Related papers: Almost Sure Convergence of Extreme Order Statistic…

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution function. The Glivenko-Cantelli theorem…

In this paper, we show that the largest and smallest eigenvalues of a sample correlation matrix stemming from $n$ independent observations of a $p$-dimensional time series with iid components converge almost surely to $(1+\sqrt{\gamma})^2$…

The constant $C_A(n)$ is defined to be the smallest natural number $k$ such that any sequence of $k$ elements in $\mathbb Z_n$ has a subsequence of consecutive terms whose $A$-weighted sum is zero, where the weight set $A\subseteq \mathbb…

A probability distribution over {-1, 1}^n is (eps, k)-wise uniform if, roughly, it is eps-close to the uniform distribution when restricted to any k coordinates. We consider the problem of how far an (eps, k)-wise uniform distribution can…

Given a sequence $(X_n)$ of real or complex random variables and a sequence of numbers $(a_n)$, an interesting problem is to determine the conditions under which the series $\sum_{n=1}^\infty a_n X_n$ is almost surely convergent. This paper…

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…

Extreme Value Theory plays an important role to provide approximation results for the extremes of a sequence of independent random variables when their distribution is unknown. An important one is given by the {generalised Pareto…

Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…

If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…

Let $\{X_{k,i};i\geq 1,k\geq 1\}$ be an array of i.i.d. random variables and let $\{p_n;n\geq 1\}$ be a sequence of positive integers such that $n/p_n$ is bounded away from 0 and $\infty$. For $W_n=\max_{1\leq i<j\leq…

In a finite mixture of location-scale distributions maximum likelihood estimator does not exist because of the unboundedness of the likelihood function when the scale parameter of some mixture component approaches zero. In order to study…

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…

We study the weighted $k$-Set Packing problem: Given a collection $S$ of sets, each of cardinality at most $k$, together with a positive weight function $w:\mathcal{S}\rightarrow\mathbb{Q}_{>0}$, the task is to compute a disjoint…

Given $\epsilon \in (0,1)$, a probability measure $\mu$ on $\Omega\subset\mathbb{R}^p$ and a semi-algebraic set $K\subset X\times\Omega$, we consider the feasible set $X^*_\epsilon=\{x\in X:{\rm Prob}[(x,\omega)\in K]\geq 1-\epsilon\}$…

The advent of large-scale inference has spurred reexamination of conventional statistical thinking. In a Gaussian model for $n$ many $z$-scores with at most $k < \frac{n}{2}$ nonnulls, Efron suggests estimating the location and scale…

The Erd\H os Matching Conjecture states that the maximum size $f(n,k,s)$ of a family $\mathcal{F}\subseteq \binom{[n]}{k}$ that does not contain $s$ pairwise disjoint sets is $\max\{|\mathcal{A}_{k,s}|,|\mathcal{B}_{n,k,s}|\}$, where…

Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such…

This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…