Related papers: Random numbers from the tails of probability distr…
We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In [9], we…
Addendum: The generalized Box-M\"uller algorithm provides a methodology for generating q-Gaussian random variates. The parameter $-\infty<q\leq3$ is related to the shape of the tail decay; $q<1$ for compact-support including parabola…
We show how to generate random derangements efficiently by two different techniques: random restricted transpositions and sequential importance sampling. The algorithm employing restricted transpositions can also be used to generate random…
We examine a random model consisting of objects with positive weights and evolving in discrete time steps, which generalizes certain random graph models. We prove almost sure convergence for the weight distribution and show scale-free…
We propose a simple and all-optical method for fast random number generation based on the laser mode hopping. Through periodically restarting a two-mode laser operating in the bistable state, a random number stream can be generated due to…
$\mathbf F_2$-linear pseudorandom number generators are very popular due to their high speed, to the ease with which generators with a sizable state space can be created, and to their provable theoretical properties. However, they suffer…
A recent line of ground-breaking results for permutation-based SGD has corroborated a widely observed phenomenon: random permutations offer faster convergence than with-replacement sampling. However, is random optimal? We show that this…
We introduce a random dynamical system related to continued fraction expansions. It uses random combination of the Gauss map and the R\'enyi (or backwards) continued fraction map. We explore the continued fraction expansions that this…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…
We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…
In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…
Stirling numbers of the first kind are used in the derivation of several population genetics statistics, which in turn are useful for testing evolutionary hypotheses directly from DNA sequences. Here, we explore the cumulative distribution…
We report on experiments with the ziggurat algorithm for generating Gaussian distributed random numbers. The study utilizes our open source Java implementation that was introduced originally for Java 11 at a time when the Java API only…
Finite sample properties of random covariance-type matrices have been the subject of much research. In this paper we focus on the "lower tail" of such a matrix, and prove that it is subgaussian under a simple fourth moment assumption on the…
We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…
The emerging magneto-resistive RAM (MRAM) has considerable potential to become a universal memory technology because of its several advantages: unlimited endurance, lower read/write latency, ultralow-power operation, high-density, and CMOS…
In this work, we propose a method for speeding up linear regression distributively, while ensuring security. We leverage randomized sketching techniques, and improve straggler resilience in asynchronous systems. Specifically, we apply a…
We study the upper tail of the number of arithmetic progressions of a given length in a random subset of {1,...,n}, establishing exponential bounds which are best possible up to constant factors in the exponent. The proof also extends to…
We give a sufficient condition for the exponential decay of the tail probability of a non-negative random variable. We consider the Laplace-Stieltjes transform of the probability distribution function of the random variable. We present a…
We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…