Related papers: Gaussian Zonoids, Gaussian determinants and Gaussi…

Consider a $d\times d$ matrix $M$ whose rows are independent centered non-degenerate Gaussian vectors $\xi_1,...,\xi_d$ with covariance matrices $\Sigma_1,...,\Sigma_d$. Denote by $\mathcal{E}_i$ the location-dispersion ellipsoid of…

A gaussoid is a combinatorial structure that encodes independence in probability and statistics, just like matroids encode independence in linear algebra. The gaussoid axioms of Lnenicka and Mat\'us are equivalent to compatibility with…

Many star bodies have convex subsets with approximately the same Gaussian measure (of the complement). Inspired by this phenomenon, and in connection with the randomized Dvoretzky theorem for Lorentz spaces, we derive bounds on the…

We show that for some constant $\kappa>0$, any centered $\kappa$-subgaussian random variable is equal to the sum of three standard Gaussian random variables, confirming a conjecture of M. Talagrand. We also prove that given $\Lambda\geq 1$,…

We consider the problem of fitting a centered ellipsoid to $n$ standard Gaussian random vectors in $\mathbb{R}^d$, as $n, d \to \infty$ with $n/d^2 \to \alpha > 0$. It has been conjectured that this problem is, with high probability,…

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots,X_n$ over the class of rectangles in the case when the covariance…

We prove Gaussian approximation theorems for specific $k$-dimensional marginals of convex bodies which possess certain symmetries. In particular, we treat bodies which possess a 1-unconditional basis, as well as simplices. Our results…

We show that every multilinear map between Euclidean spaces induces a unique, continuous, Minkowski multilinear map of the corresponding real cones of zonoids. Applied to the wedge product of the exterior algebra of a Euclidean space, this…

We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…

We consider the problem $(\mathrm{P})$ of fitting $n$ standard Gaussian random vectors in $\mathbb{R}^d$ to the boundary of a centered ellipsoid, as $n, d \to \infty$. This problem is conjectured to have a sharp feasibility transition: for…

We introduce a family of symmetric convex bodies called generalized ellipsoids of degree $d$ (GE-$d$s), with ellipsoids corresponding to the case of $d=0$. Generalized ellipsoids (GEs) retain many geometric, algebraic, and algorithmic…

We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…

In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…

We prove the convergence of (solid) ellipsoids to a Gaussian space in Gromov's concentration/weak topology as the dimension diverges to infinity. This gives the first discovered example of an irreducible nontrivial convergent sequence in…

We prove that for $c>0$ a sufficiently small universal constant that a random set of $c d^2/\log^4(d)$ independent Gaussian random points in $\mathbb{R}^d$ lie on a common ellipsoid with high probability. This nearly establishes a…

We study a distributed estimation problem in which two remotely located parties, Alice and Bob, observe an unlimited number of i.i.d. samples corresponding to two different parts of a random vector. Alice can send $k$ bits on average to…

In this paper we study the asymptotic behavior of a family of polynomials which are orthogonal with respect to an exponential weight on certain contours of the complex plane. The zeros of these polynomials are the nodes for complex Gaussian…

It is known that the distribution of an integrable random vector $\xi$ in $\mathbb{R}^d$ is uniquely determined by a $(d+1)$-dimensional convex body called the lift zonoid of $\xi$. This concept is generalised to define the lift expectation…

We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…

This work finds the non isotropic noncentral elliptical shape distributions via SVD decomposition in the context of zonal polynomials, avoiding the invariant polynomials and the open problems for their computation. The new shape…