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Nicola Wengiel

Publications and source records attributed to Nicola Wengiel.

4 recordsLinked to original sources

Resolving Tusnády's Problem

We prove a lower bound of $Ω_d((\log N)^{d-1/2})$ for the worst-case combinatorial discrepancy of $N$-point sets with respect to anchored boxes in every fixed dimension $d\ge3$. Together with Nikolov's upper bound of the same order and Wei's planar lower bound, this settles Tusnády's problem: the discrepancy of axis-parallel boxes is $Θ_d((\log N)^{d-1/2})$ in every fixed dimension $d\ge2$. The proof combines smoothed product test functions, sampling discretization, and an entropy argument for conditioned Gaussian vectors.

math.CA↗

Online Discrepancy of Sparse Random Vectors over Long Horizons

We study online vector balancing for independent sparse random vectors: each arrival is supported on a uniformly random set of $s$ of the $n$ coordinates, with nonzero entries equal to one (binary model) or independent random signs (signed model), and an online algorithm must sign each vector upon arrival. The prefix discrepancy is the largest $\ell_\infty$-norm of the signed sums up to the horizon $T$, the terminal discrepancy that of the sum at time $T$. For binary inputs with $2\le s\le n/2$ and $T=Θ(n)$, Altschuler and Tikhomirov showed that both are of order $\sqrt{s}+\log\log n$; they asked how the prefix discrepancy depends on the horizon and whether a matching terminal bound holds at every prescribed time. Over long horizons, the two differ. For every fixed $s\ge2$ and $c>0$, every online algorithm, even a randomized one that knows the horizon, incurs with high probability prefix discrepancy $Ω(\log\log n+(\log T/\log n)^{α_s})$ for $n\le T\le e^{cn}$, where $α_s=(2^{s-1}-1)/(2^s-1)$. For $s=2$, quadratic Greedy matches this bound; for fixed $s\ge3$, we give an online algorithm with prefix discrepancy $O(\log\log n+(\log T/\log n)^{1/2})$. In contrast, a deterministic algorithm that knows neither the horizon nor the failure probability keeps the terminal discrepancy $O_k(\sqrt{s}+\log\log n)$ at each prescribed time, with failure probability $n^{-k}$ for every fixed $k$, for $2\le s\le n/2$ (binary model) and $2\le s\le n$ (signed model); for $s=2$, quadratic Greedy itself does so. This answers their terminal question, and the same order is optimal for prefixes at all polynomial horizons $T\ge n$. The lower bound uses a finite safety game realized within the input law; the upper bounds use moments of elementary symmetric polynomials and, at terminal times, a $\cosh$ potential or a translated gauge with a Foster inequality at every state.

cs.DS↗

Online Discrepancy for Sub-Exponential Product Distributions via Regularization

We study online discrepancy minimization for independent random vectors in $\mathbb{R}^n$ with independent coordinates. Our deterministic algorithms require no knowledge of the horizon, and their guarantees hold at every prescribed deterministic terminal time $T$. For unit-variance sub-exponential coordinates with $ψ_1$-norms at most $σ$, we obtain terminal discrepancy $O(σ^4\sqrt n)$ with failure probability $\exp(-Ω(σ^3\sqrt n))$. Independently masking centered unit-variance marks from the same class with retention probability $k/n$ gives $O(σ^4\sqrt k)$ discrepancy with failure probability $\exp(-Ω(σ^3\sqrt k))$ when $k\gtrsim\log^2(2n)$. The fourth-power dependence on $σ$ is necessary for these sub-exponential classes at the stated confidence levels. For standard Gaussian marks, we obtain $O(\sqrt k+\sqrt{\log(2n)})$ discrepancy with failure probability $\exp(-Ω(\sqrt k+\sqrt{\log(2n)}))$. Both terms are necessary up to absolute constants for $T\ge n$. In particular, $k\gtrsim\log n$ is the optimal sparsity threshold for $O(\sqrt k)$ discrepancy. For centered unit-variance sub-Gaussian marks with any fixed $ψ_2$-norm bound $σ$, logarithmic sparsity suffices for $O(σ\sqrt{k\log(e+σ)})$ discrepancy with probability tending to one as $n\to\infty$. For a dimension-dependent family of unit-variance laws with rare activations, matching bounds determine the fixed-confidence online discrepancy order $Θ(\sqrt n\log\log n)$ at sufficiently long prescribed horizons. Our dense result generalizes the Rademacher-input theorem of Bansal and Spencer (2020) and establishes the horizon-independent $O(\sqrt n)$ Gaussian terminal discrepancy scale anticipated by Gamarnik et al. (2022). The proofs combine regularization, global Fenchel estimates, coupled Lyapunov functions, and terminal moment recursions.

cs.DS↗

Asymptotic Bounds and Online Algorithms for Average-Case Matrix Discrepancy

We study the matrix discrepancy problem in the average-case setting. Given a sequence of $m \times m$ symmetric matrices $A_1,\ldots,A_n$, its discrepancy is defined as the minimal spectral norm over all signed sums $\sum_{i=1}^n x_iA_i$ with $x_1,\ldots,x_n \in \{\pm1\}$. Our contributions are twofold. First, we study the asymptotic discrepancy of random matrices. When the matrices belong to the Gaussian orthogonal ensemble, we provide a sharp characterization of the asymptotic discrepancy and show that the limiting distribution is concentrated around $Θ(\sqrt{nm}4^{-(1 + o(1))n/m^2})$, under the assumption $m^2 \ll n/\log{n}$. We observe that the trivial bound $O(\sqrt{nm})$ cannot be improved when $n \ll m^2$ and show that this phenomenon occurs for a broad class of random matrices. In the case $n = Ω(m^2)$, we provide a matching upper bound. Second, we analyse the matrix hyperbolic cosine algorithm, an online algorithm for matrix discrepancy minimization due to Zouzias (2011), in the average-case setting. We show that the algorithm achieves with high probability a discrepancy of $O(m\log{m})$ for a broad class of random matrices, including Wigner matrices with entries satisfying a hypercontractive inequality and Gaussian Wishart matrices.

math.PR↗