Related papers: Probabilities of randomly centered small balls and…
In this paper, we study high-dimensional random projections of $\ell_p^n$-balls. More precisely, for any $n\in\mathbb N$ let $E_n$ be a random subspace of dimension $k_n\in\{1,\ldots,n\}$ and $X_n$ be a random point in the unit ball of…
We prove that the probability that a sum of independent random variables in $\mathbb{R}^d$ with bounded densities lies in a ball is maximized by taking uniform distributions on balls. This in turn generalizes a result by Rogozin on the…
We consider a random matrix whose entries are independent Gaussian variables taking values in the field of quaternions with variance $1/n$. Using logarithmic potential theory, we prove the almost sure convergence, as the dimension $n$ goes…
The purpose of this note is to present several aspects of concentration phenomena in high dimensional geometry. At the heart of the study is a geometric analysis point of view coming from the theory of high dimensional convex bodies. The…
We develop a probabilistic approach to study the volumetric and geometric properties of unit balls $\mathbb B_{q,1}^n$ of finite-dimensional Lorentz sequences spaces $\ell_{q,1}^n$. More precisely, we show that the empirical distribution of…
In this paper we investigate Cauchy completeness and exponentiablity for quantale enriched categories, paying particular attention to probabilistic metric spaces.
The curse of dimensionality is a common phenomenon which affects analysis of datasets characterized by large numbers of variables associated with each point. Problematic scenarios of this type frequently arise in classification algorithms…
We study random unconditional convergence for a basis in a Banach space. The connections between this notion and classical unconditionality are explored. In particular, we analyze duality relations, reflexivity, uniqueness of these bases…
We compute the expected value of various quantities related to the biparametric singularities of a pair of smooth centered Gaussian random fields on an n-dimensional compact manifold, such as the lengths of the critical curves and contours…
Consider randomly picked points inside the n-dimensional unit hypersphere centered at the origin of the Cartesian coordinate system. The Cartesian coordinates of the points are random variables, which form an n-dimensional vector for each…
About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, may be better understood if they are considered in settings…
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…
The quantum mechanical probability densities are compared with the probability densities treated by the theory of random variables. The relevance of their difference for the interpretation of quantum mechanics is commented.
We study the Small Ball Probabilities (SBPs) of Gaussian rough paths. While many works on rough paths study the Large Deviations Principles (LDPs) for stochastic processes driven by Gaussian rough paths, it is a noticeable gap in the…
We obtain the tail probability of generalized sub-Gaussian canonical processes. It can be viewed as a variant of the Bernstein-type inequality in the i.i.d case, and we further get a tighter bound of concentration inequality through…
An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…
We reduce the polynomial cluster value problem for the algebra of bounded analytic functions, $H^{\infty}$, on the ball of Banach spaces $X$ to the same polynomial cluster value problem for $H^{\infty}$ but on the ball of those spaces which…
Let $\xi$ be a real random variable with mean zero and variance one and $A={a_1,...,a_n}$ be a multi-set in $\R^d$. The random sum $$S_A := a_1 \xi_1 + ... + a_n \xi_n $$ where $\xi_i$ are iid copies of $\xi$ is of fundamental importance in…
We consider a set of one-dimensional transformations of Gaussian random functions. Under natural assumptions we obtain a connection between $L_2$-small ball asymptotics of the transformed function and of the original one. Also the explicit…
We study large partial sums, localized with respect to the sums of variances, of a sequence of centered random variables. An application is given to the distribution of prime factors of typical integers.