Related papers: The Littlewood-Offord Problem for Markov Chains

We study the lower tail behavior of the least singular value of an $n\times n$ random matrix $M_n := M+N_n$, where $M$ is a fixed complex matrix with operator norm at most $\exp(n^{c})$ and $N_n$ is a random matrix, each of whose entries is…

Let $\lambda$ be the second largest eigenvalue in absolute value of a uniform random $d$-regular graph on $n$ vertices. It was famously conjectured by Alon and proved by Friedman that if $d$ is fixed independent of $n$, then…

This paper surveys the main results obtained during the period 1992-1999 on three aspects mentioned at the title. The first result is a new and general variational formula for the lower bound of spectral gap (i.e., the first non-trivial…

Mixed level orthogonal arrays are basic structures in experimental design. We develop three algorithms that compute Rao and Gilbert-Varshamov type bounds for mixed level orthogonal arrays. The computational complexity of the terms involved…

We establish analogs of Cheeger's inequality for probability measures with heavy tails. As one of the principal applications, suppose $\lambda > 3$ and define the (Pareto) probability measure $\mu_{\lambda}$ on $[1,\infty)$ by…

Let $X,Y$ be jointly Gaussian vectors, and consider random variables $U,V$ that satisfy the Markov constraint $U-X-Y-V$. We prove an extremal inequality relating the mutual informations between all ${4 \choose 2}$ pairs of random variables…

We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…

A likelihood analysis of the observables in deeply virtual exclusive meson production off a proton target is presented. We consider the unpolarized process for which the largest amount of data with all the kinematic dependences are…

We study pseudorandomness properties of permutations on $\{0,1\}^n$ computed by random circuits made from reversible $3$-bit gates (permutations on $\{0,1\}^3$). Our main result is that a random circuit of depth $n \cdot \tilde{O}(k^2)$,…

Motivated by a recent work of Ache and Chang concerning the sharp Sobolev trace inequality and Lebedev-Milin inequalities of order four on the Euclidean unit ball, we derive such inequalities on the Euclidean unit ball for higher order…

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Let v_1,...,v_{n-1} be n-1 independent vectors in R^n (or C^n). We study x, the unit normal vector of the hyperplane spanned by the v_i. Our main finding is that x resembles a random vector chosen uniformly from the unit sphere, under some…

Labelled Markov chains (LMCs) are widely used in probabilistic verification, speech recognition, computational biology, and many other fields. Checking two LMCs for equivalence is a classical problem subject to extensive studies, while the…

We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…

Given a skew diagram $\gamma/\lambda$, we determine a set of lower and upper bounds that a partition $\mu$ must satisfy for Littlewood-Richards coefficients $c^{\gamma}_{\lambda,\mu}>0$. Our algorithm depends on the characterization of…

Continuous-time discrete-state random Markov chains generated by a random linear differential equation with a random tridiagonal matrix are shown to have a random attractor consisting of singleton subsets, essentially a random path, in the…

For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…

Let $A=(a_{ij})$ be an $n\times n$ random matrix with i.i.d. entries such that $\mathbb{E} a_{11} = 0$ and $\mathbb{E} {a_{11}}^2 = 1$. We prove that for any $\delta>0$ there is $L>0$ depending only on $\delta$, and a subset $\mathcal{N}$…

Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…