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Let $X,X_1,...,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum_{k=1}^{n}a_k X_k$ according to the arithmetic…

概率论 · 数学 2014-01-07 Yu. S. Eliseeva , A. Yu. Zaitsev

Let $X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n}X_ka_k $ with respect to the arithmetic structure of…

概率论 · 数学 2023-04-06 Friedrich Götze , Andrei Yu. Zaitsev

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n}X_ka_k $ with respect to the arithmetic structure of coefficients…

概率论 · 数学 2018-05-22 Friedrich Götze , Andrei Yu. Zaitsev

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n}a_k X_k$ with respect to the arithmetic structure of coefficients…

概率论 · 数学 2021-12-03 Yulia S. Eliseeva , Friedrich Götze , Andrei Yu. Zaitsev

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…

概率论 · 数学 2013-03-19 Yu. S. Eliseeva

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n} X_k a_k$ with respect to the arithmetic structure of…

概率论 · 数学 2022-08-04 Yulia S. Eliseeva , Friedrich Götze , Andrei Yu. Zaitsev

The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. Some multivariate generalizations of results of Arak (1980) are…

概率论 · 数学 2016-05-03 Yulia S. Eliseeva , Andrei Yu. Zaitsev

The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration…

概率论 · 数学 2022-08-04 Andrei Yu. Zaitsev

Consider a random sum $\eta_1 v_1 + ... + \eta_n v_n$, where $\eta_1,...,\eta_n$ are i.i.d. random signs and $v_1,...,v_n$ are integers. The Littlewood-Offord problem asks to maximize concentration probabilities such as $\P(\eta_1 v_1 + ...…

概率论 · 数学 2007-05-23 Terence Tao , Van Vu

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

概率论 · 数学 2022-09-26 Angel Chavez , Jacob Waldor

The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions.

概率论 · 数学 2022-11-15 Friedrich Götze , Andrei Yu. Zaitsev

Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…

概率论 · 数学 2020-08-04 Tomas Juškevičius , Valentas Kurauskas

We prove two basic conjectures on the distribution of the smallest singular value of random n times n matrices with independent entries. Under minimal moment assumptions, we show that the smallest singular value is of order n^{-1/2}, which…

概率论 · 数学 2016-12-23 Mark Rudelson , Roman Vershynin

We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…

概率论 · 数学 2014-08-19 Van Vu , Ke Wang

This paper provides a connection between the concentration of a random variable and the distribution of the roots of its probability generating function. Let $X$ be a random variable taking values in $\{0,\ldots,n\}$ with $\mathbb{P}(X =…

概率论 · 数学 2022-10-10 Marcus Michelen , Julian Sahasrabudhe

Starting from concentration of measure hypotheses on $m$ random vectors $Z_1,\ldots, Z_m$, this article provides an expression of the concentration of functionals $\phi(Z_1,\ldots, Z_m)$ where the variations of $\phi$ on each variable…

概率论 · 数学 2023-06-27 Cosme Louart , Romain Couillet

Motivated by the inverse Littlewood-Offord problem for linear forms, we study the concentration of quadratic forms. We show that if this form concentrates on a small ball with high probability, then the coefficients can be approximated by a…

组合数学 · 数学 2011-05-31 Hoi H. Nguyen

In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…

概率论 · 数学 2021-04-26 Friedrich Götze , Holger Sambale , Arthur Sinulis

We estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G\"otze and Zaitsev (1998). We show that the estimation of concentration functions…

概率论 · 数学 2014-02-28 F. Götze , A. Yu. Zaitsev

We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail bounds and concentration inequalities for those structured…

统计理论 · 数学 2026-02-11 Chen Cheng , Rina Foygel Barber
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