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Nicola Turchi

Publications and source records attributed to Nicola Turchi.

12 recordsLinked to original sources

Fractional moments of the Stochastic Heat Flow and 2D Directed Polymers

We estimate the fractional moments of the normalized mass assigned by the Critical 2D Stochastic Heat Flow to small balls. Our results also cover the discrete case corresponding to the 2D directed polymer model and provide estimates that are uniform in all parameters. One key takeaway of our results is that the vanishing of the fractional moments is completely governed by the divergence of the second moment. We use a quite robust method, by refining the change of measure argument and introducing a novel coarse-graining procedure, reducing the proof to essentially second moment estimates (in fact, we also provide sharp second moment estimates for directed polymers, of independent interest).

math.PR

Strong Disorder for Stochastic Heat Flow and 2D Directed Polymers

The critical 2D Stochastic Heat Flow (SHF) is a universal measure-valued process that provides a notion of solution to the ill-defined 2D stochastic heat equation. We investigate the SHF in the large-time and strong-disorder regimes, proving a sharp form of local extinction: we identify the rate at which the distribution collapses to zero. We also identify the spatial scale governing the transition from vanishing mass to diverging mass, and from extinction to an averaged behavior. Corresponding results are established for the partition functions of 2D directed polymers, yielding precise free-energy estimates. Our proof provides a unified framework of change of measure and coarse-graining arguments. These results offer new insights into the 2D stochastic heat equation regularized via space-time discretization: for any regime of supercritical disorder strength $β$, including the case where $β> 0$ is kept fixed, the solution exhibits fluctuations on a superdiffusive scale.

math.PR

Weighted floating functions and weighted functional affine surface areas

The purpose of this paper is to introduce the new concept of weighted floating functions associated with log concave or $s$-concave functions. This leads to new notions of weighted functional affine surface areas. Their relation to more traditional versions of functional affine surface areas as well as to the classical affine surface areas for convex bodies is discussed in detail.

math.MG

Nonparametric needlet estimation for partial derivatives of a probability density function on the $d$-torus

This paper is concerned with the estimation of the partial derivatives of a probability density function of directional data on the $d$-dimensional torus within the local thresholding framework. The estimators here introduced are built by means of the toroidal needlets, a class of wavelets characterized by excellent concentration properties in both the real and the harmonic domains. In particular, we discuss the convergence rates of the $L^p$-risks for these estimators, investigating on their minimax properties and proving their optimality over a scale of Besov spaces, here taken as nonparametric regularity function spaces.

math.ST

The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices

We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully Gaussian setup, our approach allows us to recover quantitative versions of well-known inequalities by Gordon (1985, 1987, 1992), thus generalising the quantitative version of the Sudakov-Fernique inequality deduced in Chatterjee (2005). On the other hand, the Gaussian-subordinated case yields generalizations of estimates by Chernozhukov et al. (2015) and Koike (2019). As an application, we establish fourth moment bounds for matrices of multiple stochastic Wiener-Itô integrals, that we illustrate with an example having a statistical flavour.

math.PR

Phase transition for the volume of high-dimensional random polytopes

The beta polytope $P_{n,d}^β$ is the convex hull of $n$ i.i.d. random points distributed in the unit ball of $\mathbb{R}^d$ according to a density proportional to $(1-\lVert{x}\rVert^2)^β$ if $β>-1$ (in particular, $β=0$ corresponds to the uniform distribution in the ball), or uniformly on the unit sphere if $β=-1$. We show that the expected normalized volumes of high-dimensional beta polytopes exhibit a phase transition and we describe its shape. We derive analogous results for the intrinsic volumes of beta polytopes and, when $β=0$, their number of vertices.

math.PR

The isotropic constant of random polytopes with vertices on convex surfaces

For an isotropic convex body $K\subset\mathbb{R}^n$ we consider the isotropic constant $L_{K_N}$ of the symmetric random polytope $K_N$ generated by $N$ independent random points which are distributed according to the cone probability measure on the boundary of $K$. We show that with overwhelming probability $L_{K_N}\leq C\sqrt{\log(2N/n)}$, where $C\in(0,\infty)$ is an absolute constant. If $K$ is unconditional we argue that even $L_{K_N}\leq C$ with overwhelming probability. The proofs are based on concentration inequalities for sums of sub-exponential or sub-Gaussian random variables, respectively, and, in the unconditional case, on a new $ψ_2$-estimate for linear functionals with respect to the cone measure in the spirit of Bobkov and Nazarov, which might be of independent interest.

math.MG

Threshold phenomena for high-dimensional random polytopes

Let $X_1,\ldots,X_N$, $N>n$, be independent random points in $\mathbb{R}^n$, distributed according to the so-called beta or beta-prime distribution, respectively. We establish threshold phenomena for the volume, intrinsic volumes, or more general measures of the convex hulls of these random point sets, as the space dimension $n$ tends to infinity. The dual setting of polytopes generated by random halfspaces is also investigated.

math.MG

Random polytopes: central limit theorems for intrinsic volumes

Short and transparent proofs of central limit theorems for intrinsic volumes of random polytopes in smooth convex bodies are presented. They combine different tools such as estimates for floating bodies with Stein's method from probability theory.

math.MG

Limit theorems for random polytopes with vertices on convex surfaces

The random polytope $K_n$, defined as the convex hull of $n$ points chosen uniformly at random on the boundary of a smooth convex body, is considered. Proofs for lower and upper variance bounds, strong laws of large numbers and central limit theorems for the intrinsic volumes of $K_n$ are presented. A normal approximation bound from Stein's method and estimates for surface bodies are among the involved tools.

math.PR

Monotonicity of facet numbers of random convex hulls

Let $X_1,\ldots,X_n$ be independent random points that are distributed according to a probability measure on $\mathbb{R}^d$ and let $P_n$ be the random convex hull generated by $X_1,\ldots,X_n$ ($n\geq d+1$). Natural classes of probability distributions are characterized for which, by means of Blaschke-Petkantschin formulae from integral geometry, one can show that the mean facet number of $P_n$ is strictly monotonically increasing in $n$.

math.MG