Related papers: Gibbs conditioning principle for log-concave indep…

Considering a minimal number of assumptions and in the context of the timeless formalism, conditional probabilities are derived for subsequent measurements in the non-relativistic regime. Only unitary transformations are considered with…

In this short note we prove a maximal concentration lemma for sub-Gaussian random variables stating that for independent sub-Gaussian random variables we have \[P<(\max_{1\le i\le N}S_{i}>\epsilon>)…

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

We present an alternative approach to the theory of free Gibbs states with convex potentials. Instead of solving SDE's, we combine PDE techniques with a notion of asymptotic approximability by trace polynomials for a sequence of functions…

Under a mild condition we give closed-form expressions for copulas of systems that consist of maxima and of minima of subvectors of a given random vector $X$ with continuous marginals. Said expressions appear explicit in the copula of $X$…

Although there is an extensive literature on the maxima of Gaussian processes, there are relatively few non-asymptotic bounds on their lower-tail probabilities. The aim of this paper is to develop such a bound, while also allowing for many…

While useful probability bounds for $n$ pairwise independent Bernoulli random variables adding up to at least an integer $k$ have been proposed in the literature, none of these bounds are tight in general. In this paper, we provide several…

Let $\mathbf{R}$ be the sample correlation matrix constructed from $\mathbf{X}\in \mathbb{R}^{p\times n}$, whose entries are independent and identically distributed random variables with mean zero and tail probability condition…

In 1969 V.V.~Petrov found a new sufficient condition for the applicability of the strong law of large numbers to sequences of independent random variables. He proved the following theorem: let $\{X_{n}\}_{n=1}^{\infty}$ be a sequence of…

We develop a Liouville perturbation theory for weakly driven and weakly open quantum systems in situations when the unperturbed system has a number of conservations laws. If the perturbation violates the conservation laws, it drives the…

In this paper, we study self-normalized moderate deviations for degenerate { $U$}-statistics of order $2$. Let $\{X_i, i \geq 1\}$ be i.i.d. random variables and consider symmetric and degenerate kernel functions in the form…

A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…

The long-standing Gaussian product inequality (GPI) conjecture states that, for any centered $\mathbb{R}^n$-valued Gaussian random vector $(X_1, \dots, X_n)$ and any positive reals $\alpha_1, \dots, \alpha_n$, ${\bf…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

For a graph $G$ and $p\in[0,1]$, we denote by $G_p$ the random sparsification of $G$ obtained by keeping each edge of $G$ independently, with probability $p$. We show that there exists a $C>0$ such that if $p\geq C(\log n)^{1/3}n^{-2/3}$…

We consider a generic class of log-concave, possibly random, (Gibbs) measures. We prove the concentration of an infinite family of order parameters called multioverlaps. Because they completely parametrise the quenched Gibbs measure of the…

Jakimiuk et al. (2024) have proved that, if $X$ is an ultra log-concave random variable with integral mean, then $$\max_n \mathbb{P}\{X=n\} \geq \max_n \mathbb{P} \{Z=n\}\,,$$ where $Z$ is a Poisson random variable with the parameter…

The long-standing Gaussian product inequality (GPI) conjecture states that $E [\prod_{j=1}^{n}|X_j|^{\alpha_j}]\geq\prod_{j=1}^{n}E[|X_j|^{\alpha_j}]$ for any centered Gaussian random vector $(X_1,\dots,X_n)$ and any non-negative real…

Let $G$ be a countable infinite discrete amenable group.It should be noted that a $G$-system $(X,G)$ naturally induces a $G$-system $(\mathcal{M}(X),G)$, where $\mathcal{M}(X)$ denotes the space of Borel probability measures on the compact…