Related papers: Convex hulls of several multidimensional Gaussian …
We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…
Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large excursion probabilities have been evaluated. Vector Gaussian…
The computation of Gaussian orthant probabilities has been extensively studied for low-dimensional vectors. Here, we focus on the high-dimensional case and we present a two-step procedure relying on both deterministic and stochastic…
We obtain local and global results on polynomially convex hulls of Lagrangian and totally real submanifolds of $C^n$ with self-intersections and open Whitney umbrella points.
We show that many well-known transforms in convex geometry (in particular, centroid body, convex floating body, and Ulam floating body) are special instances of a general construction, relying on applying sublinear expectations to random…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
There are (at least) two reasons to study random polytopes. The first is to understand the combinatorics and geometry of random polytopes especially as compared to other classes of polytopes, and the second is to analyze average-case…
Let $\mu$ be a probability distribution on $\mathbb{R}^d$ which assigns measure zero to every hyperplane and $S$ a set of points sampled independently from $\mu$. What can be said about the expected combinatorial structure of the convex…
The sample range of uniform random points $X_1, \dots , X_n$ chosen in a given convex set is the convex hull ${\rm conv}[X_1, \dots, X_n]$. It is shown that in dimension three the expected volume of the sample range is not monotone with…
We consider multidimensional random walks in pyramidal cones (or multidimensional orthants), which are intersections of a finite number of half-spaces. We explore the connection between the existence of (positive) discrete harmonic…
The intrinsic volumes of a convex cone are geometric functionals that return basic structural information about the cone. Recent research has demonstrated that conic intrinsic volumes are valuable for understanding the behavior of random…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
In this note we show that the area of the partitions making up an oscillating tableaux is described by a random walk on the first quadrant of $\mathbb{Z}^2$ with certain position dependent weights. We are able to recursively calculate the…
Gaussian random polytopes have received a lot of attention especially in the case where the dimension is fixed and the number of points goes to infinity. Our focus is on the less studied case where the dimension goes to infinity and the…
Approximating complex probability distributions, such as Bayesian posterior distributions, is of central interest in many applications. We study the expressivity of geometric Gaussian approximations. These consist of approximations by…
We study properties of convex hulls of (co)adjoint orbits of compact groups, with applications to invariant theory and tensor product decompositions. The notion of partial convex hulls is introduced and applied to define two numerical…
Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on…
We obtain the leading orders of the maximum and the minimum of local times for the simple random walk on the two-dimensional torus at time proportional to the cover time. We also estimate the number of points with large (or small) values of…
We survey results concerning sharp estimates on volumes of sections and projections of certain convex bodies, mainly $\ell_p$ balls, by and onto lower dimensional subspaces. This subject emerged from geometry of numbers several decades ago…
We establish central limit theorems for natural volumes of random inscribed polytopes in projective Riemannian or Finsler geometries. In addition, normal approximation of dual volumes and the mean width of random polyhedral sets are…