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Radosław Adamczak

Publications and source records attributed to Radosław Adamczak.

At least 19 recordsLinked to original sources

Stability under mixtures of transportation inequalities and restricted log-Sobolev inequalities

We prove results about stability under mixtures for transport--entropy inequalities and restricted functional inequalities of Poincaré and log-Sobolev type. We treat Talagrand inequalities of type $\mathbf{T}_2$ and $\mathbf{T}_1$ together with their generalizations, as well as weak transportation inequalities introduced by Gozlan et al. Our main results provide mild sufficient conditions under which a given inequality may be transferred from mixture components to the mixture itself.

math.PR↗

Matrix concentration inequalities for dependent binary random variables

We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng and Solda. For random variables with the Stochastic Covering Property or Strong Rayleigh Property we prove estimates for general functions satisfying certain direction aware matrix bounded difference inequalities, generalizing and strengthening earlier estimates by the first-named author and Polaczyk. We also demonstrate a general decoupling inequality for a class of Banach-space valued quadratic forms in negatively associated random variables and combine it with the matrix Bernstein inequality to generalize results by Tropp, Chrétien and Darses, and Ruetz and Schnass, concerning the operator norm of a random submatrix of a deterministic matrix, drawn by uniform sampling without replacements or rejective sampling, to submatrices given by general Strong Rayleigh sampling schemes.

math.PR↗

Exponential inequalities and laws of the iterated logarithm for multiple Poisson--Wiener integrals and Poisson $U$-statistics

We prove tail and moment inequalities for multiple stochastic integrals on the Poisson space and for Poisson $U$-statistics. We use them to demonstrate the Law of the Iterated Logarithm for these processes when the intensity of the Poisson process tends to infinity, with normalization depending on the degree of the multiple stochastic integral or degeneracy of the kernel defining the $U$-statistic. We apply our results to several classical functionals of Poisson point processes, obtaining improvements or complements of known concentration of measure results as well as new laws of the iterated logarithm. Examples include subgraph counts and power length functionals of geometric random graphs, intersections of Poisson $k$-flats, quadratic functionals of the Ornstein--Uhlenbeck Lévy process and $U$-statistics of marked processes. Keywords: Poisson point process, $U$-statistics, multiple stochastic integrals, concentration of measure, The Law of the Iterated Logarithm

math.PR↗

The global and local limit of the continuous-time Mallows process

Continuous-time Mallows processes are processes of random permutations of the set $\{1, \ldots, n\}$ whose marginal at time $t$ is the Mallows distribution with parameter $t$. Recently Corsini showed that there exists a unique Markov Mallows process whose left inversions are independent counting processes. We prove that this process admits a global and a local limit as $n \to \infty$. The global limit, obtained after suitably rescaling space and time, is an explicit stochastic process on $[0,1]$ whose description is based on the permuton limit of the Mallows distribution, analyzed by Starr. The local limit is a process of permutations of $\mathbb{Z}$ which is closely related to the construction of the Mallows distribution on permutations of $\mathbb{Z}$ due to Gnedin and Olshanski. Our results demonstrate an analogy between the asymptotic behavior of Mallows processes and the recently studied limiting properties of random sorting networks.

math.PR↗

On Orlicz spaces satisfying the Hoffmann-Jørgensen inequality

Building on Talagrand's proof of the Hoffmann-Jørgensen inequality for $L_p$ spaces and its version for the exponential Orlicz spaces we provide a full characterization of Orlicz functions $Ψ$ for which an analogous inequality holds in the Orlicz space $L_Ψ(F)$, where $F$ is an arbitrary Banach space. As an application we present a characterization of Talagrand-type concentration inequality for suprema of empirical processes with envelope in $L_Ψ$ (equivalently for sums of independent $F$-valued random variables in $L_Ψ(F)$). This result generalizes in particular an inequality by the first-named author concerning exponentially integrable summands and a recent inequality due to Chamakh-Gobet-Liu on summands with $β$-heavy tails. Another corollary concerns concentration for convex functions of independent, unbounded random variables, generalizing recent results due to Klochkov-Zhivotovskiy and Sambale. We also obtain a corollary concerning boundedness in $L_Ψ(F)$ of partial sums of a series of independent random variables, generalizing the original result by Hoffmann-Jørgensen.

math.PR↗

Norms of structured random matrices

For $m,n\in\mathbb{N}$ let $X=(X_{ij})_{i\leq m,j\leq n}$ be a random matrix, $A=(a_{ij})_{i\leq m,j\leq n}$ a real deterministic matrix, and $X_A=(a_{ij}X_{ij})_{i\leq m,j\leq n}$ the corresponding structured random matrix. We study the expected operator norm of $X_A$ considered as a random operator between $\ell_p^n$ and $\ell_q^m$ for $1\leq p,q \leq \infty$. We prove optimal bounds up to logarithmic terms when the underlying random matrix $X$ has i.i.d. Gaussian entries, independent mean-zero bounded entries, or independent mean-zero $ψ_r$ ($r\in(0,2]$) entries. In certain cases, we determine the precise order of the expected norm up to constants. Our results are expressed through a sum of operator norms of Hadamard products $A\circ A$ and $(A\circ A)^T$.

math.PR↗

Limit theorems for the volumes of small codimensional random sections of $\ell_p^n$-balls

We establish Central Limit Theorems for the volumes of intersections of $B_{p}^n$ (the unit ball of $\ell_p^n$) with uniform random subspaces of codimension $d$ for fixed $d$ and $n\to \infty$. As a corollary we obtain higher order approximations for expected volumes, refining previous results by Koldobsky and Lifschitz and approximations obtained from the Eldan--Klartag version of CLT for convex bodies. We also obtain a Central Limit Theorem for the Minkowski functional of the intersection body of $B_p^n$, evaluated on a random vector distributed uniformly on the unit sphere.

math.PR↗

Concentration inequalities for some negatively dependent binary random variables

We investigate concentration properties of functions of random vectors with values in the discrete cube, satisfying the stochastic covering property (SCP) or the strong Rayleigh property (SRP). Our result for SCP measures include subgaussian inequalities of bounded-difference type extending classical results by Pemantle and Peres and their counterparts for matrix-valued setting strengthening recent estimates by Aoun, Banna and Youssef. Under a stronger assumption of the SRP we obtain Bernstein-type inequalities for matrix-valued functions, generalizing recent bounds for linear combinations of positive definite matrices due to Kyng and Song. We also treat in detail the special case of independent Bernoulli random variables conditioned on their sum for which we obtain strengthened estimates, deriving in particular modified log-Sobolev inequalities, Talagrand's convex distance inequality and, as corollaries, concentration results for convex functions and polynomials, as well as improved estimates for matrix-valued functions. These results generalize inequalities for the uniform measure on slices of the discrete cube, studied extensively by many authors. Our approach is based on recent results by Hermon and Salez and a general framework involving modified log-Sobolev inequalities on the discrete cube, which is of independent interest.

math.PR↗

Phase transition for the interchange and quantum Heisenberg models on the Hamming graph

We study a family of random permutation models on the Hamming graph $H(2,n)$ (i.e., the $2$-fold Cartesian product of complete graphs), containing the interchange process and the cycle-weighted interchange process with parameter $θ> 0$. This family contains the random walk representation of the quantum Heisenberg ferromagnet. We show that in these models the cycle structure of permutations undergoes a \textit{phase transition} -- when the number of transpositions defining the permutation is $\leq c n^2$, for small enough $c > 0$, all cycles are microscopic, while for more than $\geq C n^2$ transpositions, for large enough $C > 0$, macroscopic cycles emerge with high probability. We provide bounds on values $C,c$ depending on the parameter $θ$ of the model, in particular for the interchange process we pinpoint exactly the critical time of the phase transition. Our results imply also the existence of a phase transition in the quantum Heisenberg ferromagnet on $H(2,n)$, namely for low enough temperatures spontaneous magnetization occurs, while it is not the case for high temperatures. At the core of our approach is a novel application of the cyclic random walk, which might be of independent interest. By analyzing explorations of the cyclic random walk, we show that sufficiently long cycles of a random permutation are uniformly spread on the graph, which makes it possible to compare our models to the mean-field case, i.e., the interchange process on the complete graph, extending the approach used earlier by Schramm.

math.PR↗

Modified log-Sobolev inequalities, Beckner inequalities and moment estimates

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this generality). Further, by adapting an argument by Boucheron et al. we derive Sobolev type moment estimates which hold under these functional inequalities. We illustrate our results with applications to concentration of measure estimates (also of higher order, beyond the case of Lipschitz functions) for various stochastic models, including random permutations, zero-range processes, strong Rayleigh measures, exponential random graphs, and geometric functionals on the Poisson path space.

math.PR↗

Hanson-Wright inequality in Banach spaces

We discuss two-sided bounds for moments and tails of quadratic forms in Gaussian random variables with values in Banach spaces. We state a natural conjecture and show that it holds up to additional logarithmic factors. Moreover in a certain class of Banach spaces (including $L_r$-spaces) these logarithmic factors may be eliminated. As a corollary we derive upper bounds for tails and moments of quadratic forms in subgaussian random variables, which extend the Hanson-Wright inequality.

math.PR↗

Moments of Gaussian chaoses in Banach spaces

We derive moment and tail estimates for Gaussian chaoses of arbitrary order with values in Banach spaces. We formulate a conjecture regarding two-sided estimates and show that it holds in a certain class of Banach spaces including L_q spaces. As a corollary we obtain two-sided bounds for moments of chaoses with values in L_q spaces based on exponential random variables.

math.PR↗

On almost sure convergence of random variables with finite chaos decomposition

Under mild conditions on a family of independent random variables $(X_n)$ we prove that almost sure convergence of a sequence of tetrahedral polynomial chaoses of uniformly bounded degrees in the variables $(X_n)$ implies the almost sure convergence of their homogeneous parts. This generalizes a recent result due to Poly and Zheng obtained under stronger integrability conditions. In particular for i.i.d. sequences we provide a simple necessary and sufficient condition for this property to hold. We also discuss similar phenomena for sums of multiple stochastic integrals with respect to Poisson processes, answering a question by Poly and Zheng.

math.PR↗

A note on concentration for polynomials in the Ising model

We present precise multilevel exponential concentration inequalities for polynomials in Ising models satisfying the Dobrushin condition. The estimates have the same form as two-sided tail estimates for polynomials in Gaussian variables due to Latała. In particular, for quadratic forms we obtain a Hanson-Wright type inequality. We also prove concentration results for convex functions and estimates for nonnegative definite quadratic forms, analogous as for quadratic forms in i.i.d. Rademacher variables, for more general random vectors satisfying the approximate tensorization property for entropy.

math.PR↗

Random non-Abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups

We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular sequences of groups the limiting distribution of eigenvalues (resp. singular values) is a mixture of eigenvalue (resp. singular value) distributions of Ginibre matrices with the directing measure being related to the limiting behavior of the Plancherel measure of the sequence of groups. In particular for the sequence of symmetric groups, the limiting distributions are just the circular and quarter circular laws, whereas e.g. for the dihedral groups the limiting distributions have unbounded supports but are different than in the Abelian case. We also prove that under additional assumptions on the sequence of groups (in particular for symmetric groups of increasing order) families of stochastically independent random projection operators converge in moments to free circular elements. Finally, in the Gaussian case we provide Central Limit Theorems for linear eigenvalue statistics.

math.PR↗

On the convex Poincaré inequality and weak transportation inequalities

We prove that for a probability measure on $\mathbb{R}^n$, the Poincaré inequality for convex functions is equivalent to the weak transportation inequality with a quadratic-linear cost. This generalizes recent results by Gozlan et al. and Feldheim et al., concerning probability measures on the real line. The proof relies on modified logarithmic Sobolev inequalities of Bobkov-Ledoux type for convex and concave functions, which are of independent interest. We also present refined concentration inequalities for general (not necessarily Lipschitz) convex functions, complementing recent results by Bobkov, Nayar and Tetali.

math.PR↗

Metric and classical fidelity uncertainty relations for random unitary matrices

We analyze uncertainty relations on finite dimensional Hilbert spaces expressed in terms of classical fidelity, which are stronger then metric uncertainty relations introduced by Fawzi, Hayden and Sen. We establish validity of fidelity uncertainty relations for random unitary matrices with optimal parameters (up to universal constants) which improves upon known results for the weaker notion of metric uncertainty. This result is then applied to locking classical information in quantum states and allows to obtain optimal locking in Hellinger distance, improving upon previous results on locking in the total variation distance, both by strengthening the metric used and by improving the dependence on parameters. We also show that general probabilistic estimates behind the main theorem can be used to prove existence of data hiding schemes with Bayesian type guarantees. As a byproduct of our approach we obtain existence of almost Euclidean subspaces of the matrix spaces $\ell_1^n(\ell_2^m)$ with a better dimension/distortion dependence than allowed in previously known constructions.

quant-ph↗