Related papers: Intermediate spaces, Gaussian probabilities and ex…
We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.'s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various…
In this article, we show that every centered Gaussian measure on an infinite dimensional separable Fr\'{e}chet space $X$ over $\mathbb R$ admits some full measure Banach intermediate space between $X$ and its Cameron-Martin space. We…
We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate half-spaces are approximate solutions of the…
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…
These lecture notes contain an introduction to some of the fundamental ideas and results in analysis and probability on infinite-dimensional spaces, mainly Gaussian measures on Banach spaces. They originated as the notes for a topics course…
We prove in this article that every Borelian measure, for example, the distribution of a random variable, in separable Banach space has a support which is compact embedded Banach subspace; and prove that if the norm of the random variable…
In this paper, we construct an intermediate distribution linking the Gaussian and the Cauchy distribution. We provide the probability density function and the corresponding characteristic function of the intermediate distribution. Because…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We study the utility of Expectation Propagation (EP) as an approximate…
This is the first of two closely related papers on transversality. Here we introduce the notion of tangential transversality of two closed subsets of a Banach space. It is an intermediate property between transversality and…
We investigate the Gaussian small ball probabilities with random centers, find their deterministic a.s.-equivalents and establish a relation to infinite-dimensional high-resolution quantization.
We derive moment and tail estimates for Gaussian chaoses of arbitrary order with values in Banach spaces. We formulate a conjecture regarding two-sided estimates and show that it holds in a certain class of Banach spaces including L_q…
This article shows that a large class of posterior measures that are absolutely continuous with respect to a Gaussian prior have strong maximum a posteriori estimators in the sense of Dashti et al. (2013). This result holds in any separable…
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…
This appendix provides a short proof for sample path continuity of the Brownian motion induced by an arbitrary centered Gaussian measure on a separable Banach space, and also some perturbation results for the spectrum of compact…
In this paper we investigate the conformation statistics of a Gaussian chain embedded in a medium of finite size, in the presence of quenched random obstacles. The similarities and differences between the case of random obstacles and the…
We prove several dichotomies on linear embeddings between Banach spaces. Given an arbitrary Banach space X with a basis, we show that the relations of isomorphism and bi-embedding are meager or co-meager on the Polish set of block-subspaces…
For an interpolation pair $(E_0,E_1)$ of Banach spaces with $E_1 \hookrightarrow E_0$ we use vectors $b_1,b_2,\ldots \in E_1$ that satisfy an extremal property with respect to the $J$- and $K$-functional to construct sub-spaces that are…
Consider a separable Banach space $ \mathcal{W}$ supporting a non-trivial Gaussian measure $\mu$. The following is an immediate consequence of the theory of Gaussian measure on Banach spaces: there exist (almost surely) successful couplings…
The linear isometries between weighted Banach spaces of continuous functions are considered. Some of well known theorems on isometries between spaces of continuous functions are proved and stated, but all they are in an appropriate form. In…