Related papers: Strictly subgaussian probability distributions

In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence…

We generalize to the setting of Arveson's maximal subdiagonal subalgebras of finite von Neumann algebras, the Szeg\"o $L^p$-distance estimate, and classical theorems of F. and M. Riesz, Gleason and Whitney, and Kolmogorov. In so doing, we…

The standard Large Deviation Theory (LDT) mirrors the Boltzmann-Gibbs (BG) factor which describes the thermal equilibrium of short-range Hamiltonian systems, the velocity distribution of which is Maxwellian. It is generically applicable to…

We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…

We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums…

We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the…

Thanks to works by M. Kontsevich and A. Zorich followed by C. Boissy, we have a classification of all Rauzy Classes of any given genus. It follows from these works that Rauzy Classes are closed under the operation of inverting the…

We study the fine scale $L^2$-mass distribution of toral Laplace eigenfunctions with respect to random position, in 2 and 3 dimensions. In 2d, under certain flatness assumptions on the Fourier coefficients and generic restrictions on energy…

We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by…

Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…

We consider a family of infinite dimensional product measures with tails between Gaussian and exponential, which we call $p$-exponential measures. We study their measure-theoretic properties and in particular their concentration. Our…

We introduce and study the permanence properties of the class of linear transfers between probability measures. This class contains all cost minimizing mass transports, but also martingale mass transports, the Schrodinger bridge associated…

We make use of an entropic property to establish a convergence theorem (Main Theorem), which reveals that the conditional entropy measures the asymptotic Gaussianity. As an application, we establish the {\it entropic conditional central…

We study the distribution of the occurrence of rare patterns in sufficiently mixing Gibbs random fields on the lattice $\mathbb{Z}^d$, $d\geq 2$. A typical example is the high temperature Ising model. This distribution is shown to converge…

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L_2 regularization: We introduce the \gamma-adapted-dimension, which is a simple function of the spectrum of a…

The statistical duality of distributions is a powerful tool for statistical inferences. In the paper the statistical duality of Laplace distribution is discussed. As shown the confidence density of the parameter of this distribution is…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

We consider four different models of nonlinear diffusion equations involving fractional Laplacians and study the existence and properties of classes of self-similar solutions. Such solutions are an important tool in developing the general…

For general second order evolution equations, we prove an optimal condition on the degree of unboundedness of the damping, that rules out finite-time extinction. We show that control estimates give energy decay rates that explicitly depend…

Counts in cells are used to analyse the higher order properties of the statistics of the EDSGC survey. The probability distribution is obtained from an equal area projection source catalog with infinite oversampling over the range…