Related papers: Upper bounds for the maximum deviation of the Pear…

Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…

We derive, in the classical framework of Bayesian sensitivity analysis, optimal lower and upper bounds on posterior values obtained from Bayesian models that exactly capture an arbitrarily large number of finite-dimensional marginals of the…

Consider balls $\Lambda_n$ of growing volumes in the $d$-dimensional hierarchical lattice, and place edges independently between each pair of vertices $x\neq y\in\Lambda_n$ with probability $1-\exp(-\beta J(x, y) )$ where $J(x, y) \asymp \|…

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

We establish sharp upper and lower bounds for distortion risk metrics under distributional uncertainty. The uncertainty sets are characterized by four key features of the underlying distribution: mean, variance, unimodality, and Wasserstein…

[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…

We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…

A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…

In this paper we provide an upper bound for the conjunction probability of independent Gaussian smooth processes and then we prove that this bound is a good approximation with exponentially smaller error. Our result confirms the heuristic…

Let $C$ be a real-valued $M\times M$ matrix with singular values $\lambda_1\ge...\ge\lambda_M$ and $E$ a random matrix of centered i.i.d. entries with finite fourth moment. In this paper we give a universal upper bound on the expectation of…

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

We derive several upper bounds for the superfluid stiffness $D_s$ for Bose and Fermi systems in terms of expectation values of local operators using linear response theory and variational methods. These give insight into the non-trivial…

Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in…

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Place an active particle at the root of a $d$-ary tree and a single dormant particle at each non-root site. In discrete time, active particles move towards the root with probability $p$ and, otherwise, away from the root to a uniformly…

We develop a canonical framework for the study of the problem of registration of multiple point processes subjected to warping, known as the problem of separation of amplitude and phase variation. The amplitude variation of a real random…

We study $n$ non-intersecting Brownian motions, corresponding to the eigenvalues of an $n\times n$ Hermitian Brownian motion. At the boundary of their limit shape we find that only three universal processes can arise: the Pearcey process…

We study the distribution of the supremum of the Airy process with $m$ wanderers minus a parabola, or equivalently the limit of the rescaled maximal height of a system of $N$ non-intersecting Brownian bridges as $N\to\infty$, where the…