Related papers: A non-uniform Littlewood-Offord inequality
Let $\mathbf{v}_i$ be vectors in $\mathbb{R}^d$ and $\{\varepsilon_i\}$ be independent Rademacher random variables. Then the Littlewood-Offord problem entails finding the best upper bound for $\sup_{\mathbf{x} \in \mathbb{R}^d}…
Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…
The celebrated Littlewood-Offord problem asks for an upper bound on the probability that the random variable $\epsilon_1 v_1 + \cdots + \epsilon_n v_n$ lies in the Euclidean unit ball, where $\epsilon_1, \ldots, \epsilon_n \in \{-1, 1\}$…
Let S_n=X_1+...+X_n be a sum of independent symmetric random variables such that |X_{i}|\leq 1. Denote by W_n=\epsilon_{1}+...+\epsilon_{n} a sum of independent random variables such that \prob{\eps_i = \pm 1} = 1/2. We prove that…
Let $\epsilon_{1},\ldots,\epsilon_{n}$ be a sequence of independent Rademacher random variables. We prove that there is a constant $c>0$ such that for any unit vectors $v_1,\ldots,v_n\in \mathbb{R}^2$, $$\Pr\left[||\epsilon_1…
For a fixed unit vector a=(a_1,a_2,...,a_n) in S^{n-1}, i.e. sum_{i=1}^n a_i^2=1, we consider the 2^n sign vectors epsilon=(epsilon_1,epsilon_2,...,epsilon_n) in {-1,1}^n and the corresponding scalar products a.epsilon=sum_{i=1}^n a_i…
We prove two basic conjectures on the distribution of the smallest singular value of random n times n matrices with independent entries. Under minimal moment assumptions, we show that the smallest singular value is of order n^{-1/2}, which…
Consider the sum $X(\xi)=\sum_{i=1}^n a_i\xi_i$, where $a=(a_i)_{i=1}^n$ is a sequence of non-zero reals and $\xi=(\xi_i)_{i=1}^n$ is a sequence of i.i.d. Rademacher random variables (that is, $\Pr[\xi_i=1]=\Pr[\xi_i=-1]=1/2$). The…
The classical Erd\H{o}s-Littlewood-Offord problem concerns the random variable $X = a_1 \xi_1 + \dots + a_n \xi_n$, where $a_i \in \mathbb{R} \setminus \{0\}$ are fixed and $\xi_i \sim \text{Ber}(1/2)$ are independent. The…
This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…
Let $\varepsilon_1,\ldots,\varepsilon_n$ be independent identically distributed Rademacher random variables, that is $\mathbb{P}\{\varepsilon_i=\pm1\}=1/2$. Let $S_n=a_1\varepsilon_1+\cdots+a_n\varepsilon_n$, where…
Consider nonzero vectors $a_{1},\dots,a_{n}\in\mathbb{C}^{k}$, independent Rademacher random variables $\xi_{1},\dots,\xi_{n}$, and a set $S\subseteq\mathbb{C}^{k}$. What upper bounds can we prove on the probability that the random sum…
The classical Erd\H{o}s-Littlewood-Offord theorem says that for nonzero vectors $a_1,\dots,a_n\in \mathbb{R}^d$, any $x\in \mathbb{R}^d$, and uniformly random $(\xi_1,\dots,\xi_n)\in\{-1,1\}^n$, we have…
Consider a degree-$d$ polynomial $f(\xi_1,\dots,\xi_n)$ of independent Rademacher random variables $\xi_1,\dots,\xi_n$. To what extent can $f(\xi_1,\dots,\xi_n)$ concentrate on a single point? This is the so-called polynomial…
We consider the probability that the random signed sum $\xi_1 v_1 + \dotsb + \xi_n v_n$ lies within a given distance $r$ of the origin, where $v_1,\dotsc,v_n \in \mathbb{R}^d$ are fixed unit vectors and $\xi_1,\dotsc,\xi_n$ are…
In this paper, we consider the Littlewood-Offord problems in one dimension for the Curie-Weiss models. Let \[Q_n^{+}:=\sup_{x\in\mathbb{R}}\sup_{v_1,v_2,\ldots,v_n\geq 1}P(\sum_{i=1}^{n}v_i\varepsilon_i\in(x-1,x+1)),\]…
We calculate the p-the moment of the sum of n independent random variables with respect to symmetric norm in R^n. The order of growth for upper bound p/ln p obtained in ths estimate is optimal. The result extends to generalized Lorentz…
Let $a_1, \dots, a_n \in \mathbb{R}$ satisfy $\sum_i a_i^2 = 1$, and let $\varepsilon_1, \ldots, \varepsilon_n$ be uniformly random $\pm 1$ signs and $X = \sum_{i=1}^{n} a_i \varepsilon_i$. It is conjectured that $X = \sum_{i=1}^{n} a_i…
We give a new bound on the probability that the random sum $\xi_1 v_1 +...+ \xi_n v_n$ belongs to a ball of fixed radius, where the $\xi_i$ are iid Bernoulli random variables and the $v_i$ are vectors in $\R^d$. As an application, we prove…
We give exponential upper bounds for $P(S \le k)$, in particular $P(S=0)$, where $S$ is a sum of indicator random variables that are positively associated. These bounds allow, in particular, a comparison with the independent case. We give…