Small ball probability, Inverse theorems, and applications

Let $\xi$ be a real random variable with mean zero and variance one and $A={a_1,...,a_n}$ be a multi-set in $\R^d$. The random sum $$S_A := a_1 \xi_1 + ... + a_n \xi_n$$ where $\xi_i$ are iid copies of $\xi$ 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 $S_A$ 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.Comment: 47 page

The polyanalytic Ginibre ensembles

We consider a polyanalytic generalization of the Ginibre ensemble. This models allowing higher Landau levels (the Ginibre ensemble corresponds to the lowest Landau level). We study the local behavior of this point process under blow-ups.Comment: 31 page