相关论文: Geometry of the Central Limit Theorem in the Nonex…
This paper presents new geometric aspects of the behaviors of solutions to the porous medium equation (PME) and its associated equation. First we discuss the Legendre structure with information geometry on the manifold of generalized…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…
We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…
We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…
Consider a stationary Poisson process of horospheres in a $d$-dimensional hyperbolic space. In the focus of this note is the total surface area these random horospheres induce in a sequence of balls of growing radius $R$. The main result is…
In this note, we give a probabilistic interpretation of the Central Limit Theorem used for approximating isotropic Gaussians in [1].
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…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
We consider limits of certain measures supported on lattice points in lattice polyhedra defined as the intersection of half-spaces $\{m\in\mathbb{R}^n|\langle v_i,x\rangle+a_i \geq 0\}$, where $\sum_i v_i = 0$. The measures are densities…
We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…
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…
The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…
This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…
We investigate the geometrical structure of probabilistic generative dimensionality reduction models using the tools of Riemannian geometry. We explicitly define a distribution over the natural metric given by the models. We provide the…
We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…
In this communication, the derivation of the Boltzmann-Gibbs and the Maxwellian distributions is presented from a geometrical point of view under the hypothesis of equiprobability. It is shown that both distributions can be obtained by…
In this short note we review a recently found formulation of two-dimensional causal quantum gravity defined through Causal Dynamical Triangulations and stochastic quantization. This procedure enables one to extract the nonperturbative…
Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…
Graph states are the backbone of measurement-based continuous-variable quantum computation. However, experimental realisations of these states induce Gaussian measurement statistics for the field quadratures, which poses a barrier to obtain…