arXiv subjects

Friedrich Götze

Publications and source records attributed to Friedrich Götze.

At least 55 records · Page 3Linked to original sources

arXiv2018

Distribution of complex algebraic numbers on the unit circle

For $-π\leqβ_1<β_2\leqπ$ denote by $Φ_{β_1,β_2}(Q)$ the number of algebraic numbers on the unit circle with arguments in $[β_1,β_2]$ of degree $2m$ and with elliptic height at most $Q$. We show that \[ Φ_{β_1,β_2}(Q)=Q^{m+1}\int\limits_{β_1}^{β_2}{p(t)}\,{\rm d}t+O\left(Q^m\,\log Q\right),\quad Q\to\infty, \] where $p(t)$ coincides up to a constant factor with the density of the roots of some random trigonometric polynomial. This density is calculated explicitly using the Edelman--Kostlan formula.

math.NT↗

arXiv2018

Higher Order Concentration of Measure

We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In particular, we consider deviations of functions of independent random variables and differentiable functions over probability measures satisfying a logarithmic Sobolev inequality, and functions on the unit sphere. Applications include concentration inequalities for $U$-statistics as well as for classes of symmetric functions via polynomial approximations on the sphere (Edgeworth-type expansions).

math.PR↗

arXiv2018

Large ball probability, Gaussian comparison and anti-concentration

We derive tight non-asymptotic bounds for the Kolmogorov distance between the probabilities of two Gaussian elements to hit a ball in a Hilbert space. The key property of these bounds is that they are dimension-free and depend on the nuclear (Schatten-one) norm of the difference between the covariance operators of the elements and on the norm of the mean shift. The obtained bounds significantly improve the bound based on Pinsker's inequality via the Kullback-Leibler divergence. We also establish an anti-concentration bound for a squared norm of a non-centered Gaussian element in Hilbert space. The paper presents a number of examples motivating our results and applications of the obtained bounds to statistical inference and to high-dimensional CLT.

math.PR↗

arXiv2018

Higher order concentration for functions of weakly dependent random variables

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a difference operator that arises from Gibbs sampler type dynamics. Examples of such random variables include the Ising model on a graph with n nodes with general, but weak interactions, i.e. in the Dobrushin uniqueness regime, for which we prove concentration results of homogeneous polynomials, as well as random permutations, and slices of the hypercube with dynamics given by either the Bernoulli-Laplace or the symmetric simple exclusion processes.

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arXiv2018

Rare events and Poisson point processes

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates for the closeness between the sample containing independent observations of rare events and the Poisson point process which is obtained after a Poissonization of the initial sample.

math.PR↗

arXiv2018

New applications of Arak's inequalities to the Littlewood-Offord problem

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n}X_ka_k $ with respect to the arithmetic structure of coefficients $a_k$ in the context of the Littlewood--Offord problem. In recent papers of Eliseeva, Götze and Zaitsev, we discussed the relations between the inverse principles stated by Nguyen, Tao and Vu and similar principles formulated by Arak in his papers from the 1980's. In this paper, we will derive some more general and more precise consequences of Arak's inequalities providing new results in the context of the Littlewood-Offord problem.

math.PR↗

arXiv2017

Berry-Esseen Bounds for typical weighted sums

Under correlation-type conditions, we derive upper bounds of order $\frac{1}{\sqrt{n}}$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

math.PR↗

arXiv2017

Correlations between real conjugate algebraic numbers

For $B\subset\mathbb{R}^k$ denote by $Φ_k(Q;B)$ the number of ordered $k$-tuples in $B$ of real conjugate algebraic numbers of degree $\leq n$ and naive height $\leq Q$. We show that $$ Φ_k(Q;B) = \frac{(2Q)^{n+1}}{2ζ(n+1)} \int_{B} ρ_k(\mathbf{x})\,d\mathbf{x} + O\left(Q^n\right),\quad Q\to \infty, $$ where the function $ρ_k$ will be given explicitly. If $n=2$, then an additional factor $\log Q$ appears in the reminder term.

math.NT↗

arXiv2017

On algebraic integers in short intervals and near smooth curves

In 1970 A. Baker and W. Schmidt introduced regular systems of numbers and vectors, showing that the set of real algebraic numbers forms a regular system on any fixed interval. This fact was used to prove several important results in the metric theory of transcendental numbers. In this paper the concept of a regular system is applied to the set of algebraic integers $α$ of height $\leq Q$ in intervals of length depending on $Q$.

math.NT↗

arXiv2017

Edgeworth-type expansion in the entropic free CLT

We prove an expansion for densities in the free CLT and apply this result to an expansion in the entropic free central limit theorem assuming a moment condition of order four for the free summands.

math.PR↗

arXiv2017

On distribution of points with algebraically conjugate coordinates in neighborhood of smooth curves

Let $φ:\mathbb{R}\rightarrow \mathbb{R}$ be a continuously differentiable function on an interval $J\subset\mathbb{R}$ and let $\boldsymbolα=(α_1,α_2)$ be a point with algebraically conjugate coordinates such that the minimal polynomial $P$ of $α_1,α_2$ is of degree $\leq n$ and height $\leq Q$. Denote by $M^n_φ(Q,γ, J)$ the set of such points $\boldsymbolα$ such that $|φ(α_1)-α_2|\leq c_1 Q^{-γ}$. We show that for a real $0<γ<1$ and any sufficiently large $Q$ there exist positive values $c_2<c_3$, where $c_i=c_i(n)$, $i=1,2$, which are independent of $Q$, such that $c_2 Q^{n+1-γ}<\# M^n_φ(Q,γ, J)< c_3 Q^{n+1-γ}$.

math.NT↗

arXiv2016

Local semicircle law under moment conditions. Part I: The Stieltjes transform

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ in which the upper triangular entries are independent identically distributed random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + δ} =: μ_4 < \infty$ for some $δ> 0$. Under these conditions we show that the typical distance between the Stieltjes transform of the empirical spectral distribution (ESD) of the matrix $n^{-\frac{1}{2}} {\bf X}$ and Wigner's semicircle law is of order $(nv)^{-1}$, where $v$ is the distance in the complex plane to the real line. Furthermore we outline applications which are deferred to a subsequent paper, such as the rate of convergence in probability of the ESD to the distribution function of the semicircle law, rigidity of the eigenvalues and eigenvector delocalization.

math.PR↗

arXiv2016

Local semicircle law under moment conditions. Part II: Localization and delocalization

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being independent identically distributed random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + δ} =: μ_{4+δ} < C$ for some $δ> 0$ and some absolute constant $C$. Under these conditions we show that the typical Kolmogorov distance between the empirical spectral distribution function of eigenvalues of $n^{-1/2} {\bf X}$ and Wigner's semicircle law is of order $1/n$ up to some logarithmic correction factor. As a direct consequence of this result we establish that the semicircle law holds on a short scale. Furthermore, we show for this finite moment ensemble rigidity of eigenvalues and delocalization properties of the eigenvectors. Some numerical experiments are included illustrating the influence of the tail behavior of the matrix entries when only a small number of moments exist.

math.PR↗

arXiv2016

On the Local Semicircular Law for Wigner Ensembles

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + δ} =: μ_{4+δ} < \infty$ for some $δ> 0$. The aim of this paper is to significantly extend recent result of the authors [18] and show that with high probability the typical distance between the Stieltjes transform of the empirical spectral distribution (ESD) of the matrix $n^{-\frac{1}{2}} {\bf X}$ and Wigner's semicircle law is of order $(nv)^{-1} \log n$, where $v$ denotes the distance to the real line in the complex plane. We apply this result to the rate of convergence of the ESD to the distribution function of the semicircle law as well as to rigidity of eigenvalues and eigenvector delocalization significantly extending a recent result by Götze, Naumov and Tikhomirov [19]. The result on delocalization is optimal by comparison with GOE ensembles. Furthermore the techniques of this paper provide a new shorter proof for the optimal $O(n^{-1})$ rate of convergence of the expected ESD to the semicircle law.

math.PR↗

arXiv2016

Correlations between real and complex zeros of a random polynomial

Consider a random polynomial $$ G(z):=ξ_0+ξ_1z+\dots+ξ_nz^n,\quad z\in\mathbb{C}, $$ where $ξ_0,ξ_1,\dots,ξ_{n}$ are independent real-valued random variables with probability density functions $f_0,\dots,f_n$. We give an explicit formula for the mixed $(k,l)$-correlation function $ρ_{k,l}:\mathbb{R}^k\times\mathbb{C}_+^l \to\mathbb{R}_+$ between $k$ real and $l$ complex zeros of $G_n$.

math.PR↗

arXiv2016

Distribution of complex algebraic numbers

For a region $Ω\subset\mathbb{C}$ denote by $Ψ(Q;Ω)$ the number of complex algebraic numbers in $Ω$ of degree $\leq n$ and naive height $\leq Q$. We show that $$ Ψ(Q;Ω)=\frac{Q^{n+1}}{2ζ(n+1)}\int_Ωψ(z)\,ν(dz)+O\left(Q^n \right),\quad Q\to\infty, $$ where $ν$ is the Lebesgue measure on the complex plane and the function $ψ$ will be given explicitly.

math.NT↗

arXiv2016

Asymptotic analysis of symmetric functions

In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.

math.PR↗

arXiv2015

Arak Inequalities for Concentration Functions and the Littlewood--Offord Problem: a shortened version

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n} X_k a_k$ with respect to the arithmetic structure of coefficients~$a_k$ in the context of the Littlewood--Offord problem. Concentration results of this type received renewed interest in connection with distributions of singular values of random matrices. Recently, Tao and Vu proposed an Inverse Principle in the Littlewood--Offord problem. We discuss the relations between the Inverse Principle of Tao and Vu as well as that of Nguyen and Vu and a similar principle formulated for sums of arbitrary independent random variables in the work of Arak from the 1980's. This paper is a shortened and edited version of the preprint arXiv:1506.09034. Here we present the results without proofs.

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