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It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…

Probability · Mathematics 2026-03-03 Vilimir Yordanov

This paper continues our earlier investigations into the inversion of random functions in a general (abstract) setting. In Section 2 we investigate a concept of invertibility and the invertibility of the composition of random functions. In…

Probability · Mathematics 2007-05-23 Mike A. Steel , Laszlo A. Szekely

Selection bias is a common concern in epidemiologic studies. In the literature, selection bias is often viewed as a missing data problem. Popular approaches to adjust for bias due to missing data, such as inverse probability weighting, rely…

Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here…

Statistics Theory · Mathematics 2016-08-14 Juan A. Cuesta-Albertos , Carlos Matrán , Agustín Mayo-Iscar

This manuscript studies statistical properties of linear classifiers obtained through minimization of an unregularized convex risk over a finite sample. Although the results are explicitly finite-dimensional, inputs may be passed through…

Machine Learning · Computer Science 2012-06-15 Matus Telgarsky

Relativistic rotation is considered in the limit of angular velocity approaching zero and radial distance approaching infinity, such that centrifugal acceleration is immeasurably small while tangent velocity remains close to the speed of…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Robert D. Klauber

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

We study the problem of sampling from a distribution $p^*(x) \propto \exp\left(-U(x)\right)$, where the function $U$ is $L$-smooth everywhere and $m$-strongly convex outside a ball of radius $R$, but potentially nonconvex inside this ball.…

In this paper we study the problem of the numerical calculation (by Monte Carlo Methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity filed, in the limit of vanishing molecular diffusion. In this…

Numerical Analysis · Mathematics 2009-11-13 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Probability · Mathematics 2019-10-10 Valentin Bahier , Joseph Najnudel

We study the length of short cycles on uniformly random metric maps (also known as ribbon graphs) of large genus using a Teichm\"uller theory approach. We establish that, as the genus tends to infinity, the length spectrum converges to a…

Probability · Mathematics 2025-04-16 Simon Barazer , Alessandro Giacchetto , Mingkun Liu

We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…

Analysis of PDEs · Mathematics 2021-08-09 Julien Barré , Cedric Bernardin , Raphaël Chétrite , Yash Chopra , Mauro Mariani

Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…

Probability · Mathematics 2009-11-10 Kurt Johansson

We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…

Probability · Mathematics 2021-05-14 Armand Riera

In this note we prove that the asymptotic variance of the nodal length of complex-valued monochromatic random waves restricted to an increasing domain in $\R^3$ is linear in the volume of the domain. Put together with previous results this…

Probability · Mathematics 2022-12-23 Federico Dalmao

The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…

Probability · Mathematics 2024-12-05 Pierre Monmarché , Katharina Schuh

Recent developments in extracting and processing biological and clinical data are allowing quantitative approaches to studying living systems. High-throughput sequencing, expression profiles, proteomics, and electronic health records are…

Quantitative Methods · Quantitative Biology 2010-10-22 Vladimir Trifonov , Laura Pasqualucci , Riccardo Dalla-Favera , Raul Rabadan

We demonstrate theoretically and numerically that the fundamental Raman soliton of the widely used nonlinear Schroedinger equation (NLSE) with a linear approximation of the Raman gain ({\em reduced} NLSE) is metastable. It can propagate for…

Optics · Physics 2015-05-18 Truong X. Tran , Fabio Biancalana

In existing deep learning methods, almost all loss functions assume that sample data values used to be predicted are the only correct ones. This assumption does not hold for laboratory test data. Test results are often within tolerable or…

Machine Learning · Computer Science 2021-07-09 Mei Wang , Jianwen Su , Zhihua Lin

Mendelian randomization (MR) considers using genetic variants as instrumental variables (IVs) to infer causal effects in observational studies. However, the validity of causal inference in MR can be compromised when the IVs are potentially…

Methodology · Statistics 2024-02-06 Ziya Xu , Sai Li
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