Related papers: Probabilities of randomly centered small balls and…

Small ball inequalities have been extensively studied in the setting of Gaussian processes and associated Banach or Hilbert spaces. In this paper, we focus on studying small ball probabilities for sums or differences of independent,…

These lecture notes contain an introduction to some of the fundamental ideas and results in analysis and probability on infinite-dimensional spaces, mainly Gaussian measures on Banach spaces. They originated as the notes for a topics course…

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

We study numerical integration of Lipschitz functionals on a Banach space by means of deterministic and randomized (Monte Carlo) algorithms. This quadrature problem is shown to be closely related to the problem of quantization of the…

While small ball, or lower tail, asymptotic for Gaussian measures generated by solutions of stochastic ordinary differential equations is relatively well understood, a lot less is known in the case of stochastic partial differential…

At large quantum numbers, the probability densities for particle-in-a-box or simple harmonic oscillator converge to the classical result upon coarse-graining the quantum mechanical probability densities by introducing a finite resolution in…

Let us consider a Gaussian probability on a Banach space. We prove the existence of an intermediate Banach space between the space where the Gaussian measure lives and its RKHS. Such a space has full probability and a compact embedding.…

The probability of the small deviations of the matrix $AA^T$ determinant is estimated, where $A$ is an $n\times\infty$ random matrix with centered entries having joint Gaussian distribution. The inequality obtained is sharp in a sence.

In this paper, we define probabilistic n-Banach spaces along with some concepts in this field and study convergence in these spaces by some lemmas and theorem.

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…

We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.'s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various…

Consider sequential packing of unit balls in a large cube, as in the Renyi car-parking model, but in any dimension and with Poisson input. We show after suitable rescaling that the spatial distribution of packed balls tends to that of a…

In the present note we investigate the problem of standardizing random variables taking values on infinite dimensional Gaussian spaces. In particular, we focus on the transformations induced on densities by the selected standardization…

We obtain almost sure limit theorems for partial maxima of norms of a sequence of Banach-valued Gaussian random variables.

We derive moment and tail estimates for Gaussian chaoses of arbitrary order with values in Banach spaces. We formulate a conjecture regarding two-sided estimates and show that it holds in a certain class of Banach spaces including L_q…

We prove a randomized version of the generalized Urysohn inequality relating mean-width to the other intrinsic volumes. To do this, we introduce a stochastic approximation procedure that sees each convex body K as the limit of intersections…

We obtain results concerning the so-called factorization for the convergence of random variables almost everywhere (almost surely or with probability one), belonging to the classical Lebesgue-Riesz spaces and we extend these results to the…

Completing the study initiated by Mounaix and Collet [J. Stat. Phys. {\bf 143}, 139-147 (2011)], we investigate the realizations of a Gaussian random field in the limit where a given (general) quadratic form of the field is large.…

We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…

We establish a general criterion for the existence of convex sets of fixed shape as, e.g., balls of a given radius, of maximal probability on Banach spaces. We also provide counterexamples showing that their existence my fail even in some…