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相关论文: A Central Limit Theorem for Convex Sets

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The classic central limit theorem and $\alpha$-stable distributions play a key role in probability theory, and also in Boltzmann-Gibbs (BG) statistical mechanics. They both concern the paradigmatic case of probabilistic independence of the…

统计力学 · 物理学 2008-05-04 Sabir Umarov , Constantino Tsallis , Murray Gell-Mann , Stanly Steinberg

Our main results are quantitative bounds in the multivariate normal approximation of centred subgraph counts in random graphs generated by a general graphon and independent vertex labels. We are interested in these statistics because they…

概率论 · 数学 2021-06-17 Gursharn Kaur , Adrian Röllin

A strong law of large numbers for $d$-dimensional random projections of the $n$-dimensional cube is derived. It shows that with respect to the Hausdorff distance a properly normalized random projection of $[-1,1]^n$ onto $\mathbb{R}^d$…

概率论 · 数学 2019-10-08 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

Let N > n, and denote by K the convex hull of N independent standard gaussian random vectors in an n-dimensional Euclidean space. We prove that with high probability, the isotropic constant of K is bounded by a universal constant. Thus we…

度量几何 · 数学 2007-05-23 Bo'az Klartag , Gady Kozma

Let $A$ be an $n\times n$ random matrix with independent rows $R_1(A),\dots,R_n(A)$, and assume that for any $i\leq n$ and any three-dimensional linear subspace $F\subset {\mathbb R}^n$ the orthogonal projection of $R_i(A)$ onto $F$ has…

概率论 · 数学 2020-01-28 Konstantin Tikhomirov

We prove a Central Limit Theorem for the finite dimensional distributions of the displacement for the 1D self-repelling diffusion which solves \begin{equation*} dX_t =dB_t -\big(G'(X_t)+ \int_0^t F'(X_t-X_s)ds\big)dt, \end{equation*} where…

概率论 · 数学 2017-03-09 Carl-Erik Gauthier

In this paper we study the functional given by the integral of the mean curvature of a convex set with Gaussian weight with Gaussian volume constraint. It was conjectured that the ball centered at the origin is the only minimizer of such a…

偏微分方程分析 · 数学 2024-05-22 Nicola Fusco , Domenico Angelo La Manna

A soft random graph $G(n,r,p)$ can be obtained from the random geometric graph $G(n,r)$ by keeping every edge in $G(n,r)$ with probability $p$. The soft random simplicial complexes is a model for random simplicial complexes built over the…

概率论 · 数学 2025-07-15 Julián David Candela

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

概率论 · 数学 2022-10-24 Arturo Jaramillo , James Melbourne

In Part I of this article (Banerjee and Kuchibhotla (2023)), we have introduced a new method to bound the difference in expectations of an average of independent random vector and the limiting Gaussian random vector using level sets. In the…

概率论 · 数学 2023-06-27 Arun Kumar Kuchibhotla

The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…

统计理论 · 数学 2021-07-23 Damian Kozbur

The classical theorem of Wendel provides an exact formula for the probability that the convex hull of independent symmetrically distributed vectors in ${\mathbb R}^d$ contains the origin as long as the distributions of the vectors are…

度量几何 · 数学 2025-08-12 Konstantin Tikhomirov

We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply…

概率论 · 数学 2011-08-16 Mathew D. Penrose , Yuval Peres

The aim of this expository note is to prove that any $1$-subgaussian random vector is dominated in the convex ordering by a universal constant times a standard Gaussian vector. This strengthens Talagrand's celebrated subgaussian comparison…

概率论 · 数学 2025-12-23 Ramon van Handel

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

概率论 · 数学 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

Two dimensional condensed matter is realised in increasingly diverse forms that are accessible to experiment and of potential technological value. The properties of these systems are influenced by many length scales and reflect both generic…

统计力学 · 物理学 2011-07-15 Andrea Taroni , Steven T. Bramwell , Peter C. W. Holdsworth

It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that…

风险管理 · 定量金融 2016-05-10 Chuancun Yin , Dan Zhu

We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…

概率论 · 数学 2009-01-19 Ester Gabetta , Eugenio Regazzini

It is well-known that, on a purely algebraic level, a simplified algebraic version of the Central Limit Theorem (CLT) can be proved in the framework of a noncommutative probability space, under the hypotheses that the sequence of…

概率论 · 数学 2022-12-13 Claus Koestler , Alexandru Nica

The variance conjecture in Asymptotic Convex Geometry stipulates that the Euclidean norm of a random vector uniformly distributed in a (properly normalised) high-dimensional convex body $K\subset {\mathbb R}^n$ satisfies a Poincar\'e-type…

泛函分析 · 数学 2018-05-09 Beatrice-Helen Vritsiou