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We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…

Probability · Mathematics 2024-04-30 Thomas Bonis

We study concentration phenomena of eigenfunctions of the Laplacian on closed Riemannian manifolds. We prove that the volume measure of a closed manifold concentrates around nodal sets of eigenfunctions exponentially. Applying the method of…

Differential Geometry · Mathematics 2019-01-11 Kei Funano , Yohei Sakurai

The concentration of measure phenomenon may be summarized as follows: a function of many weakly dependent random variables that is not too sensitive to any of its individual arguments will tend to take values very close to its expectation.…

Probability · Mathematics 2016-11-18 Aryeh Kontorovich , Maxim Raginsky

We derive quantitative bounds on the rate of convergence in $L^1$ Wasserstein distance of general M-estimators, with an almost sharp (up to a logarithmic term) behavior in the number of observations. We focus on situations where the…

Statistics Theory · Mathematics 2021-11-19 François Bachoc , Max Fathi

We prove almost sharp upper bounds for the $L^p$ norms of eigenfunctions of the full ring of invariant differential operators on a compact locally symmetric space, as well as their restrictions to maximal flat subspaces. Our proof combines…

Analysis of PDEs · Mathematics 2016-06-22 Simon Marshall

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

Probability · Mathematics 2023-04-27 Bar Light

We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…

Statistics Theory · Mathematics 2026-01-13 Arash A. Amini , Luciano Vinas

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…

Probability · Mathematics 2026-04-27 Yong Liu , Bin Tang , Rangrang Zhang

By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…

Probability · Mathematics 2016-02-19 Dejun Luo , Jian Wang

Let $P_t$ be the (Neumann) diffusion semigroup $P_t$ generated by a weighted Laplacian on a complete connected Riemannian manifold $M$ without boundary or with a convex boundary. It is well known that the Bakry-Emery curvature is bounded…

Probability · Mathematics 2016-11-24 Feng-Yu Wang

Given a compact metric space (X,d) equipped with a non-atomic, probability measure m and a real, positive decreasing function p we consider a `natural' class of limsup subsets La(p) of X. The classical limsup sets of `well approximable'…

Number Theory · Mathematics 2007-05-23 Victor Beresnevich , Detta Dickinson , Sanju Velani

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

Probability · Mathematics 2015-03-03 Jérôme Dedecker , Florence Merlevède

Exhibiting a new type of measure concentration, we prove uniform concentration bounds for measurable Lipschitz functions on product spaces, where Lipschitz is taken with respect to the metric induced by a weighted covering of the index set…

Probability · Mathematics 2020-12-23 Friedrich Martin Schneider , Sławomir Solecki

Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…

Statistics Theory · Mathematics 2026-04-08 Arthur Stéphanovitch

To verify the universal validity of the "two-sided" monotonicity condition introduced in [8], we will apply it to include more classical examples. The present paper selects the $L^{p}$ convergence case for this purpose. Furthermore, Theorem…

Classical Analysis and ODEs · Mathematics 2007-05-23 Rui-Jun Le , Song-Ping Zhou

In our recent work we found a surprising breakdown of symmetry conservation: using standard numerical discretization with very high precision the computed numerical solutions corresponding to very nice initial data may converge to…

Analysis of PDEs · Mathematics 2021-06-17 Dong Li , Chaoyu Quan , Tao Tang , Wen Yang

We prove a sharp $L^p$ weighted Hardy inequality involving boundary distance $\delta$ for any domain $\Omega\subsetneq \mathbb R^n$. The inequality may be improved substantially under the additional assumption that $-\log \delta$ is…

Analysis of PDEs · Mathematics 2020-07-21 Bo-Yong Chen

In this article we examine the concentration and oscillation effects developed by high-frequency eigenfunctions of the Laplace operator in a compact Riemannian manifold. More precisely, we are interested in the structure of the possible…

Analysis of PDEs · Mathematics 2010-04-16 Daniel Azagra , Fabricio Macia

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

Assume that $p\in[1,\infty]$ and $u=P_{h}[\phi]$, where $\phi\in L^{p}(\mathbb{S}^{n-1},\mathbb{R}^n)$ and $u(0) = 0$. Then we obtain the sharp inequality $|u(x)|\le G_p(|x|)\|\phi\|_{L^{p}}$ for some smooth function $G_p$ vanishing at $0$.…

Complex Variables · Mathematics 2020-04-15 Jiaolong Chen , David Kalaj