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This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

Statistics Theory · Mathematics 2012-05-30 Michel Broniatowski , Zhansheng Cao

Let $M_{l,n}$ be the number of blocks with frequency $l$ in the exchangeable random partition induced by a sample of size $n$ from the Ewens-Pitman sampling model. We show that, as $n$ tends to infinity, $n^{-1}M_{l,n}$ satisfies a large…

Probability · Mathematics 2014-07-01 Stefano Favaro , Shui Feng

We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…

Probability · Mathematics 2023-11-22 Weberson S. Arcanjo , Rangel Baldasso , Marcelo R. Hilário , Renato S. dos Santos

This paper regards randomized discrete-time consensus systems that preserve the average "on average". As a main result, we provide an upper bound on the mean square deviation of the consensus value from the initial average. Then, we apply…

Optimization and Control · Mathematics 2013-04-19 Paolo Frasca , Julien M. Hendrickx

In regression with random design, we study the problem of selecting a model that performs well for out-of-sample prediction. We do not assume that any of the candidate models under consideration are correct. Our analysis is based on…

Methodology · Statistics 2008-10-24 Hannes Leeb

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

The conformity effect describes the tendency of individuals to align their responses with the majority. Studying this bias in large language models (LLMs) is crucial, as LLMs are increasingly used in various information-seeking and…

Computation and Language · Computer Science 2025-05-27 Xiaochen Zhu , Caiqi Zhang , Tom Stafford , Nigel Collier , Andreas Vlachos

As the extension of uncorrelated single-valued random variables, set-valued case is studied in this paper. When the underlying space is of finite dimension, by using the support function, We shall prove the weak and strong laws of large…

Probability · Mathematics 2022-01-10 Li Guan , Jinping Zhang , Jieming Zhou

In most circumstances, probability sampling is the only way to ensure unbiased inference about population quantities where a complete census is not possible. As we enter the era of 'big data', however, nonprobability samples, whose sampling…

Applications · Statistics 2023-01-18 Robin J. Boyd , Gary D. Powney , Oliver L. Pescott

In a language corpus, the probability that a word occurs $n$ times is often proportional to $1/n^2$. Assigning rank, $s$, to words according to their abundance, $\log s$ vs $\log n$ typically has a slope of minus one. That simple Zipf's law…

Populations and Evolution · Quantitative Biology 2019-03-27 Steven A. Frank

In this article, we propose some two-sample tests based on ball divergence and investigate their high dimensional behavior. First, we study their behavior for High Dimension, Low Sample Size (HDLSS) data, and under appropriate regularity…

Statistics Theory · Mathematics 2024-10-08 Bilol Banerjee , Anil K. Ghosh

Every sequence $f_1, f_2, \cdots \, $ of random variables with $ \, \lim_{M \to \infty} \big( M \sup_{k \in \mathbb{N}} \mathbb{P} ( |f_k| > M ) \big)=0\,$ contains a subsequence $ f_{k_1}, f_{k_2} , \cdots \,$ that satisfies, along with…

Probability · Mathematics 2022-04-25 Ioannis Karatzas , Walter Schachermayer

Contrastive representation learning encourages data representation to make semantically similar pairs closer than randomly drawn negative samples, which has been successful in various domains such as vision, language, and graphs. Recent…

Machine Learning · Computer Science 2022-05-31 Han Bao , Yoshihiro Nagano , Kento Nozawa

In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…

Statistics Theory · Mathematics 2018-04-18 Masaru Shintani , Ken Umeno

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of random variables satisfying $\mathbb{E} \lvert X_{n} \rvert < \infty$ for all $n \geqslant 1$, a maximal inequality is established, and used to obtain strong law of large numbers for…

Probability · Mathematics 2022-12-26 João Lita da Silva

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

Let $(\mathbf{B}, \|\cdot\|)$ be a real separable Banach space. Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. {\bf B}-valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. Let $\{a_{n}; n \geq 1\}$ and $\{b_{n}; n…

Probability · Mathematics 2015-06-26 Deli Li , Han-Ying Liang

We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…

Probability · Mathematics 2023-11-21 Matyas Barczy , Zsolt Páles

This note presents a kind of the strong law of large numbers for an insurance risk caused by a single catastrophic event rather than by an accumulation of independent and identically distributed risks. We derive this result by a large…

Risk Management · Quantitative Finance 2016-01-14 Yumiharu Nakano

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

Probability · Mathematics 2014-11-07 Alexander Iksanov , Matthias Meiners
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