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This note describes the concentration phenomenon for a high dimensional sub-gaussian vector \( X \). In the Gaussian case, for any linear operator \( Q \), it holds \( P\bigl( \| Q X \|^{2} - tr (B) > 2 \sqrt{x\, tr(B^{2})} + 2 \| B \| x…

Probability · Mathematics 2024-06-11 Vladimir Spokoiny

In the present paper, we study a set that can be treated as a generalised set of subsums for a geometric series. This object was discovered independently in various mathematical aspects. For instance, it is closely related to various…

Probability · Mathematics 2024-10-22 Oleg Makarchuk , Dmytro Karvatskyi

We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a…

Statistics Theory · Mathematics 2009-06-22 Bernd Sturmfels , Caroline Uhler

An old conjecture states that among all simplices inscribed in the unit sphere the regular one has the maximal mean width. An equivalent formulation is that for any centered Gaussian vector $(\xi_1,\dots,\xi_n)$ satisfying $\mathbb…

Probability · Mathematics 2016-04-07 Zakhar Kabluchko , Alexander E. Litvak , Dmitry Zaporozhets

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

It is shown that \begin{equation*} \mathsf{P}(\|a_1U_1+\dots+a_nU_n\|>u)\le c\,\mathsf{P}(a\|Z_d\|>u) \end{equation*} for all real $u$, where $U_1,\dots,U_n$ are independent random vectors uniformly distributed on the unit sphere in…

Probability · Mathematics 2017-01-17 Iosif Pinelis

We study the triple convolution sum of the generalised divisor functions $$\sum_{n\leq x} d_k(n+h)d_l(n)d_m(n-h),$$ where $h \le x^{1-\epsilon}$ for any $\epsilon>0$ and $d_k(n)$ denotes the generalised divisor function which counts the…

Number Theory · Mathematics 2026-02-17 Bikram Misra , Biswajyoti Saha

Suppose Y is an integer homology 3-sphere, Taubes proved that the number of irreducible critical orbits of the perturbed Chern-Simons functional on Y, counted with signs, is equal to the algebraic intersection number of two character…

Geometric Topology · Mathematics 2021-02-09 Shaoyun Bai

We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if $A\subset\mathbb{R}^d$ is convex and the origin $0\in A$, then for any ball $B$ centered at the origin, it holds $\gamma_d(A\cap B)\geq…

Probability · Mathematics 2013-01-30 Adrian P. C. Lim , Dejun Luo

As a sequel to (Berman, 2008a), we show that the rotation of the Universe can be dealt by generalised Gaussian metrics, defined in this paper. Robertson-Walker's metric has been employed with proper-time, in its standard applications; the…

General Physics · Physics 2009-11-13 Marcelo Samuel Berman

The `transcendental methods' in the algebraic theory of quadratic forms are based on two major results, proved in the 60's by Cassels and Pfister, and known as the representation and the subform theorems. A generalization of the…

Rings and Algebras · Mathematics 2007-05-23 Anne Quéguiner-Mathieu

We introduce a class of generalized relative entropies (inspired by the Bregman divergence in information theory) on the Wasserstein space over a weighted Riemannian or Finsler manifold. We prove that the convexity of all the entropies in…

Differential Geometry · Mathematics 2013-04-09 Shin-ichi Ohta , Asuka Takatsu

For a finite group $G$, let $N(G)$ denote the set of conjugacy class sizes of $G$. We show that if every finite group $G$ with trivial center such that $N(G)$ equals to $N(Alt_n)$, where $n>1361$ and at least one of numbers $n$ or $n-1$ are…

Group Theory · Mathematics 2016-07-14 Ilya Gorshkov

In this paper, we establish the exact Fourier dimensions of all standard sub-critical Gaussian multiplicative chaos on the unit interval, thereby confirming the Garban-Vargas conjecture. The proof relies on a significant improvement of the…

Probability · Mathematics 2025-05-07 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…

Probability · Mathematics 2022-03-04 Pierre-Loïc Méliot , Ashkan Nikeghbali

We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…

Statistics Theory · Mathematics 2016-07-20 Emilien Joly , Gábor Lugosi , Roberto I. Oliveira

Let $G$ be a linear algebraic group over an infinite field $k$. Loosely speaking, a $G$-torsor over $k$-variety is said to be versal if it specializes to every $G$-torsor over any $k$-field. The existence of versal torsors is well-known. We…

Algebraic Geometry · Mathematics 2023-07-14 Uriya A. First

Suprema of random processes appear naturally in a plethora of disciplines, and Talagrand's majorizing theorem yields a geometric interpretation for them: for a centered Gaussian random process $(X_t)_{t \in T},$ $\mathbb{E}[\sup_{t \in…

Probability · Mathematics 2025-11-04 Simona Diaconu

Iterative Gaussianization is a fixed-point iteration procedure that can transform any continuous random vector into a Gaussian one. Based on iterative Gaussianization, we propose a new type of normalizing flow model that enables both…

Machine Learning · Computer Science 2020-03-05 Chenlin Meng , Yang Song , Jiaming Song , Stefano Ermon

This paper establishes several new facts on generalized polyhedral convex sets and shows how they can be used in vector optimization. Among other things, a scalarization formula for the efficient solution sets of generalized vector…

Optimization and Control · Mathematics 2017-05-22 Nguyen Ngoc Luan