相关论文: Concentration for Infinitely Divisible Vectors wit…
Novel concentration inequalities are obtained for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We derive distribution-free deviation bounds with sublinear exponents in deviation size for…
In this paper, we study the L\'{e}vy-Milman concentration phenomenon of 1-Lipschitz maps into infinite dimensional metric spaces. Our main theorem asserts that the concentration to an infinite dimensional $\ell^p$-ball with the…
This is an elementary introduction to infinite-dimensional probability. In the lectures, we compute the exact mean values of some functionals on C[0,1] and L[0,1] by considering these functionals as infinite-dimensional random variables.…
We prove a converse Lyapunov theorem for boundedness of reachability sets for a general class of control systems whose flow is Lipschitz continuous on compact intervals with respect to trajectory-dominated inputs. We show that this…
For certain one-dimensional Schroedinger-type difference operators with a complex potential, a "complete" set of exponentially decaying eigenvectors is shown to exist. "Completeness" entails that the parameters involved are obtained through…
We derive new comparison inequalities between weak and strong moments of norms of random vectors with optimal (up to an universal factor) constants. We discuss applications to the concentration of log-concave random vectors and bounds on…
We solve the moment problem for convex distribution functions on $[0,1]$ in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the…
We find new bi-Lipschitz invariants for functions of two complex variables.
We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…
In this paper we study the exponential functionals of the processes $X$ with independent increments , namely $$I_t= \int _0^t\exp(-X_s)ds, _,\,\, t\geq 0,$$ and also $$I_{\infty}= \int _0^{\infty}\exp(-X_s)ds.$$ When $X$ is a…
We prove various results in infinite-dimensional differential calculus which relate differentiability properties of functions and associated operator-valued functions (e.g., differentials). The results are applied in two areas: 1. in the…
We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…
A method of obtaining vector constants of motion for time-independent as well as time-dependent central fields is discussed. Some well-established results are rederived in this alternative way and new ones obtained.
Extending functions from boundary values plays an important role in various applications. In this thesis we consider discrete and continuous formulations of the problem based on $p$-Laplacians, in particular for $p=\infty$ and tight…
We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…
Connections are found between the two-component percolation problem and the conductor/insulator percolation problem. These produce relations between critical exponents, and suggest formulae connecting the conductivity exponents in different…
Given a family of locally Lipschitz vector fields $X(x)=(X_1(x),\dots,X_m(x))$ on $\mathbb{R}^n$, $m\leq n$, we study functionals depending on $X$. We prove an integral representation for local functionals with respect to $X$ and a result…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
We discuss a class of magnetic-electric fields based finite element schemes for stationary magnetohydrodynamics (MHD) systems with two types of boundary conditions. We establish a key $L^{3}$ estimate for divergence-free finite element…
The present paper is devoted to the study of spectral properties of random Schroedinger operators. Using a finite section method for Toeplitz matrices, we prove a Wegner estimate for some alloy type models where the single site potential is…