{"title":"Wasserstein-p bounds in the central limit theorem under local dependence","authors":"Tianle Liu, Morgane Austern","doi":"10.1214/23-ejp1009","DOIUrl":"https://doi.org/10.1214/23-ejp1009","url":null,"abstract":"The central limit theorem (CLT) is one of the most fundamental results in probability; and establishing its rate of convergence has been a key question since the 1940s. For independent random variables, a series of recent works established optimal error bounds under the Wasserstein-p distance (with p>=1). In this paper, we extend those results to locally dependent random variables, which include m-dependent random fields and U-statistics. Under conditions on the moments and the dependency neighborhoods, we derive optimal rates in the CLT for the Wasserstein-p distance. Our proofs rely on approximating the empirical average of dependent observations by the empirical average of i.i.d. random variables. To do so, we expand the Stein equation to arbitrary orders by adapting the Stein's dependency neighborhood method. Finally we illustrate the applicability of our results by obtaining efficient tail bounds.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135210826","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A global large deviation principle for discrete β-ensembles","authors":"E. Dimitrov, Hengzhi Zhang","doi":"10.1214/23-ejp977","DOIUrl":"https://doi.org/10.1214/23-ejp977","url":null,"abstract":"","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43219765","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Generalized BSDE and reflected BSDE with random time horizon","authors":"A. Aksamit, Libo Li, M. Rutkowski","doi":"10.1214/23-ejp927","DOIUrl":"https://doi.org/10.1214/23-ejp927","url":null,"abstract":"","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43271466","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stationary solutions and local equations for interacting diffusions on regular trees","authors":"D. Lacker, Jiacheng Zhang","doi":"10.1214/22-ejp889","DOIUrl":"https://doi.org/10.1214/22-ejp889","url":null,"abstract":"","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45902712","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Critical window of the symmetric perceptron","authors":"Dylan J. Altschuler","doi":"10.1214/23-ejp1024","DOIUrl":"https://doi.org/10.1214/23-ejp1024","url":null,"abstract":"We study the critical window of the symmetric binary perceptron, or equivalently, random combinatorial discrepancy. Consider the problem of finding a ±1-valued vector σ satisfying ‖Aσ‖∞≤K, where A is an αn×n matrix with iid Gaussian entries. For fixed K, at which constraint densities α is this constraint satisfaction problem (CSP) satisfiable? A sharp threshold was recently established by Perkins and Xu [29], and Abbe, Li, and Sly [2], answering this to first order. Namely, for each K there exists an explicit critical density αc so that for any fixed ϵ>0, with high probability the CSP is satisfiable for αn<(αc−ϵ)n and unsatisfiable for αn>(αc+ϵ)n. This corresponds to a bound of o(n) on the size of the critical window. We sharpen these results significantly, as well as provide exponential tail bounds. Our main result is that, perhaps surprisingly, the critical window is actually at most of order log(n). More precisely, for a large constant C, with high probability the CSP is satisfiable for αn<αcn−Clog(n) and unsatisfiable for αn>αcn+C. These results add the the symmetric perceptron to the short list of CSP models for which a critical window is rigorously known, and to the even shorter list for which this window is known to have nearly constant width.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135211811","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Law of the SLE tip","authors":"Oleg Butkovsky, Vlad Margarint, Yizheng Yuan","doi":"10.1214/23-ejp1015","DOIUrl":"https://doi.org/10.1214/23-ejp1015","url":null,"abstract":"","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134884905","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Irreversible Markov dynamics and hydrodynamics for KPZ states in the stochastic six vertex model","authors":"Matthew Nicoletti, Leonid Petrov","doi":"10.1214/23-ejp1005","DOIUrl":"https://doi.org/10.1214/23-ejp1005","url":null,"abstract":"We introduce a family of Markov growth processes on discrete height functions defined on the 2-dimensional square lattice. Each height function corresponds to a configuration of the six vertex model on the infinite square lattice. We focus on the stochastic six vertex model corresponding to a particular two-parameter family of weights within the ferroelectric (Δ>1) regime. It is believed (and partially proven, see Aggarwal [3]) that the stochastic six vertex model displays nontrivial pure (i.e., translation invariant and ergodic) Gibbs states of two types, KPZ and liquid. These phases have very different long-range correlation structures. The Markov processes we construct preserve the KPZ pure states in the full plane. We also show that the same processes put on the torus preserve arbitrary Gibbs measures for generic six vertex weights (not necessarily in the ferroelectric regime). Our dynamics arise naturally from the Yang–Baxter equation for the six vertex model. Using the bijectivisation of the Yang–Baxter equation introduced in Bufetov–Petrov [17], we first construct discrete time dynamics on six vertex configurations with a particular boundary condition, namely with the step initial condition in the quarter plane. Then we take a Poisson-type limit to obtain simpler continuous time dynamics. These dynamics are irreversible; in particular, the height function has a nonzero average drift. In each KPZ pure state, we explicitly compute the average drift (also known as the current) as a function of the slope. We use this to heuristically analyze the hydrodynamics of a non-stationary version of our process acting on quarter plane stochastic six vertex configurations.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"2020 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135660604","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Time-reversal of multiple-force-point chordal SLEκ(ρ_)","authors":"Pu Yu","doi":"10.1214/23-ejp1040","DOIUrl":"https://doi.org/10.1214/23-ejp1040","url":null,"abstract":"Chordal SLEκ(ρ_) is a natural variant of the chordal SLE curve. It is a family of random non-crossing curves on the upper half plane from 0 to ∞, whose law is influenced by additional force points on R. When there are force points away from the origin, the law of SLEκ(ρ_) is not reversible, unlike the ordinary chordal SLEκ. Zhan (2019) gives an explicit description of the law of the time reversal of SLEκ(ρ_) when all force points lie on the same sides of the origin, and conjectured that a similar result holds in general. We prove his conjecture. Specifically, based on Zhan’s result, using the techniques from the Imaginary Geometry developed by Miller and Sheffield (2013), we show that when κ∈(0,8), the law of the time reversal of non-boundary filling SLEκ(ρ_) process is absolutely continuous with respect to SLEκ(ρˆ_) for some ρˆ_ determined by ρ_, with the Radon-Nikodym derivative being a product of conformal derivatives.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135710352","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system","authors":"Xing Huang, Wujun Lv","doi":"10.1214/23-ejp1027","DOIUrl":"https://doi.org/10.1214/23-ejp1027","url":null,"abstract":"By Girsanov’s theorem and using the existing log-Harnack inequality for distribution independent SDEs, the log-Harnack inequality is derived for path-distribution dependent stochastic Hamiltonian system. As an application, the exponential ergodicity in relative entropy is obtained by combining with transportation cost inequality. In addition, the quantitative propagation of chaos in the sense of Wasserstein distance is obtained, which together with the coupling by change of measure implies the quantitative propagation of chaos in total variation norm as well as relative entropy.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"159 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135448137","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Scaling limit for line ensembles of random walks with geometric area tilts","authors":"Christian Serio","doi":"10.1214/23-ejp1026","DOIUrl":"https://doi.org/10.1214/23-ejp1026","url":null,"abstract":"We consider line ensembles of non-intersecting random walks constrained by a hard wall, each tilted by the area underneath it with geometrically growing pre-factors bi where b>1. This is a model for the level lines of the (2+1)D SOS model above a hard wall, which itself mimics the low-temperature 3D Ising interface. A similar model with b=1 and a fixed number of curves was studied by Ioffe, Velenik, and Wachtel (2018), who derived a scaling limit as the time interval [−N,N] tends to infinity. Line ensembles of Brownian bridges with geometric area tilts (b>1) were studied by Caputo, Ioffe, and Wachtel (2019), and later by Dembo, Lubetzky, and Zeitouni (2022+). Their results show that as the time interval and the number of curves n tend to infinity, the top k paths converge to a limiting measure μ. In this paper we address the open problem of proving existence of a scaling limit for random walk ensembles with geometric area tilts. We prove that with mild assumptions on the jump distribution, under suitable scaling the top k paths converge to the same measure μ as N→∞ followed by n→∞. We do so both in the case of bridges fixed at ±N and of walks fixed only at −N.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"117 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135261330","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}