Related papers: Classifying the Concentration of the Boolean Cube …
The tails of the distribution of a mean zero, variance $\sigma^2$ random variable $Y$ satisfy concentration of measure inequalities of the form $\mathbb{P}(Y \ge t) \le \exp(-B(t))$ for $$ B(t)=\frac{t^2}{2( \sigma^2 + ct)} \quad \mbox{for…
A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…
Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…
We give concentration inequalities in Wasserstein distance for the empirical measure of a sequence of independent and identically distributed random variables with values in a Polish space E. These inequalities involve the covering…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
The main purpose of this paper is to investigate the behaviour of fractional integral operators associated to a measure on a metric space satisfying just a mild growth condition, namely that the measure of each ball is controlled by a fixed…
In the CDM paradigm, the halo mass function is a sensitive probe of the cosmic structure. In observations, halo mass is typically estimated from its relation with other observables. The resulting halo mass function is subject to systematic…
Consider a monotone Boolean function $f:\{0,1\}^n\to\{0,1\}$ and the canonical monotone coupling $\{\eta_p:p\in[0,1]\}$ of an element in $\{0,1\}^n$ chosen according to product measure with intensity $p\in[0,1]$. The random point…
We prove that the local eigenvalue statistics for $d=1$ random band matrices with fixed bandwidth and, for example, Gaussian entries, is given by a Poisson point process and we identify the intensity of the process. The proof relies on an…
We investigate variance bounds under symmetry constraints in classical, free, and Boolean probability, focusing on Bernoulli distributions and their noncommutative analogues, projections with trace \(p\). We show that symmetrizers under…
Let $n>m$, and let $A$ be an $(m\times n)$-matrix of full rank. Then obviously the estimate $\|Ax\|\leq\|A\|\|x\|$ holds for the euclidean norm of $x$ and $Ax$ and the spectral norm as the assigned matrix norm. We study the sets of all $x$…
The measure concentration property of an mm-space $X$ is roughly described as that any 1-Lipschitz map on $X$ to a metric space $Y$ is almost close to a constant map. The target space $Y$ is called the screen. The case of $Y=\mathbb{R}$ is…
In this note we consider Boolean functions defined on the discrete cube equipped with a biased product probability measure. We prove that if the spectrum of such a function is concentrated on the first two Fourier levels, then the function…
Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…
Motivated by recent experiments with two-component Bose-Einstein condensates, we study fully-connected spin models subject to an additional constraint. The constraint is responsible for the Hilbert space dimension to scale only linearly…
We prove a functional limit theorem for the rescaled occupation time fluctuations of a $(d,\alpha,\beta)$-branching particle system [particles moving in $\mathbb {R}^d$ according to a symmetric $\alpha$-stable L\'{e}vy process, branching…
We obtain non asymptotic concentration bounds for two kinds of stochastic approximations. We first consider the deviations between the expectation of a given function of the Euler scheme of some diffusion process at a fixed deterministic…
An infinite urn scheme is defined by a probability mass function $(p_j)_{j\geq1}$ over positive integers. A random allocation consists of a sample of $N$ independent drawings according to this probability distribution where $N$ may be…
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…