Related papers: The Three-Dimensional Gaussian Product Inequality

Let $X_{m} = G_{1}\ldots G_{m}$ denote the product of $m$ independent random matrices of size $N \times N$, with each matrix in the product consisting of independent standard Gaussian variables. Denoting by $N_{\mathbb{R}}(m)$ the total…

Given a connected graph $G$, the equidistant dimension of $G$ represents the cardinality of the smallest set of vertices $S$ of $G$ such that for any two vertices $x,y\notin S$ there is at least one vertex in $S$ equidistant to both $x,y$…

Gaussian universality results assert that the properties of many estimators remain unchanged when the input data are replaced by Gaussians. Such results have gained popularity in high-dimensional statistics and machine learning, as…

This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…

We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if $A\subset\mathbb{R}^d$ is convex and the origin $0\in A$, then for any ball $B$ centered at the origin, it holds $\gamma_d(A\cap B)\geq…

The Gaussian Correlation Conjecture states that for any two symmetric, convex sets in n-dimensional space and for any centered, Gaussian measure on that space, the measure of the intersection is greater than or equal to the product of the…

We show that for some constant $\kappa>0$, any centered $\kappa$-subgaussian random variable is equal to the sum of three standard Gaussian random variables, confirming a conjecture of M. Talagrand. We also prove that given $\Lambda\geq 1$,…

If $G$ is a group, we say a subset $S$ of $G$ is product-free if the equation $xy=z$ has no solutions with $x,y,z \in S$. For $D \in \mathbb{N}$, a group $G$ is said to be $D$-quasirandom if the minimal dimension of a nontrivial complex…

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…

The celebrated Clausen's identity expresses the square of the Gauss hypergeometric series ${}_2F_{1}(a,b;a+b+1/2;x)$ as a single hypergeometric ${}_3F_2$ series. Goursat showed in 1883 that replacing $1/2$ by $m+1/2$ leads to a…

In this article we find finite field analogues of certain product formulas satisfied by the classical hypergeometric series. We express product of two ${_2}F_1$-Gaussian hypergeometric series as ${_4}F_3$- and ${_3}F_2$-Gaussian…

Let $n\geq 2$ and $(X_i,1\leq i\leq n)$ be a centered Gaussian random vector. The Gaussian minimum conjecture says that $E\left(\min_{1\leq i\leq n}|X_i|\right)\geq E\left(\min_{1\leq i\leq n}|Y_i|\right)$, where $Y_1,\ldots,Y_n$ are…

A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures…

$ \newcommand{\R}{\ensuremath{\mathbb{R}}} \newcommand{\lat}{\mathcal{L}} \newcommand{\ensuremath}[1]{#1} $We show that for any lattice $\lat \subseteq \R^n$ and vectors $\vec{x}, \vec{y} \in \R^n$, \[ \rho(\lat + \vec{x})^2 \rho(\lat +…

Most correlation inequalities for high-dimensional functions in the literature, such as the Fortuin-Kasteleyn-Ginibre (FKG) inequality and the celebrated Gaussian Correlation Inequality of Royen, are qualitative statements which establish…

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

Based on a fairly precise approximation to the lattice discrepancy of a Lame disc, an asymptotic formula is established for the number of lattice points in a related three-dimensional body, linearly dilated by a large real parameter x.…