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I can recommend reading this recent note of Reeve, titled 'A short proof of the Dvoretzky--Kiefer--Wolfowitz--Massart inequality', which uses a nice reverse martingale approach, and builds on the orig …

Given $f : \mathbf{R}^d \to \mathbf{R}$, define $P_t f$ by \begin{align} (P_t f)(x) = \mathbf{E} \left[ f (x + \sqrt{t} G) \right], \end{align} where $G \sim \mathcal{N} (0, I_d)$ is a standard Gaussi …

Given a probability measure $\mu$ on a metric space $(X, \mathsf{d})$, the $(\mu-)$Minkowski content of a set $A$ is defined as $$\mu^+ (A) := {\lim\inf}_{r \to 0^+} \frac{\mu ( A_r \setminus A)}{r},$ …

In kinetic theory, one often comes across interacting particle systems with a collisional flavour. I'll currently prefer to think about them as systems of ODEs (or SDEs, Jump Processes, $\ldots$), tho …

Let $V : (-1, 1)^d \to \mathbf{R}_+$ be a smooth function, and for $\beta > 0$, define \begin{align} P_\beta ( dx ) &= \exp \left( - \beta V ( x ) \right) / z (\beta) \, dx\\ z (\beta) &= \int \exp \ …

Let $\pi$ be a probability measure on some space $\mathcal{X}$, and let $\Phi = \{ \phi_k \}_{k \geqslant 0}$ be some (possibly complex-valued) orthonormal basis for $L^2 ( \pi )$, with $\phi_0 \equiv …

Let $X$ be a real-valued random variable with positive expectation (wlog, $\mathbf{E}[X] = 1$, say). For $N \in \mathbf{N}$, let $X_1, \cdots, X_N$ be independent, identically-distributed copies of …

If I define $\mathcal{A} = \{ xx^T : x \in \mathbb{R}^d, \| x \|_2 \leqslant 1 \}$, then (assuming I recall correctly) it is known that the convex hull of $\mathcal{A}$ is given by \begin{align} \tex …

Consider the piecewise-deterministic Markov process on $\mathbf{R}$ which moves according to the vector field $\phi (x) = 1$, experiences events at rate $\lambda(x) = 1$, and at events, jumps acco …

Suppose I have a probability measure $\pi$ and a Markov kernel $q$ which leaves $\pi$ invariant, in the sense that \begin{align} \int_x \pi(dx) q(x \to dy) = \pi(dy) \end{align} Then, a (the) time-r …