the additional assumption that a fixed fraction of the means is known. We study the problem of variance estimation from a frequentist Bayesian perspective. The maximum likelihood estimator (MLE)…
We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…
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…
The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed…
We analyze the quality of the gaussian approximation to linear combinations of n independent, identically-distributed random variables with finite fourth moments. It turns out that there exist universal, simple linear combinations that…
We consider the problem of encoding a finite set of vectors into a small number of bits while approximately retaining information on the angular distances between the vectors. By deriving improved variance bounds related to binary Gaussian…