相关论文: Squared chaotic random variables: new moment inequ…
We consider sequences of random variables living in a finite sum of Wiener chaoses. We find necessary and sufficient conditions for convergence in law to a target variable living in the sum of the first two Wiener chaoses. Our conditions…
Riemannian Gaussian distributions were initially introduced as basic building blocks for learning models which aim to capture the intrinsic structure of statistical populations of positive-definite matrices (here called covariance…
We introduce and initiate the study of new parameters associated with any norm and any log-concave measure on $\mathbb R^n$, which provide sharp distributional inequalities. In the Gaussian context this investigation sheds light to the…
We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…
This paper considers a new family of variational distributions motivated by Sklar's theorem. This family is based on new copula-like densities on the hypercube with non-uniform marginals which can be sampled efficiently, i.e. with a…
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…
The recently introduced basis adaptation method for Homogeneous (Wiener) Chaos expansions is explored in a new context where the rotation/projection matrices are computed by discovering the active subspace where the random input exhibits…
We show new upper bounds for permanents and hafnians, which are particularly useful for complex matrices. Multidimensional permanents and hyperhafnians are considered as well. The permanental bounds improve on a Hadamard type inequality of…
Complex arithmetic random waves are stationary Gaussian complex-valued solutions of the Helmholtz equation on the two-dimensional flat torus. We use Wiener-It\^o chaotic expansions in order to derive a complete characterization of the…
An $n \times n$ matrix with $\pm 1$ entries which acts on $\mathbb{R}^n$ as a scaled isometry is called Hadamard. Such matrices exist in some, but not all dimensions. Combining number-theoretic and probabilistic tools we construct matrices…
We study random exponential sums of the form $\sum_{k=1}^nX_k\times\ex p\{i(\lambda_k^{(1)}t_1+...+\lambda_k^{(s)}t_s)\}$, where $\{X_n\}$ is a sequence of random variables and $\{\lambda_n^{(i)}:1\leq i\leq s\}$ are sequences of real…
In this work, we analyze the variance of a stochastic estimator for computing Schatten norms of matrices. The estimator extracts information from a single sketch of the matrix, that is, the product of the matrix with a few standard Gaussian…
In this paper, we provide a proof for the Hanson-Wright inequalities for sparsified quadratic forms in subgaussian random variables. This provides useful concentration inequalities for sparse subgaussian random vectors in two ways. Let $X =…
Matrix concentration inequalities and their recently discovered sharp counterparts provide powerful tools to bound the spectrum of random matrices whose entries are linear functions of independent random variables. However, in many…
We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher…
Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility is presented as well as more easily verifiable sufficient…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…
This paper is devoted to a generalization of a Hadamard type inequality for the permanent of a complex square matrix. Our proof is based on a non-trivial extension of a technique used in Carlen, Lieb and Loss (Methods and Applications of…
We derive the joint distribution of the moments $\mathrm{Tr}\, Q^{\kappa}$ ($\kappa\geq0$) of the Wigner-Smith matrix for a chaotic cavity supporting a large number of scattering channels $n$. This distribution turns out to be…