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The Mallows measure on the symmetric group $S_n$ is the probability measure such that each permutation has probability proportional to $q$ raised to the power of the number of inversions, where $q$ is a positive parameter and the number of…

Probability · Mathematics 2015-09-29 Carl Mueller , Shannon Starr

Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…

Probability · Mathematics 2021-06-24 Shui Feng

We prove that a subtle but substantial bias exists in a common measure of the conditional dependence of present outcomes on streaks of past outcomes in sequential data. The magnitude of this streak selection bias generally decreases as the…

General Economics · Economics 2019-02-05 Joshua B. Miller , Adam Sanjurjo

Taylor's power law (or fluctuation scaling) states that on comparable populations, the variance of each sample is approximately proportional to a power of the mean of the population. It has been shown to hold by empirical observations in a…

Statistics Theory · Mathematics 2020-10-22 Victor De la Pena , Paul Doukhan , Yahia Salhi

Importance sampling approximates expectations with respect to a target measure by using samples from a proposal measure. The performance of the method over large classes of test functions depends heavily on the closeness between both…

Computation · Statistics 2016-09-01 Daniel Sanz-Alonso

Let $\bX=\{X_n\}_{n\geq 1}$ and $\bY=\{Y_n\}_{n\geq 1}$ be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums $$ \psi_n(\bX,\bY)=\sum_{i=1}^nX_iY_i/V_n,\quad…

Probability · Mathematics 2011-09-28 Siegfried Hoermann , Yvik Swan

In this paper, we study the classical problem of estimating the proportion of a finite population. First, we consider a fixed sample size method and derive an explicit sample size formula which ensures a mixed criterion of absolute and…

Statistics Theory · Mathematics 2009-02-03 Xinjia Chen

A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition of the entire population. We describe the dynamics of the…

Probability · Mathematics 2019-03-13 Jie Yen Fan , Kais Hamza , Peter Jagers , Fima C. Klebaner

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

Probability · Mathematics 2022-03-10 Svante Janson

We prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic)…

Probability · Mathematics 2008-07-30 Aryeh Kontorovich , Anthony Brockwell

Randomness is a central concept to statistics and physics. Here, a statistical analysis shows experimental evidence that tossing coins and finding last digits of prime numbers are identical regarding statistics for equally likely outcomes.…

Applications · Statistics 2019-10-29 Yeseul Kim , Byung Mook Weon

Let the random variable $Z_{n,k}$ denote the number of increasing subsequences of length $k$ in a random permutation from $S_n$, the symmetric group of permutations of $\{1,...,n\}$. We show that $Var(Z_{n,k_n})=o((EZ_{n,k_n})^2)$ as $…

Probability · Mathematics 2007-05-23 Ross Pinsky

Random monotone operators are stochastic versions of maximal monotone operators which play an important role in stochastic nonsmooth optimization. Several stochastic nonsmooth optimization algorithms have been shown to converge to a zero of…

Optimization and Control · Mathematics 2023-10-24 Adil Salim

The random reversal graph offers new perspectives, allowing to study the connectivity of genomes as well as their most likely distance as a function of the reversal rate. Our main result shows that the structure of the random reversal graph…

Combinatorics · Mathematics 2010-03-04 Emma Y. Jin , Christian M. Reidys

We establish new sufficient conditions for the applicability of the strong law of large numbers (SLLN) for sequences of pairwise independent non-identically distributed random variables. These results generalize Etemadi's extension of…

Probability · Mathematics 2017-01-10 Valery Korchevsky

In terms of the Dirac representation of sample mean and the weak convergence of empirical distributions that holds almost surely, we construct a new proof for a strong law of large numbers of Kolmogorov's type with i.i.d. random variables…

Probability · Mathematics 2020-09-02 Yu-Lin Chou

The arm of this paper is to establish the strong law of large numbers (SLLN) of $m$-dependent random variables under the framework of sub-linear expectations. We establish the SLLN for a sequence of independent, but not necessarily…

Probability · Mathematics 2024-04-02 Wang-Yun Gu , Li-Xin Zhang

Schools with the highest average student performance are often the smallest schools; localities with the highest rates of some cancers are frequently small and the effects observed in clinical trials are likely to be largest for the…

Probability · Mathematics 2016-12-07 Steven N. Evans , Ronald L. Rivest , Philip B. Stark

Consider two forms of sampling from a population: (i) drawing $s$ samples of $n$ elements with replacement and (ii) drawing a single sample of $ns$ elements. In this paper, under the setting where the descending order population frequency…

Statistics Theory · Mathematics 2018-02-05 Koji Tsukuda , Shuhei Mano