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We set up a new notion of local convergence for permutations and we prove a characterization in terms of proportions of \emph{consecutive} pattern occurrences. We also characterize random limiting objects for this new topology introducing a…

Probability · Mathematics 2020-03-20 Jacopo Borga

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

Random union sets $Z$ associated with stationary Poisson processes of $k$-cylinders in $\mathbb{R}^d$ are considered. Under general conditions on the typical cylinder base a concentration inequality for the volume of $Z$ restricted to a…

Probability · Mathematics 2019-08-07 Anastas Baci , Carina Betken , Anna Gusakova , Christoph Thaele

Let $(X,\mu)$ be a standard probability space. An automorphism $T$ of $(X,\mu)$ has the weak Pinsker property if for every $\varepsilon > 0$ it has a splitting into a direct product of a Bernoulli shift and an automorphism of entropy less…

Dynamical Systems · Mathematics 2018-02-19 Tim Austin

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

Information Theory · Computer Science 2021-01-11 Kostas N. Oikonomou

The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…

Probability · Mathematics 2013-09-16 Elizabeth S. Meckes , Mark W. Meckes

Let $A_n$ be an $n\times n$ random symmetric matrix with $(A_{ij})_{i< j}$ i.i.d. mean $0$, variance 1, following a subGaussian distribution and diagonal elements i.i.d. following a subGaussian distribution with a fixed variance. We…

Probability · Mathematics 2024-05-15 Yi Han

Let $\bm{x}_1,\cdots,\bm{x}_n$ be a random sample of size $n$ from a $p$-dimensional population distribution, where $p=p(n)\rightarrow\infty$. Consider a symmetric matrix $W=X^\top X$ with parameters $n$ and $p$, where…

Probability · Mathematics 2023-06-16 Jianwei Hu , Seydou Keita , Kang Fu

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

Optimal design for linear regression is a fundamental task in statistics. For finite design spaces, recent progress has shown that random designs drawn using proportional volume sampling (PVS) lead to approximation guarantees for A-optimal…

Computation · Statistics 2021-02-02 Arnaud Poinas , Rémi Bardenet

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

Probability · Mathematics 2015-07-06 V. Yu. Korolev , A. V. Dorofeeva

Compression of integer sets and sequences has been extensively studied for settings where elements follow a uniform probability distribution. In addition, methods exist that exploit clustering of elements in order to achieve higher…

Information Theory · Computer Science 2014-02-11 N. Jesper Larsson

Starting from concentration of measure hypotheses on $m$ random vectors $Z_1,\ldots, Z_m$, this article provides an expression of the concentration of functionals $\phi(Z_1,\ldots, Z_m)$ where the variations of $\phi$ on each variable…

Probability · Mathematics 2023-06-27 Cosme Louart , Romain Couillet

Let $\eta_i, i=1,..., n$ be iid Bernoulli random variables, taking values $\pm 1$ with probability 1/2. Given a multiset $V$ of $n$ elements $v_1, ..., v_n$ of an additive group $G$, we define the \emph{concentration probability} of $V$ as…

Combinatorics · Mathematics 2011-12-06 Hoi H. Nguyen

Let $\Gamma$ be the fundamental group of a closed orientable surface of genus at least two. Consider the composition of a uniformly random element of $\mathrm{Hom}(\Gamma,S_n)$ with the $(n-1)$-dimensional irreducible representation of…

Geometric Topology · Mathematics 2025-04-30 Michael Magee , Doron Puder , Ramon van Handel

This paper studies the concentration properties of random codes. Specifically, we show that, for discrete memoryless channels, the error exponent of a randomly generated code with pairwise-independent codewords converges in probability to…

Information Theory · Computer Science 2022-03-16 Lan V. Truong , Giuseppe Cocco , Josep Font-Segura , Albert Guillén i Fàbregas

Following Talagrand's concentration results for permutations picked uniformly at random from a symmetric group [Tal95], Luczak and McDiarmid have generalized it to more general groups G of permutations which act suitably 'locally'. Here we…

Probability · Mathematics 2017-06-28 Paul-Marie Samson

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Statistics Theory · Mathematics 2023-10-23 Adam B Kashlak

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n} X_k a_k$ with respect to the arithmetic structure of…

Probability · Mathematics 2022-08-04 Yulia S. Eliseeva , Friedrich Götze , Andrei Yu. Zaitsev