Related papers: Quantitative bounds for high dimensional entropic …
We introduce a new method for obtaining quantitative convergence rates for the central limit theorem (CLT) in a high dimensional setting. Using our method, we obtain several new bounds for convergence in transportation distance and entropy,…
Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…
We use martingale embeddings to prove a central limit theorem (CLT) for one-dimensional projections of high-dimensional random vectors in $\{-1,1\}^n$ satisfying a Poincar\'e inequality. We obtain a non-asymptotic error bound involving…
We describe a new method of proving a priori bounds for positive supersolutions and solutions of superlinear elliptic PDE, based on global weak Harnack inequalities and a quantitative Hopf lemma. Novel results based on the method include:…
We give full boundary extensions to two fundamental estimates in the theory of elliptic PDE, the weak Harnack inequality and the quantitative strong maximum principle, for uniformly elliptic equations in non-divergence form.
We establish a Shearer-type inequality for the Poincar\'e constant, showing that the Poincar\'e constant corresponding to the convolution of a collection of measures can be nontrivially controlled by the Poincar\'e constants corresponding…
For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…
By differentiating a concavity principle arising from the Pr\'ekopa-Leindler inequality, we obtain a statement simultaneously strengthening the weighted boundary Poincar\'e inequality and the Brascamp-Lieb variance inequality. The resulting…
In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergence of a nearly unstable Hawkes process toward a…
An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…
The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in \cite{FW} to simulate the two-parameter GEM distributions. In…
The application of the Feynman-Kac formula to Polaron models of quantum theory leads to the path measure of Brownian motion perturbed by a pair potential that is translation invariant both in space and time. An important problem in this…
We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector $X \in \mathbb{R}^n$ with independent subgaussian components. The core technique of the paper is based on the entropy method combined with…
We derive quantitatively the Harnack inequalities for kinetic integro-differential equations. This implies H\"older continuity. Our method is based on trajectories and exploits a term arising due to the non-locality in the energy estimate.…
We revisit the Ou-Wang's approach to the cone restriction problem via polynomial partitioning. By recasting their inductive scheme as a recursive algorithm and incorporating the nested polynomial Wolff axioms, we obtain improved bounds for…
We give new upper and lower bounds on the concavity of quantum entropy. Comparisons are given with other results in the literature.
We establish the incompressible low--Mach/high--Reynolds limit for the Boltzmann equation for a broad class of initial data, without recourse to any asymptotic expansion. Exploiting the local Maxwellian manifold and the macro--micro…
We obtain some sufficient conditions for the Central Limit Theorem for the random processes (fields) with values in the separable part of Holder space in the modern terms of majorizing (minorizing) measures, belonging to X.Fernique and…
We establish a general principle that any lower bound on the non-vanishing of central $L$-values obtained through studying the one-level density of low-lying zeros can be refined to show that most such $L$-values have the typical size…