Related papers: Lower bound for large transversal fluctuations in …
Consider the Euclidean traveling salesman problem with $n$ random points on the plane. Suppose that one of the points is shifted to a new random location. This gives us a new optimal path. Consider such shifts for each of the $n$ points. Do…
The Sherrington-Kirkpatrick Hamiltonian is a random quadratic function on the high-dimensional sphere. This article studies the ground state (i.e. maximum) of this Hamiltonian with external field, or more generally with a non-linear "spike"…
Symmetries strongly influence transport properties of quantum many-body systems, and can lead to deviations from the generic case of diffusion. In this work, we study the impact of time-reversal symmetry breaking on the transport and its…
We study the combined effect of thermal and quantum fluctuations in a zero dimensional superconductor. By using path integral techniques, we obtain novel expressions for the partition function and the superconducting order parameter which…
Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…
Robust, or model-independent properties of the variance swap are well-known, and date back to Dupire and Neuberger, who showed that, given the price of co-terminal call options, the price of a variance swap was exactly specified under the…
Recently, it was shown that the probability distribution function (PDF) of the free energy of a single continuum directed polymer (DP) in a random potential, equivalently of the height of a growing interface described by the…
This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…
In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…
We establish the first tight bound on the lower tail probability of the half-space KPZ equation with Neumann boundary parameter $A = -1/2$ and narrow-wedge initial data. When the tail depth is of order $T^{2/3}$, the lower bound…
We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational…
Many analyses based on the time-dependent Ginzburg--Landau model are not consistent with statistical mechanics, because thermal fluctuations are not taken correctly into account. We use the fluctuation-dissipation theorem in order to…
We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a…
The optimal fluctuation approach is applied to study the most distant (non-universal) tails of the free-energy distribution function P(F) for an elastic string (of a large but finite length L) interacting with a quenched random potential. A…
I investigate the generic problem of lossy compression of a fluctuating stochastic signal $X$ into a discrete representation $Z$ through optimal thresholding. The signal modulates transition rates of a two-state system described by a binary…
We revisit the study of optimal regret rates in bandit combinatorial optimization---a fundamental framework for sequential decision making under uncertainty that abstracts numerous combinatorial prediction problems. We prove that the…
Real-time probability forecasts for binary outcomes are routine in sports, online experimentation, medicine, and finance. Retrospective narratives, however, often hinge on pathwise extremes: for example, a forecast that becomes "90%…
In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…
In these Notes, a comprehensive description of the universal fractal geometry of conformally-invariant scaling curves or interfaces, in the plane or half-plane, is given. The present approach focuses on deriving critical exponents…
In this work we study high probability bounds for stochastic subgradient methods under heavy tailed noise. In this setting the noise is only assumed to have finite variance as opposed to a sub-Gaussian distribution for which it is known…