相关论文: Deviation bounds for the norm of a random vector u…

Under the assumption that sequences of graphs equipped with resistances, associated measures, walks and local times converge in a suitable Gromov-Hausdorff topology, we establish asymptotic bounds on the distribution of the…

In this article we obtain an "off-diagonal" version of the Fefferman-Stein vector-valued maximal inequality on weighted Lebesgue spaces with variable exponents. As an application of this result and the atomic decomposition developed in [12]…

We propose leave-out estimators of quadratic forms designed for the study of linear models with unrestricted heteroscedasticity. Applications include analysis of variance and tests of linear restrictions in models with many regressors. An…

Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalue is known to exhibit a phase transition. We show that the largest eigenvalues have asymptotic distributions near the phase transition in…

We investigate covariance shrinkage for Hotelling's $T^2$ in the regime where the data dimension $p$ and the sample size $n$ grow in a fixed ratio -- without assuming that the population covariance matrix is spiked or well-conditioned. When…

We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $\chi^2$-distance. The results are based on proper non-uniform estimates for…

Let $(Z_n)$ be a supercritical branching process in a random environment $% \zeta$, and $W$ be the limit of the normalized population size $Z_n/\mathbb{E%}(Z_n|\zeta)$. We show necessary and sufficient conditions for the existence of…

The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding…

For the spatially homogeneous Boltzmann equation with cutoff hard potentials it is shown that solutions remain bounded from above, uniformly in time, by a Maxwellian distribution, provided the initial data have a Maxwellian upper bound. The…

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…

Given a convex set $C$ in a real vector space $E$ and two points $x,y\in C$, we investivate which are the possible values for the variation $f(y)-f(x)$, where $f:C\longrightarrow [m,M]$ is a bounded convex function. We then rewrite the…

This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…

The deviations from a purely exponential behavior in a decay process are analyzed in relation to Van Hove's "\lambda^2 t" limiting procedure. Our attention is focused on the effects that arise when the coupling constant is small but…

For arrays $(S_{i,j})_{1\leq i\leq j}$ of random variables that are stationary in an appropriate sense, we show that the fluctuations of the process $(S_{1,n})_{n=1}^{\infty}$ can be bounded in terms of a measure of the ``mean…

In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…

In this paper we give a short interval version of the Balog-Ruzsa theorem concerning bounds for the $L_1$ norm of the exponential sum over $r$-free numbers. As an application, we give a lower bound for the $L_1$ norm of the exponential sum…

We quantify the minimax rate for a nonparametric regression model over a star-shaped function class $\mathcal{F}$ with bounded diameter. We obtain a minimax rate of ${\varepsilon^{\ast}}^2\wedge\mathrm{diam}(\mathcal{F})^2$ where…

A general moment bound for sums of products of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for triangular arrays of nonlinear functionals of…