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Small ball probability, Inverse theorems, and applications

2012/12/31 by Hoi H. Nguyen, Nguyen, Hoi H., Van H. Vu +1 · 4 citations
Mathematics · #Combinatorics (math.CO) #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics #math.CO #math.PR

paper · pdf · doi:10.48550/arxiv.1301.0019

47 pages

arxiv created 2012/12/31 · openalex publication_date 2012/12/31 · arxiv updated 2013/01/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Let ξ be a real random variable with mean zero and variance one and A=a1,...,an be a multi-set in \Rd. The random sum SA := a1 ξ1 + ... + an ξn where ξi are iid copies of ξ is of fundamental importance in probability and its applications. We discuss the small ball problem, the aim of which is to estimate the maximum probability that SA belongs to a ball with given small radius, following the discovery made by Littlewood-Offord and Erdos almost 70 years ago. We will mainly focus on recent developments that characterize the structure of those sets A where the small ball probability is relatively large. Applications of these results include full solutions or significant progresses of many open problems in different areas.

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