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We provide necessary and sufficient conditions for hypercontractivity of the minima of nonnegative, i.i.d. random variables and of both the maxima of minima and the minima of maxima for such r.v.'s. It turns out that the idea of…

Via a covariance representation based on characteristic functions, a known elementary proof of the Gaussian concentration inequality is presented. A few other applications are briefly mentioned.

Probability · Mathematics 2024-10-10 Christian Houdré

Large deviation estimates are by now a standard tool inthe Asymptotic Convex Geometry, contrary to small deviationresults. In this note we present a novel application of a smalldeviations inequality to a problem related to the diameters of…

Functional Analysis · Mathematics 2016-12-23 Bo'az Klartag , Roman Vershynin

We propose a new random process to construct the eigenvectors of some random operators which make a short and clean connection with the resolvent. In this process the center of localization has to be chosen randomly.

Probability · Mathematics 2024-06-12 Raphael Ducatez

We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…

Probability · Mathematics 2015-08-25 Lev B. Klebanov , Irina V. Volchenkova , Ashot V. Kakosyan

We formulate the Born approximation for finding resonance poles in the complex plane for potential scattering problems. Using the method, we study the distribution of resonance poles for several scattering potentials. In particular, we find…

Quantum Physics · Physics 2009-09-15 Naomichi Hatano

We pose and solve a problem concerning consistent assignment of quantum probabilities to a set of bases associated with maximal projective measurements. We show that our solution is optimal. We also consider some consequences of the main…

Quantum Physics · Physics 2015-05-30 Manas K. Patra , Ron van der Meyden

In this paper, we study generalized versions of the k-center problem, which involves finding k circles of the smallest possible equal radius that cover a finite set of points in the plane. By utilizing the Minkowski gauge function, we…

Optimization and Control · Mathematics 2024-09-19 Vo Si Trong Long , Nguyen Mau Nam , Jacob Sharkansky , Nguyen Dong Yen

We discuss a natural extension of Gilles Pisier's approach to the study of measure concentration, isoperimetry and Poincar\'e-type inequalities. This approach allows one to explore counterparts of various results about Gaussian measure in…

Probability · Mathematics 2023-11-08 Sergey G. Bobkov , Bruno Volzone

Quantitative bounds for random embeddings of $\mathbb{R}^{k}$ into Lorentz sequence spaces are given, with improved dependence on $\varepsilon$.

Functional Analysis · Mathematics 2021-04-27 Daniel J. Fresen

We study the problem of estimating the barycenter of a distribution given i.i.d. data in a geodesic space. Assuming an upper curvature bound in Alexandrov's sense and a support condition ensuring the strong geodesic convexity of the…

Statistics Theory · Mathematics 2025-02-25 Victor-Emmanuel Brunel , Jordan Serres

The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…

Mathematical Physics · Physics 2016-09-07 N. S. Witte , P. J. Forrester

In usual diffusion, the concentration profile, starting from an initial distribution showing sharp features, first gets smooth and then converges to a Gaussian. By considering several examples, we show that the art of convergence to a…

Statistical Mechanics · Physics 2021-09-29 Adrian Pacheco-Pozo , Igor M. Sokolov

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

Probability · Mathematics 2022-07-21 Rita Giuliano , Milto Hadjikyriakou

We develop a method for the random sampling of (multimode) Gaussian states in terms of their covariance matrix, which we refer to as a random quantum covariance matrix (RQCM). We analyze the distribution of marginals and demonstrate that…

Quantum Physics · Physics 2024-08-19 Leevi Leppäjärvi , Ion Nechita , Ritabrata Sengupta

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Computation · Statistics 2012-11-20 Nicolas Chopin , Judith Rousseau , Brunero Liseo

Given a finite covering by closed convex sets of $B_X$, the unit ball of an infinite-dimensional Banach space, we investigate whether there is a set of the covering that contains balls of radius close to $1$ and (a) arbitrarily high finite…

Functional Analysis · Mathematics 2025-03-06 Matias Raja

We present in this paper the Banach space representation for the set of random finite-dimensional vectors with exponential decreasing tails of distributions. We show that there are at last three types of these multidimensional Banach…

Probability · Mathematics 2016-01-20 E. Ostrovsky , L. Sirota

We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing…

Statistics Theory · Mathematics 2008-12-18 A. W. van der Vaart , J. H. van Zanten

How might a smooth probability distribution be estimated, with accurately quantified uncertainty, from a limited amount of sampled data? Here we describe a field-theoretic approach that addresses this problem remarkably well in one…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Wei-Chia Chen , Ammar Tareen , Justin B. Kinney