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Given a stationary and isotropic Poisson hyperplane process and a convex body $K$ in ${\mathbb R}^d$, we consider the random polytope defined by the intersection of all closed halfspaces containing $K$ that are bounded by hyperplanes of the…

Probability · Mathematics 2020-02-19 Rolf Schneider

We prove a concentration inequality which asserts that, under some mild regularity conditions, every random variable defined on the product of sufficiently many probability spaces exhibits pseudorandom behavior.

Probability · Mathematics 2016-07-26 Pandelis Dodos , Vassilis Kanellopoulos , Konstantinos Tyros

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

We discuss isoperimetric inequalities for convex sets. These include the classical isoperimetric inequality and that of Brunn-Minkowski, Blaschke-Santalo, Busemann-Petty and their various extensions. We show that many such inequalities…

Metric Geometry · Mathematics 2016-07-05 Grigoris Paouris , Peter Pivovarov

Let $X,X_1,...,X_n$ be independent identically distributed random variables. In this paper we study the behavior of the concentration functions of the weighted sums $\sum\limits_{k=1}^{n}a_k X_k$ with respect to the arithmetic structure of…

Probability · Mathematics 2015-05-12 Yulia S. Eliseeva , Friedrich Götze , Andrei Yu. Zaitsev

We prove a sharp quantitative version of recent Faber-Krahn inequalities for the continuous Wavelet transforms associated to a certain family of Cauchy wavelet windows . Our results are uniform on the parameters of the family of Cauchy…

Functional Analysis · Mathematics 2024-11-26 Jaime Gómez , David Kalaj , Petar Melentijević , João P. G. Ramos

This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…

Probability · Mathematics 2020-07-14 Bob Pepin

Poisson distributed measurements in inverse problems often stem from Poisson point processes that are observed through discretized or finite-resolution detectors, one of the most prominent examples being positron emission tomography (PET).…

Statistics Theory · Mathematics 2024-07-25 Marco Mauritz , Benedikt Wirth

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 consider the convex hull of the perturbed point process comprised of $n$ i.i.d. points, each distributed as the sum of a uniform point on the unit sphere $\S^{d-1}$ and a uniform point in the $d$-dimensional ball centered at the origin…

Probability · Mathematics 2019-12-24 Pierre Calka , J. E. Yukich

A Green's function formalism to analyze the scattering properties in confined geometries is developed. This includes scattering from a central field inside the guide created e.g. by impurities. For atomic collisions our approach applies to…

Quantum Physics · Physics 2007-05-23 Ji il Kim , Joerg Schmiedmayer , Peter Schmelcher

Mean density of lower dimensional random closed sets, as well as the mean boundary density of full dimensional random sets, and their estimation are of great interest in many real applications. Only partial results are available so far in…

Statistics Theory · Mathematics 2014-02-05 Elena Villa

In a previous work, two of the authors proposed a new proof of a well known convergence result for the scaled elementary connected vacant component in the high intensity Boolean model towards the Crofton cell of the Poisson hyperplane…

Probability · Mathematics 2009-05-29 Pierre Calka , Julien Michel , Katy Paroux

We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…

Statistics Theory · Mathematics 2018-09-24 Adityanand Guntuboyina , Hannes Leeb

The tails of the distribution of a mean zero, variance $\sigma^2$ random variable $Y$ satisfy concentration of measure inequalities of the form $\mathbb{P}(Y \ge t) \le \exp(-B(t))$ for $$ B(t)=\frac{t^2}{2( \sigma^2 + ct)} \quad \mbox{for…

Probability · Mathematics 2014-11-26 Larry Goldstein , Umit Islak

We give a relation between the existence of a Zariski decomposition and the behavior of the restricted volume of a big divisor on a smooth (complex) projective variety. Moreover, we give an analytic description of the restricted volume in…

Algebraic Geometry · Mathematics 2013-01-17 Shin-ichi Matsumura

The Bernoulli sieve is the infinite "balls-in-boxes" occupancy scheme with random frequencies $P_k=W_1...W_{k-1}(1-W_k)$, where $(W_k)_{k\in\mn}$ are independent copies of a random variable $W$ taking values in $(0,1)$. Assuming that the…

Probability · Mathematics 2011-04-14 Alexander Iksanov

We prove Gaussian concentration inequalities for maximal displacement of compactly supported random walks on a compactly generated locally compact group with polynomial growth. Concentration inequalities with different exponents hold for…

Probability · Mathematics 2026-01-28 Jérémie Brieussel , Romain Tessera , Tianyi Zheng

We obtain optimal moment bounds for Birkhoff sums, and optimal concentration inequalities, for a large class of slowly mixing dynamical systems, including those that admit anomalous diffusion in the form of a stable law or a central limit…

Dynamical Systems · Mathematics 2017-09-01 Sébastien Gouëzel , Ian Melbourne

An occupancy problem with an infinite number of bins and a random probability vector for the locations of the balls is considered. The respective sizes of bins are related to the split times of a Yule process. The asymptotic behavior of the…

Probability · Mathematics 2009-08-22 Philippe Robert , Florian Simatos