Related papers: On Bernoulli Decompositions for Random Variables, …
A novel multinomial theorem for commutative idempotents is shown to lead to new results about the moments, central moments, factorial moments, and their generating functions for any random variable $X = \sum_{i} Y_i $ expressible as a sum…
We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…
Almost 10 years ago, Impagliazzo and Kabanets (2010) gave a new combinatorial proof of Chernoff's bound for sums of bounded independent random variables. Unlike previous methods, their proof is constructive. This means that it provides an…
LECTURE GIVEN AT TH2002. Given a set of Boolean variables, and some constraints between them, is it possible to find a configuration of the variables which satisfies all constraints? This problem, which is at the heart of combinatorial…
We investigate variance bounds under symmetry constraints in classical, free, and Boolean probability, focusing on Bernoulli distributions and their noncommutative analogues, projections with trace \(p\). We show that symmetrizers under…
Uncertainty often plays an important role in dynamic flow problems. In this paper, we consider both, a stationary and a dynamic flow model with uncertain boundary data on networks. We introduce two different ways how to compute the…
Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…
A 1D Dirac tight-binding model is considered and it is shown that its nonrelativistic limit is the 1D discrete Schr?odinger model. For random Bernoulli potentials taking two values (without correlations), for typical realizations and for…
We establish spectral and dynamical localization for several Anderson models on metric and discrete radial trees. The localization results are obtained on compact intervals contained in the complement of discrete sets of exceptional…
The sum of $n$ {non-independent} Bernoulli random variables could be modeled in several different ways. One of these is the Multiplicative Binomial Distribution (MBD), introduced by Altham (1978) and revised by Lovison (1998). In this work,…
We investigate conditions for the existence of the limiting conditional distribution of a bivariate random vector when one component becomes large. We revisit the existing literature on the topic, and present some new sufficient conditions.…
We consider discrete one-dimensional Schr\"odinger operators with random potentials obtained via a block code applied to an i.i.d. sequence of random variables. It is shown that, almost surely, these operators exhibit spectral and dynamical…
We extend methods of Ding and Smart from their breakthrough paper in 2020 which showed Anderson localization for certain random Schr\"odinger operators on $\ell^2(\mathbb{Z}^2)$ via a quantitative unique continuation principle and Wegner…
Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…
A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…
The last success problem is an optimal stopping problem that aims to maximize the probability of stopping on the last success in a sequence of independent $n$ Bernoulli trials. In the classical setting where complete information about the…
We investigate the representation of arbitrary polynomials using probabilistic Bernoulli and degenerate Bernoulli polynomials associated with a random variable $Y$, whose moment generating function exists in a neighborhood of the origin. In…
This paper starts by considering the minimization of the Renyi divergence subject to a constraint on the total variation distance. Based on the solution of this optimization problem, the exact locus of the points $\bigl( D(Q\|P_1),…