Related papers: Sharp concentration phenomena in high-dimensional …

We study the expected value of support functions of random polytopes in a certain direction, where the random polytope is given by independent random vectors uniformly distributed in an isotropic convex body. All results are obtained by an…

We present new connections among anomalous diffusion (AD), normal diffusion (ND) and the Central Limit Theorem. This is done by defining a point transformation to a new position variable, which we postulate to be Cartesian, motivated by…

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

We consider Erd\H{o}s-R\'enyi graphs $G(n,p)$ for $0 < p < 1$ fixed and $n \rightarrow \infty$ and study the expected number of steps, $H_{wv}$, that a random walk started in $w$ needs to first arrive in $v$. A natural guess is that an…

We give an order-explicit large deviation bound for the difference between a high-dimensional $U$-statistic and its H\'{a}jek projection. In particular, we show that any $U$-statistic of order $b$ on $n$ observations, with a $d$-dimensional…

We prove a multivariate central limit theorem with explicit error bound on a non-smooth function distance for sums of bounded decomposable $d$-dimensional random vectors. The decomposition structure is similar to that of Barbour, Karo\'nski…

We prove sharper Strichartz estimates than expected from theoptimal dispersion bounds.

A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…

In 2010, Shiffman and Zelditch proved a central limit theorem (CLT) for smooth statistics of Gaussian random zeros in codimension one over compact K\"ahler manifolds. They raised the question of whether this result admits a two-fold…

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…

We study the error of the number of points of the lattice $\mathbb{Z}^{d}$ that fall into a dilated and translated hypercube centred around $0$ and whose axis are parallel to the axis of coordinates. We show that if $t$, the factor of…

We study the limiting distribution of critical points and extrema of random spherical harmonics, in the high energy limit. In particular, we first derive the density functions of extrema and saddles; we then provide analytic expressions for…

In this paper we present the Edgeworth expansion for the Euler approximation scheme of a continuous diffusion process driven by a Brownian motion. Our methodology is based upon a recent work \cite{Yoshida2013}, which establishes Edgeworth…

New calculations to over ten million time steps have revealed a more complex diffusive behavior than previously reported, of a point particle on a square and triangular lattice randomly occupied by mirror or rotator scatterers. For the…

This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…

We consider a sequence of positive smooth critical points of the Adams-Moser-Trudinger embedding of $H^m_0$ into Orlicz spaces. We study its concentration-compactness behavior and show that if the sequence is not precompact, then the liminf…

We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we…

Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on Edgeworth expansion of the distribution function. The…

In this paper, we prove a local limit theorem for the chi-square distribution with $r > 0$ degrees of freedom and noncentrality parameter $\lambda \geq 0$. We use it to develop refined normal approximations for the survival function. Our…

Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel and H\"anggi ([DH1], [DH2]). We address here two questions,…