Related papers: Universal bounds on the selfaveraging of random di…
We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…
We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…
We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in…
The limiting distribution of the normalized number of comparisons used by Quicksort to sort an array of n numbers is known to be the unique fixed point with zero mean of a certain distributional transformation S. We study the convergence to…
This paper is concerned with inverse scattering problems of determining the support of an isotropic and homogeneous penetrable body from knowledge of multi-static far-field patterns in acoustics and in linear elasticity. The normal…
We show that high energy scattering is a statistical process essentially similar to reaction-diffusion in a system made of a finite number of particles. The Balitsky-JIMWLK equations correspond to the time evolution law for the particle…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
We investigate the homogeneous Dirichlet problem for the Fast Diffusion Equation $u_t=\Delta u^m$, posed in a smooth bounded domain $\Omega\subset \mathbb{R}^N$, in the exponent range $m_s=(N-2)_+/(N+2)<m<1$. It is known that bounded…
In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…
Two different versions of an optical theorem for a scattering body embedded inside a lossy background medium are derived in this paper. The corresponding fundamental upper bounds on absorption are then obtained in closed form by elementary…
This paper is devoted to the estimators of the mean that provide strong non-asymptotic guarantees under minimal assumptions on the underlying distribution. The main ideas behind proposed techniques are based on bridging the notions of…
We define a natural topology on the collection of (equivalence classes up to scaling of) locally finite measures on a homogeneous space and prove that in this topology, pushforwards of certain infinite volume orbits equidistribute in the…
Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…
We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
We prove an upper bound on the bottom of the essential spectrum of a diffusion in term of the growth of the volume of $X$, generalizing a result by R. Brooks.