Related papers: On Bernoulli Decompositions for Random Variables, …
A complete characterization of the asymptotic singularity probability of random circulant Bernoulli matrices is given for all values of the probability parameter.
We analyse the spectral phase diagram of Schr\"odinger operators $ T +\lambda V$ on regular tree graphs, with $T$ the graph adjacency operator and $V$ a random potential given by iid random variables. The main result is a criterion for the…
A classical statistical inequality is used to show that the distance covariance of two bounded random vectors is bounded from above by a simple function of the dimensionality and the bounds of the random vectors. Two special cases that…
We consider finite Bernoulli convolutions with a parameter $1/2 < r < 1$ supported on a discrete point set, generically of size $2^N$. These sequences are uniformly distributed with respect to the infinite Bernoulli convolution measure…
We describe a novel way to represent the probability distribution of a random binary string as a mixture having a maximally weighted component associated with independent (though not necessarily identically distributed) Bernoulli…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…
In this work, Bernoulli's Law of Large Numbers, also known as the Golden theorem, has been extended to study the relations between empirical probability and empirical randomness of an otherwise random experiment. Using the example of a coin…
The well-known Bennett-Hoeffding bound for sums of independent random variables is refined, by taking into account truncated third moments, and at that also improved by using, instead of the class of all increasing exponential functions,…
We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…
For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…
This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…
We study local regularity properties of linear, non-uniformly parabolic finite-difference operators in divergence form related to the random conductance model on $\mathbb Z^d$. In particular, we provide an oscillation decay assuming only…
We derive in this article sufficient conditions in the natural terms for belonging of almost all the trajectories of the certain separable continuous in probability random field to the multivariate Prokhorov-Skorokhod space. We consider…
This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…
Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…
In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…
We investigate the spectrum for partial sums of m position (or gaussian) operators on monotone Fock space based on $\ell^2(\mathbb{N})$. In the basic case of the first consecutive operators, we prove it coincides with the support of the…
We study the Boltzmann equation near a global Maxwellian in the case of bounded domains. We consider the boundary conditions to be either specular reflections or Maxwellian diffusion. Starting from the reference work of Guo in…
We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…
Consider Bernoulli bond percolation on a graph nicely embedded in hyperbolic space $\mathbb H^d$ in such a way that it admits a transitive action by isometries of $\mathbb H^d$. Let $p_0$ be the supremum of such percolation parameters that…