AffiliationProbability Theory Group, Institute of Mathematics, University of Warsaw Scientific interestsHigh Dimensional Probability Concentration of measure Asymptotic theory of $U$-statistics Random matrices Markov chains Selected current activitiesAssociate editor for Bernoulli Co-organizer of a monthly Faculty Colloquium |
Contact
Institute of Mathematics, University of Warsaw / ul. Banacha 2 / 02-097 Warszawa / POLAND
r "dot" surname "at" mimuw "dot" edu "dot" pl (work)
radek "dot" "surname" "at" o2 "dot" pl (private)
Please take a minute to follow the link in the picture to the right and visit the site of the Polish Humanitarian Organization. By clicking on the puppet's belly you help the children in need.
Go To TopKonsultacje w semestrze letnim 2019/2020 - poniedziałki 14:15-15:45, p. 5500
Wstęp do procesów stochastycznych - wykład (semestr letni 2019/2020)
Wstęp do procesów stochastycznych - ćwiczenia (semestr letni 2019/2020)
Seminarium magisterskie z rachunku prawdopodobieństwa
Elementy teorii macierzy losowych - notatki
Rachunek prawdopodobieństwa (WNE) - notatki napisane z Adamem Osękowskim
Procesy stochastyczne II - notatki napisane z Witoldem Bednorzem
Równania różniczkowe zwyczajne - notatki prof. Feliksa Przytyckiego
Rachunek prawdopodobieństwa I - skrypt Adama Osękowskiego
Лекції з теорії ймовірностей I - ukraińska wersja skryptu Adama Osękowskiego, przetłumaczona przez Annę Lytovą
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Scientific interests - a brief descriptionMy research field is probability theory, with focus on high dimensional phenomena. I am particularly interested in concentration inequalities and their applications. Other areas I have been working on are Random Matrix Theory, Markov chains, quantum information, the theory of $U$-statistics and branching particle systems. Coauthors
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The main links below lead to journal versions of the articles. The arXiv versions may differ (in fact do differ) from the final ones. You may also visit my Google Scholar, MathSciNet or ORCID profiles.
1. Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses, Bulletin Polish Acad. Sci. Math. 53 (2005), 221-238. arXiv version
2. Moment Inequalities for U-statistics, Ann. Probab. 2006, Vol. 34, No. 6, 2288-2314. arXiv version
3. With R. Latała, The LIL for canonical U-statistics, Ann. Probab. 2008, Vol. 36, No. 3, 1023-1058. arXiv version
4. With R. Latała, The LIL for U-statistics in Hilbert spaces, J. Theoret. Probab. 21 (2008), 704-744. arXiv version
5. A tail inequality for suprema of unbounded empirical processes with applications to Markov chains, Electronic Journal of Probability, Vol. 13 (2008), 1000-1034.
6. A few remarks on the operator norm of random Toeplitz matrices, J. Theoret. Probab, Volume 23 (2010), Number 1, 85-108. arXiv version
7. With O. Guédon, A. Litvak, A. Pajor and N. Tomczak-Jaegermann, Smallest singular value of random matrices with independent columns, Comptes Rendus Mathematique Vol. 346, Issues 15-16, 2008, 853-856
8. With A. Litvak, A. Pajor and N. Tomczak-Jaegermann, Quantitative estimates of the convergence of the empirical covariance matrix in Log-concave Ensembles. J. Amer. Math. Soc. 23 (2010), 535-561. arXiv version
9. With A. Litvak, A. Pajor and N. Tomczak-Jaegermann, Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling. Constructive Approximation Vol. 34, No. 1, 61-88. arXiv version
10. With R. Latała, Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails. Annales de l’Institut Henri Poincaré. Probab. Statist. Volume 48, Number 4 (2012), 1103-1136. arXiv version
11. With O. Guédon, A. Litvak, A. Pajor and N. Tomczak-Jaegermann, Condition number of a square matrix with i.i.d. columns drawn from a convex body. Proc. Amer. Math. Soc. 140 (2012), 987-998. pdf file
12. With A. Litvak, A. Pajor and N. Tomczak-Jaegermann, Sharp bounds on the rate of convergence of the empirical covariance matrix. Comptes Rendus Mathematique, Volume 349, Issues 3-4, February 2011, Pages 195-200. arXiv version
13. On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries Electronic Journal of Probability, Vol. 16 (2011) 1065-1095.
14. With R. Latała, A. Litvak, A. Pajor and N. Tomczak-Jaegermann, Geometry of log-concave Ensembles of random matrices and approximate reconstruction. Comptes Rendus Mathematique, Volume 349, Issues 13-14, July 2011, Pages 783-786. This is an announcement (without proofs) of the results contained in the following two articles. arXiv version
15. With R. Latała, A. Litvak, A. Pajor and N. Tomczak-Jaegermann, Chevet type inequality and norms of submatrices. Studia Math. 210 (2012), 35-56. arXiv version
16. With R. Latała, A. Litvak, A. Pajor and N. Tomczak-Jaegermann, Tail estimates for norms of sums of log-concave random vectors (To appear in Proceedings of the London Mathematical Society). arXiv version
17. With P. Miłoś, CLT for Ornstein-Uhlenbeck branching particle system. Electronic Journal of Probability, Vol 20, Article 42 (2015). arXiv version
18. With P. Miłoś, U-statistics of Ornstein-Uhlenbeck branching particle system. Journal of Theoretical Probability. Volume 27, Issue 4, 1071-1111 (2014).
19. With W. Bednorz, Exponential Concentration Inequalities for Additive Functionals of Markov Chains. ESAIM: PS, 19, 440-481 (2015). arXiv version
20. With R. Latała, A. Litvak, K. Oleszkiewicz, A. Pajor and N. Tomczak-Jaegermann, A Short Proof of Paouris' Inequality Canadian Mathematical Bulletin 57, 3-8 (2014). arXiv version
21. With O. Guédon, R. Latała, A. Litvak, K. Oleszkiewicz, A. Pajor and N. Tomczak-Jaegermann, Moment estimates for convex measures. Electronic Journal of Probability, Vol. 17, Article 1
22. The operator norm of random rectangular Toeplitz matrices. High Dimensional Probability VI, The Banff Volume. Progress in Probability, Vol. 66, 247-260 (2013). .pdf file
23. Some remarks on the Dozier-Silverstein Theorem for random matrices with dependent entries. Random Matrices: Theory and Applications, Volume 02, Issue 02, April 2013
24. With D. Chafaï, Circular law for random matrices with unconditional log-concave distribution. Communications in Contemporary Mathematics Volume 17, Issue 04 (2015). arXiv version
25. With P. Wolff, Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order. Probability Theory and Related Fields. Vol. 162, Issue 3, 531-586 (2015). arXiv version
26. With W. Bednorz, Some remarks on MCMC estimation of spectra of integral operators. Bernoulli, Vol. 21, No. 4, 2073-2092 (2015). arXiv version
27. With D. Chafaï and P. Wolff, Circular law for random matrices with exchangeable entries. Random Structures and algorithms, Volume 48, Issue 3 (2016). arXiv version
28. With W. Bednorz, Orlicz integrability of additive functionals of Harris ergodic Markov chains. High Dimensional Probability VII, Cargèse Volume, Progress in Probability, vol 71. Birkhäuser, Cham, 295-326 (2016). arXiv version
29. A note on the Hanson-Wright inequality for random vectors with dependencies. Electron. Commun. Probab. Volume 20 (2015), paper no. 72. arXiv version
30. With R. Latała, Z. Puchała, K. Życzkowski, Asymptotic entropic uncertainty relations. J. Math. Phys. 57, 032204 (2016). arXiv version
31. With M. Strzelecki, Modified log-Sobolev inequalities for convex functions on the real line. Sufficient conditions. Studia Mathematica 230 (2015), 59-93. arXiv version
32. With W. Bednorz and P. Wolff, Moment estimates implied by modified log-Sobolev inequalities. ESAIM Probab. Stat. 21 (2017), 467-494. arXiv version
33. A note on the sample complexity of the Er-SpUD algorithm by Spielman, Wang and Wright for exact recovery of sparsely used dictionaries. Journal of Machine Learning Research, 17(177):1-18 (2016). arXiv version
34. Metric and classical fidelity uncertainty relations for random unitary matrices. Journal of Physics A: Mathematical and Theoretical, Volume 50, Number 10 (2017). arXiv version
35. With M. Strzelecki, On the convex Poincaré inequality and weak transportation inequalities. Bernoulli, Volume 25, Number 1 (2019), 341-374. arXiv version
36. Random non-Abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups. To appear in Random Matrices: Theory and Applications. arXiv version
37. With M. Kotowski and P. Miłoś, Phase transition for the interchange and quantum Heisenberg models on the Hamming graph. To appear in Annales de l'Institut Henri Poincaré. arXiv version
38. With M. Kotowski, B. Polaczyk and M. Strzelecki, A note on concentration for polynomials in the Ising model. Electron. J. Probab. Volume 24 (2019), paper no. 42, 22 pp., arXiv version
39. With R. Latała and R. Meller, Hanson-Wright inequality in Banach spaces. To appear in Annales de l'Institut Henri Poincaré arXiv version
40. On almost sure convergence of random variables with finite chaos decomposition (preprint) arXiv version
41. With R. Latała and R. Meller, Moments of Gaussian chaoses in Banach spaces (preprint) arXiv version
42. With B. Polaczyk and M. Strzelecki, Modified log-Sobolev inequalities, Beckner inequalities and moment estimates. To appear in Journal of Functional Analysis. arXiv version
43. With B. Polaczyk, Concentration inequalities for some negatively dependent binary random variables arXiv version
44. With J. Prochno, M. Strzelecka, M. Strzelecki, Norms of structured random matrices (preprint). arXiv version
45. With P. Pivovarov and P. Simanjuntak, Limit theorems for the volumes of small codimensional random sections of l^p_n-balls (preprint). arXiv version
46. With G. Paouris, P. Pivovarov and P. Simanjuntak, From intersection bodies to dual centroid bodies: a stochastic approach to isoperimetry (preprint) arXiv version
47. With D. Kutek, On Orlicz spaces satisfying the Hoffmann-Jorgensen inequality arXiv version
48. With M. Kotowski, The global and local limit of the continuous-time Mallows process (preprint) arXiv version
49. With D. Kutek, Exponential inequalities and laws of the iterated logarithm for multiple Poisson--Wiener integrals and Poisson U-statistics (preprint),
arXiv version
2016 Habilitation, Faculty of Mathematics, Informatics and Mechanics, University of Warsaw. Random matrices with dependent coefficients
2007 PhD in Mathematics, Institute of Mathematics, Polish Academy of Sciences. Thesis: U-statistics. Inequalities and laws of the iterated logarithm. Advisor: Prof. Rafał Latała.
2003 MSc in Mathematics, University of Warsaw and Vrije Universiteit van Amsterdam (within the Joint Master's Programme). Master's thesis: The entropy method and concentration of measure in product spaces (at the University of Warsaw: "Koncentracja miary") written under supervision of prof. Rafał Latała (Poland) and prof. Aad van der Vaart (the Netherlands).
2001 Bachelor's thesis at the University of Warsaw: "Symetryzacje dwupunktowe i radialne, a nierówność izoperymetryczna" (Two point and radial symmetrizations and the isoperimetric inequality) written under supervision of prof. Rafał Latała
2012 Scholarship for Outstanding Young Scientists, Ministry of Science and Higher Education
2010 Nomination for the International Banach Prize
2010 Wojtek Pulikowski Lectureship at the Adam Mickiewicz University in Poznań
2010 Foundation for Polish Science Scholarship (special distinction)
2009 Kazimierz Kuratowski Award
2009 Foundation for Polish Science Scholarship
2008 Polish Mathematical Society Award for Young Mathematicians
2007 Marek Wacławek Foundation Award
2007 Stanisław Saks Scholarship given by the Foundation of Mathematicians of the City of Wrocław
1996-1998 Polish Children's Fund Scholarship
2010 A four month postdoctoral stay at the Fields Institute in Toronto
2007-2008 A one year postdoctoral stay at the Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada (Pacific Institute for the Mathematical Sciences Postdoctoral Fellowship)
2006 A three-month stay at the Institut Henri Poincaré in Paris during the special trimester "Phenomena in High Dimensions" (Marie Curie Fellowship)
2003 An eight-month stay at Vrije Universiteit van Amsterdam, Faculty of Science, Department of Mathematics within the Joint Master's Programme of VUA and University of Warsaw
2001 A four-month stay at Vrije Universiteit van Amsterdam, Faculty of Science, Department of Mathematics within the Socrates Erasmus Exchange Programme.
2012-2015 A member of the Kuratowski Award Jury (vice chairman in 2014, chairman in 2015)
2013 A member of the panel of experts in the Fuga grant competition (National Science Center, Poland)
2014 A member of the panel of experts in the Etiuda grant competition (National Science Center, Poland)
2017 A member of the panel of experts of the National Science Center, Poland
2018-2020 A member of the Jury of the Wacław Sierpiński Medal and Lecture
 
Go To TopProbability in Banach Spaces by M. Ledoux and M. Talagrand at M. Talagrand's home page
Markov Chains and Stochastic Stability by S.P. Meyn and R. L. Tweedie
An Introduction to Random Matrices by G. Anderson, A. Guionnet and O. Zeitouni at O. Zeitouni's home page
Expander Graphs and their Applications by S. Hoory, N. Linial and A. Wigderson at A. Wigderson's web page
Martingales in Banach Spaces by G. Pisier
Riemann-Hilbert Problems and Multiple Orthogonal Polynomials by Arno Kuijlaars
What's new by Terence Tao
Combinatorics and more by Gil Kalai
Timothy Gowers' Weblog
Libres pensées... by Djalil Chafaï
Almost sure by George Lowther
N is a Number A Portrait of Paul Erdős
Przestrzenie Banacha - a movie about Stefan Banach (in Polish)