Non-abelian Littlewood-Offord inequalities

Abstract

In 1943, Littlewood and Offord proved the first anti-concentration result for sums of independent random variables. Their result has since then been strengthened and generalized by generations of researchers, with applications in several areas of mathematics. In this paper, we present the first non-abelian analogue of Littlewood-Offord result, a sharp anti-concentration inequality for products of independent random variables.

arXiv comment14 pages Second version. Dependence of the upper bound on the matrix size in the main results has been removed