Related papers: Average transmission probability of a random stack
We derive an exact closed-form analytical expression for the distribution of the cover time for a random walk over an arbitrary graph. In special case, we derive simplified exact expressions for the distributions of cover time for a…
We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
The paper is split in two parts: in the first part, we construct the exact likelihood for a discretely observed rough differential equation, driven by a piecewise linear path. In the second part, we use this likelihood in order to construct…
Error probabilities of random codes for memoryless channels are considered in this paper. In the area of communication systems, admissible error probability is very small and it is sometimes more important to discuss the relative gap…
In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…
The standard notion of the Laplacian of a graph is generalized to the setting of a graph with the extra structure of a ``transmission`` system. A transmission system is a mathematical representation of a means of transmitting…
The standard method for the propagation of errors, based on a Taylor series expansion, is approximate and frequently inadequate for realistic problems. A simple and generic technique is described in which the likelihood is constructed…
A new method to simulate probability distributions in regions where the events are VERY unlikely (e.g. p ~ 10^{-40}) is presented. The basic idea is to represent the underlying probability space by the phase space of a physical system. The…
The distributions of the angular transmission coefficient and of the total transmission are calculated for multiple scattered waves. The calculation is based on a mapping to the distribution of eigenvalues of the transmission matrix. The…
We derive the mean-field equations characterizing the dynamics of a rumor process that takes place on top of complex heterogeneous networks. These equations are solved numerically by means of a stochastic approach. First, we present…
Suppose an interval is put on a horizontal line with random roughness. With probability one it is supported at two points, one from the left, and another from the right from its center. We compute probability distribution of support points…
This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to summarize information in the data. Our reverse sampler…
In the broadcasting problem on trees, a $\{-1,1\}$-message originating in an unknown node is passed along the tree with a certain error probability $q$. The goal is to estimate the original message without knowing the order in which the…
We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,infinity) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided…
We develop a new metric for quantifying end-to-end throughput in multihop wireless networks, which we term random access transport capacity, since the interference model presumes uncoordinated transmissions. The metric quantifies the…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
We explicitly compute the limiting slope gap distribution for saddle connections on any 2n-gon. Our calculations show that the slope gap distribution for a translation surface is not always unimodal, answering a question of Athreya. We also…
Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…