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4 votes
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On symmetry and measure concentration rate for convex bodies

The concentration of measure on the cube $ [0, 1]^n $ equipped with uniform probability measure $\mu_{\infty}$, states that for any $A \subset [0, 1]^n $ with $ \mu_{\infty}(A) \geq \frac{1}{2} $, we ...
random_shape's user avatar
3 votes
0 answers
83 views

Ornstein-Ulhenbeck like semigroup for the orthogonal group with a hypercontractive inequality

I am looking for an Ornstein-Uhlenbeck like semigroup $P_t$ and associated generator $\mathcal{L}$ on $G = \operatorname{SO}(n)$ or $\operatorname{O}(n)$ that has a hypercontractive inequality with a ...
arjun's user avatar
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1 vote
0 answers
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Limiting law of quadratic functions of sample averages

Let $X_1,\cdots,X_n$ be independent centered univariate random variables. Let also $\{w_{ij}\}_{i,j=1}^{k,n}$ be a set of deterministic scalar weights, where $k\ll n$. Define sample averages $$ \...
Yining Wang's user avatar
0 votes
0 answers
140 views

Anti-concentration of the $\ell_2$ norm of log-concave measures

This question is regarding a special case of this question, for which it is plausible the details are known. The Carbery-Wright inequality is an "anti-concentration inequality" that states ...
Mark Schultz-Wu's user avatar