English
Related papers

Related papers: Variance bounds in product measures without expone…

200 papers

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…

Optimization and Control · Mathematics 2022-11-24 Arjun Ramachandra , Karthik Natarajan

In this note we present an algorithm to obtain a uniform lower bound on Hausdorff dimension of the stationary measure of an affine iterated function scheme with similarities, the best known example of which is Bernoulli convolution. The…

Dynamical Systems · Mathematics 2022-01-19 Victor Kleptsyn , Mark Pollicott , Polina Vytnova

We study the variable metric forward-backward splitting algorithm for convex minimization problems without the standard assumption of the Lipschitz continuity of the gradient. In this setting, we prove that, by requiring only mild…

Optimization and Control · Mathematics 2017-05-02 Saverio Salzo

The concentration of measure phenomenon in Gauss' space states that every $L$-Lipschitz map $f$ on $\mathbb R^n$ satisfies \[ \gamma_{n} \left(\{ x : | f(x) - M_{f} | \geqslant t \} \right) \leqslant 2 e^{ - \frac{t^2}{ 2L^2} }, \quad t>0,…

Probability · Mathematics 2017-06-30 Petros Valettas

Heisenberg and Schr{\"o}dinger uncertainty principles give lower bounds for the product of variances $Var_{\rho}(A)\cdot Var_{\rho}(B)$, in a state $\rho$, if the observables $A,B$ are not compatible, namely if the commutator $[A,B]$ is not…

Mathematical Physics · Physics 2009-11-13 P. Gibilisco , D. Imparato , T. Isola

Rademacher theorem states that every Lipschitz function on the Euclidean space is differentiable almost everywhere, where "almost everywhere" refers to the Lebesgue measure. In this paper we prove a differentiability result of similar type,…

Classical Analysis and ODEs · Mathematics 2015-03-27 Giovanni Alberti , Andrea Marchese

Let $K_1$, $\dots$, $K_n$ be bounded, complete, separable metric spaces. Let $\lambda_i$ be a Borel probability measure on $K_i$ for each $i$. Let $f:\prod_i K_i \to \mathbb{R}$ be a bounded and continuous potential function, and let…

Probability · Mathematics 2019-05-06 Tim Austin

Let $M$ be a compact connected Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(d x):=e^{V(x)}d x$ is a probability measure, and let $\{\lambda_i\}_{i\ge 1} $ be all non-trivial eigenvalues of $-L$ with Neumann…

Probability · Mathematics 2021-12-21 Feng-Yu Wang , Jie-Xiang Zhu

Let $\mu$ be a log-concave probability measure on ${\mathbb R}^n$ and for any $N>n$ consider the random polytope $K_N={\rm conv}\{X_1,\ldots ,X_N\}$, where $X_1,X_2,\ldots $ are independent random points in ${\mathbb R}^n$ distributed…

Probability · Mathematics 2023-09-18 Silouanos Brazitikos , Apostolos Giannopoulos , Minas Pafis

Let $(M^n,g,f)$ be a Ricci shrinker such that $\textrm{Ric}_f=\frac{1}{2}g$ and the measure induced by the weighted volume element $(4\pi)^{-\frac{n}{2}}e^{-f}dv_{g}$ is a probability measure. Given a point $p\in M$, we consider two…

Differential Geometry · Mathematics 2023-09-29 Franciele Conrado , Detang Zhou

We improve the Peres-Schlag result on pinned distances in sets of a given Hausdorff dimension. In particular, for Euclidean distances, with $$\Delta^y(E) = \{|x-y|:x\in E\},$$ we prove that for any $E, F\subset{\Bbb R}^d$, there exists a…

Classical Analysis and ODEs · Mathematics 2019-07-23 Alex Iosevich , Bochen Liu

This paper consists of two halves. In the first half of the paper, we consider real-valued functions $f$ whose domain is the vertex set of a graph $G$ and that are Lipschitz with respect to the graph distance. By placing a uniform…

Combinatorics · Mathematics 2017-05-30 Matthew Yancey

We show that in any complete metric space the probability measures $\mu$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $\nu$ living on the…

Analysis of PDEs · Mathematics 2015-08-24 Heikki Jylhä , Tapio Rajala

Let $E$ be a Moran set on $\mathbb{R}^1$ associated with a closed interval $J$ and two sequences $(n_k)_{k=1}^\infty$ and $(\mathcal{C}_k=(c_{k,j})_{j=1}^{n_k})_{k\geq1}$. Let $\mu$ be the infinite product measure (Moran measure) on $E$…

Functional Analysis · Mathematics 2018-02-13 Sanguo Zhu

We re-examine a lower-tail upper bound for the random variable $$X=\prod_{i=1}^{\infty}\min\left\{\sum_{k=1}^iE_k,1\right\},$$ where $E_1,E_2,\ldots\stackrel{iid}\sim\text{Exp}(1)$. This bound has found use in root-finding and seed-finding…

Probability · Mathematics 2019-05-21 Sam Justice , N. D. Shyamalkumar

We propose a novel approach for bounding the probability of error of discrete memoryless channels with a zero-error capacity based on a combination of Lov\'asz' and Gallager's ideas. The obtained bounds are expressed in terms of a function…

Information Theory · Computer Science 2013-05-21 Marco Dalai

Let $\mu$ be a self-affine measure on $\mathbb{R}^{d}$ associated to a self-affine IFS $\{\varphi_{\lambda}(x) = A_{\lambda}x + v_{\lambda}\}_{\lambda\in\Lambda}$ and a probability vector $p=(p_{\lambda})_{\lambda}>0$. Assume the strong…

Dynamical Systems · Mathematics 2015-11-24 Ariel Rapaport

In this paper we give a generalization of the discrete complex-valued random variable defined and investigated in \cite{ssa} and \cite{m8}. We prove the statements concerning the expressions for the excepted value and the variance of this…

Signal Processing · Electrical Eng. & Systems 2018-07-05 Romeo Meštrović

Consider a graph with a set of vertices and oriented edges connecting pairs of vertices. Each vertex is associated with a random variable and these are assumed to be independent. In this setting, suppose we wish to solve the following…

Statistics Theory · Mathematics 2008-08-18 Ery Arias-Castro , Emmanuel J. Candès , Hannes Helgason , Ofer Zeitouni

Given a probability measure on a finitely generated group, its Martin boundary is a natural way to compactify the group using the Green function of the corresponding random walk. For finitely supported measures in hyperbolic groups, it is…

Probability · Mathematics 2015-11-04 Sébastien Gouëzel