相关论文: Measure Concentration for Compound Poisson Distrib…

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

We obtain non asymptotic concentration bounds for two kinds of stochastic approximations. We first consider the deviations between the expectation of a given function of the Euler scheme of some diffusion process at a fixed deterministic…

We obtain optimal moment bounds for Birkhoff sums, and optimal concentration inequalities, for a large class of slowly mixing dynamical systems, including those that admit anomalous diffusion in the form of a stable law or a central limit…

Group-invariant probability distributions appear in many data-generative models in machine learning, such as graphs, point clouds, and images. In practice, one often needs to estimate divergences between such distributions. In this work, we…

Threshold phenomena are investigated using a general approach, following Talagrand [Ann. Probab. 22 (1994) 1576--1587] and Friedgut and Kalai [Proc. Amer. Math. Soc. 12 (1999) 1017--1054]. The general upper bound for the threshold width of…

A compound Poisson process whose jump measure and intensity are unknown is observed at finitely many equispaced times. We construct a purely data-driven estimator of the L\'evy density $\nu$ through the spectral approach using general…

This short note gives a sufficient condition for having the class of polynomials dense in the space of square integrable functions with respect to a finite measure dominated by the Lebesgue measure in the real line, here denoted by $L^2$.…

Let $(X,\mu)$ be a standard probability space. An automorphism $T$ of $(X,\mu)$ has the weak Pinsker property if for every $\varepsilon > 0$ it has a splitting into a direct product of a Bernoulli shift and an automorphism of entropy less…

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

This paper studies limit measures of stationary measures of stochastic ordinary differential equations on the Euclidean space and tries to determine which invariant measures of an unperturbed system will survive. Under the assumption for…

We investigate concentration properties of functions of random vectors with values in the discrete cube, satisfying the stochastic covering property (SCP) or the strong Rayleigh property (SRP). Our result for SCP measures include…

By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…

We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…

To a higher Landau Level corresponds a generalization of the Poisson distribution arising from generalized coherent states. In this paper, we write down the atomic decomposition of this probability measure and expressed its weights through…

We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

Measuring the concentration of random variables is a fundamental concept in probability and statistics. Here, we explore a type of concentration measure for continuous random variables with bounded support and use it to provide a notion of…

We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…

This is a companion paper of a recent one, entitled {\sl Integral concentration of idempotent trigonometric polynomials with gaps}. New results of the present work concern $L^1$ concentration, while the above mentioned paper deals with…

A method is developed for analysing asymptotic behaviour of terms involving an arbitrary integer order powers of L p functions by means of H-measures. It is applied to the small amplitude homogenisation problem for a stationary diffusion…