Related papers: A Gaussian correlation inequality for plurisubharm…
It is known to experts that certain regular inclusions of von Neumann algebras arise as crossed products with cocycle actions of the canonical quotient groupoids associated with the inclusions. Similarly, `strongly normal' inclusions of…
Recently the correlation functions of the so-called Itzykson-Zuber/Harish-Chandra integrals were computed (by one of the authors and collaborators) for all classical groups using an integration formula that relates integrals over compact…
In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. In the one-dimensional case, our results supplement those established by Paouris and Valettas in [8].
Symmetry plays a basic role in variational problems (settled e.g. in $\mathbb R^{n}$ or in a more general manifold), for example to deal with the lack of compactness which naturally appear when the problem is invariant under the action of a…
We generalize the well-known mean value inequality of subharmonic functions for a slightly more general function class. We also apply this generalized mean value inequality to weighted boundary behavior and nonintegrability questions of…
We prove some special cases of Bergeron's inequality involving two Gaussian polynomials (or $q$-binomials).
Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures. In this paper, we establish the…
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…
This paper extends various results related to the Gaussian product inequality (GPI) conjecture to the setting of disjoint principal minors of Wishart random matrices. This includes product-type inequalities for matrix-variate analogs of…
We present a semiclassical approach to n-point spectral correlation functions of quantum systems whose classical dynamics is chaotic, for arbitrary n. The basic ingredients are sets of periodic orbits that have nearly the same action and…
This work concerns superharmonic perturbations of a Gaussian measure given by a special class of positive weights in the complex plane of the form $w(z) = \exp(-|z|^2 + U^{\mu}(z))$, where $U^{\mu}(z)$ is the logarithmic potential of a…
In this paper we introduce the new notion of complex isoparametric functions on Riemannian manifolds. These are then employed to devise a general method for constructing proper $p$-harmonic functions. We then apply this to construct the…
Deformed correlated Gaussian basis functions are introduced and their matrix elements are calculated. These basis functions can be used to solve problems with nonspherical potentials. One example of such potential is the dipole…
We extend a Gaussian functional inequality to a countable product of Gaussian measures. This inequality improves on the classical Poincare inequality for Gaussian measures. As an application, we prove that First Passage Percolation has…
This paper deals with the famous isoperimetric inequality. In a first part, we give some new functional form of the isoperimetric inequality, and in a second part, we give a quantitative form with a remainder term involving Wasserstein…
We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…
We supplement the result of the first part of the work with estimates of the integrals of the difference of subharmonic functions in measure with some deterioration of the absolute constants, but these estimates have the form of a…
In this paper we consider a new kind of inequality related to fractional integration, motivated by Gressman's paper. Based on it we investigate its multilinear analogue inequalities. Combining with the Gressman's work on multilinear…
We consider generalised Mehler semigroups and, assuming the existence of an associated invariant measure $\sigma$, we prove functional integral inequalities with respect to $\sigma$, such as logarithmic Sobolev and Poincar\'{e} type.…
The long-standing Gaussian product inequality (GPI) conjecture states that, for any centered $\mathbb{R}^n$-valued Gaussian random vector $(X_1, \dots, X_n)$ and any positive reals $\alpha_1, \dots, \alpha_n$, ${\bf…