Предлагается простое доказательство теоремы Пойя о случайных блужданиях: с вероятностью один случайное блуждание на двумерной решетке возвращается в начальную точку.

Abstract. We study the de Rham fundamental group of the configuration sp ace of several  marked points on a complex elliptic curve, and define multiple elliptic polylogarithms. These are multivalued functions with unipotent monodromy, and are constructed by a general averaging proce dure. We show that all iterated integrals on this configuration space can be expressed in terms of these functions

Let X_1, ... ,X_n be i.i.d. sample in R^p with zero mean and the covariance matrix S. The problem of recovering the projector onto the eigenspace of S from these observations naturally arises in many applications. Recent technique from [Koltchinskii and Lounici, 2015b] helps to study the asymptotic distribution of the distance in the Frobenius norm between the true projector P_r on the subspace of the r-th eigenvalue and its empirical counterpart \hat{P}_r in terms of the effective trace of S. This paper offers a bootstrap procedure for building sharp confidence sets for the true projector P_r from the given data. This procedure does not rely on the asymptotic distribution of || P_r - \hat{P}_r ||_2 and its moments, it applies for small or moderate sample size n and large dimension p. The main result states the validity of the proposed procedure for finite samples with an explicit error bound on the error of bootstrap approximation. This bound involves some new sharp results on Gaussian comparison and Gaussian anti-concentration in high dimension. Numeric results confirm a nice performance of the method in realistic examples. 

We consider character expansion of tau functions and multiple integrals in characters of orhtogonal and symplectic groups. In particular we consider character expansions of integrals over orthogonal and over symplectic matrices.