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Hanson-Wright inequality provides a powerful tool for bounding the norm $|\xi|$ of a centered stochastic vector $\xi$ with sub-gaussian behavior. This paper extends the bounds to the case when $\xi$ only has bounded exponential moments of…

Probability · Mathematics 2023-09-06 Vladimir Spokoiny

IIt is demonstrated that the entropy of statistical mechanics and of information theory, $S({\bf p}) = -\sum p_i \log p_i $ may be viewed as a measure of correlation. Given a probability distribution on two discrete variables, $p_{ij}$, we…

Mathematical Physics · Physics 2007-05-23 John H. Van Drie

We study the von Neumann and R\'enyi bipartite entanglement entropies in the thermodynamic limit of many-body quantum states with spin-s sites, that possess full symmetry under exchange of sites. It turns out that there is essentially a…

Mathematical Physics · Physics 2015-06-11 Olalla A. Castro-Alvaredo , Benjamin Doyon

We extend Hochman's work on exponentially separated self-similar measures on $\mathbb{R}$ to the real analytic setting. More precisely, let $\Phi=\left\{ \varphi_{i}\right\} _{i\in\Lambda}$ be an iterated function system on $I:=[0,1]$…

Dynamical Systems · Mathematics 2025-01-13 Ariel Rapaport

Consider Bernoulli bond percolation on a locally finite, connected graph $G$ and let $p_{\mathrm{cut}}$ be the threshold corresponding to a "first-moment method" lower bound. Kahn (\textit{Electron.\ Comm.\ Probab.\ Volume 8, 184-187.}…

Probability · Mathematics 2023-03-02 Pengfei Tang

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Ofer Zeitouni , Martin P. W. Zerner

In this paper we introduce a biparametric family of transformations which can be seen as an extension of the so-called up and down transformations. This new class of transformations allows to us to introduce new informational functionals,…

Information Theory · Computer Science 2025-11-05 Razvan Gabriel Iagar , David Puertas-Centeno

We investigate random Bernoulli convolutions, namely, probability measures given by the infinite convolution \[ \mu_\omega = \mathop{\circledast}_{k=1}^{\infty} \left( \frac{\delta_0 + \delta_{\lambda_1 \lambda_2 \ldots \lambda_{k-1}…

Dynamical Systems · Mathematics 2025-08-06 Simon Baker , Henna Koivusalo , Sascha Troscheit , Xintian Zhang

We study the equilibrium behaviour of a two-sided topological Markov shift with a countable number of states. We assume the potential associated with this shift is Walters with finite first variation and that the shift is topologically…

Dynamical Systems · Mathematics 2012-06-20 Yair Daon

We present a novel proof of de Finetti's Theorem characterizing permutation-invariant probability measures of infinite sequences of variables, so-called exchangeable measures. The proof is phrased in the language of Markov categories, which…

Probability · Mathematics 2021-11-08 Tobias Fritz , Tomáš Gonda , Paolo Perrone

We describe some pseudorandom properties of binary linear codes achieving capacity on the binary erasure channel under bit-MAP decoding (as shown in Kudekar et al this includes doubly transitive codes and, in particular, Reed-Muller codes).…

Information Theory · Computer Science 2022-06-13 Alex Samorodnitsky

On a probability space $(\Omega,\mathcal{A},\mathbb{Q})$ we consider two filtrations $\mathbb{F}\subset \mathbb{G}$ and a $\mathbb{G}$ stopping time $\theta$ such that the $\mathbb{G}$ predictable processes coincide with $\mathbb{F}$…

Computational Finance · Quantitative Finance 2017-02-06 Stéphane Crépey , Shiqi Song

Two integrable random vectors $\xi$ and $\xi^*$ in $\mathbb {R}^d$ are said to be zonoid equivalent if, for each $u\in \mathbb {R}^d$, the scalar products $\langle\xi,u\rangle$ and $\langle\xi^*,u\rangle$ have the same first absolute…

Probability · Mathematics 2014-07-03 Ilya Molchanov , Michael Schmutz , Kaspar Stucki

For a reversible and ergodic Markov chain $\{X_n,n\geq0\}$ with invariant distribution $\pi$, we show that a valid confidence interval for $\pi(h)$ can be constructed whenever the asymptotic variance $\sigma^2_P(h)$ is finite and positive.…

Statistics Theory · Mathematics 2016-08-14 Yves F. Atchadé

We study a class of measures on the real line with a kind of self-similar structure, which we call dynamically driven self-similar measures, and contain proper self-similar measures such as Bernoulli convolutions as special cases. Our main…

Dynamical Systems · Mathematics 2019-03-18 Pablo Shmerkin

For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…

Probability · Mathematics 2014-10-14 Feng-Yu Wang

Recently a novel perturbative continuum limit for quantum gravity has been proposed and demonstrated to work at first order. Every interaction monomial $\sigma$ is dressed with a coefficient function $f^\sigma_\Lambda(\varphi)$ of the…

High Energy Physics - Theory · Physics 2021-04-21 Tim R. Morris

We show that for a finite group $G$, the commuting probability of $G$ can be explicitly bounded from below in a nontrivial way by a function in the maximum fraction of elements inverted resp. squared by an automorphism of $G$. Using these…

Group Theory · Mathematics 2016-06-03 Alexander Bors

Construct a random set by independently selecting each finite subset of the integers with some probability depending on the set up to translations and taking the union of the selected sets. We show that when the only sets selected with…

Probability · Mathematics 2025-06-06 Yinon Spinka

Let $E/F$ be a quadratic extension of finite fields. By a result of Gow, an irreducible representation $\pi$ of $G = {\rm GL}_n(E)$ has at most one non-zero $H$-invariant vector, up to multiplication by scalars, when $H$ is ${\rm GL}_n(F)$…

Representation Theory · Mathematics 2019-11-18 U. K. Anandavardhanan , Nadir Matringe
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