Related papers: Sharp inequalities involving multiplicative chaos …
We investigate topological, combinatorial, statistical, and enumeration properties of finite graphs with high Kolmogorov complexity (almost all graphs) using the novel incompressibility method. Example results are: (i) the mean and variance…
An inequality for the variance of an additive function defined on random decomposable structures, called assemblies, is established. The result generalizes estimates obtained earlier in the cases of permutations and mappings of a finite set…
A classical theorem of Kempner states that the sum of the reciprocals of positive integers with missing decimal digits converges. This result is extended to much larger families of "missing digits" sets of positive integers with both…
We extend several celebrated methods in classical analysis for summing series of complex numbers to series of complex matrices. These include the summation methods of Abel, Borel, Ces\'aro, Euler, Lambert, N\"orlund, and Mittag-Leffler,…
We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…
The aim of this note is to revisit propagation of chaos for a Langevin-type interacting particle system used for sampling probability measures. The interacting particle system we consider coincides, in the setting of a log-quadratic target…
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
We prove a multiplicity result for a class of strongly indefinite nonlinear second order asymptotically linear systems with Dirichlet boundary conditions. The key idea for the proof is to bring together the classical shooting method and the…
The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are as follows: (1) the study is nonasymptotic, that is, the sample size is fixed and does not…
Generalized polynomial chaos expansions are a powerful tool to study differential equations with random coefficients, allowing in particular to efficiently approximate random invariant sets associated to such equations. In this work, we use…
This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.
Some improvements of the celebrated Schwarz inequality in complex inner product spaces are given. Applications for n-tuples of complex numbers are provided.
The aim of the present work is to show that recent results of the authors on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be shown via an alternative class of…
The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles. We give a comprehensive proof of the multiplicative chaos…
Given $d\ge 1$, we provide a construction of the random measure - the critical Gaussian Multiplicative Chaos - formally defined $e^{\sqrt{2d}X}\mathrm{d} \mu$ where $X$ is a $\log$-correlated Gaussian field and $\mu$ is a locally finite…
Extreme events such as rogue wave in optics and fluids are often associated with the merging dynamics of coherent structures. We present experimental and numerical results on the physics of extreme events appearance in a spatially extended…
We use the formalism of the R{\'e}nyi entropies to establish the symmetry range of extremal functions in a family of subcriti-cal Caffarelli-Kohn-Nirenberg inequalities. By extremal functions we mean functions which realize the equality…
A novel and efficient algorithm based on the Wiener chaos expansion is proposed for the stochastic Maxwell equations driven by Wiener process. The proposed algorithm can reduce the original stochastic system to the deterministic case and…
We study the distributional behavior of additive arithmetic functions evaluated at integers drawn from the harmonic distribution. Our main result shows that a broad family of such functions converges in law to conditioned Dickman-type…
We consider random multiplicative functions taking the values $\pm 1$. Using Stein's method for normal approximation, we prove a central limit theorem for the sum of such multiplicative functions in appropriate short intervals.