Dear colleagues,
We would like to invite you to the following seminar, which will be held in person and online streaming:
Speaker: Nicola Turchi (Università di Milano-Bicocca) Title: Comparing the min-max of two Gaussian random matrices (Abstract below)
Date and Time: Thursday May 11, 14:00-15:00 (Rome time zone).
Place: Aula 24, Dip. di Scienze Statistiche, Sapienza Università di Roma, Piazzale Aldo Moro, 5, 00185 Roma.
link: https://uniroma1.zoom.us/j/94248808208?pwd=NWtwcFRtZFMrU0s1c2VPbjU0NWhPQT09 https://uniroma1.zoom.us/j/94248808208?pwd=NWtwcFRtZFMrU0s1c2VPbjU0NWhPQT09 ID riunione: 942 4880 8208 Passcode: 337504
Best regards,
Anna Paola Todino
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Abstract: 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, thus generalising the quantitative version of the Sudakov-Fernique inequality deduced by Chatterjee. On the other hand, the Gaussian-subordinated case yields generalizations of estimates obtained in the framework of the CCK theory. As applications, we establish comparison bounds for order statistics of random vectors and fourth moment bounds for matrices of multiple stochastic Wiener-Itô integrals. Based on a joint work with G. Peccati.
——————————————————— Anna Paola Todino Dipartimento di Scienze Statistiche Sapienza Università di Roma