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The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…

Probability · Mathematics 2024-05-10 Will Sawin , Melanie Matchett Wood

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…

Probability · Mathematics 2011-06-14 Michel Broniatowski , Virgile Caron

We present necessary conditions for monotonicity, in one form or another, of fixed point iterations of mappings that violate the usual nonexpansive property. We show that most reasonable notions of linear-type monotonicity of fixed point…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Marc Teboulle , Nguyen H. Thao

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Statistical Mechanics · Physics 2016-03-23 Stephan Eule , Jakob Metzger

This paper contains an answer to the question of existence of regularities of the so called \textit{random in a broad sense} mass phenomena, asked by A. N. Kolmogorov in \cite{Kolmogorov}. It turns out that some family of finitely-additive…

Statistics Theory · Mathematics 2013-08-29 Victor I. Ivanenko , Valery A. Labkovsky

We offer a natural and extensible measure-theoretic treatment of missingness at random. Within the standard missing data framework, we give a novel characterisation of the observed data as a stopping-set sigma algebra. We demonstrate that…

Methodology · Statistics 2018-01-23 Daniel Farewell , Rhian Daniel , Shaun Seaman

A sequence $x_1,\dots,x_n,\dots$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, one is required to give conditional probabilities of the next…

Machine Learning · Computer Science 2014-12-30 Daniil Ryabko

We examine the issue of stability of probability in reasoning about complex systems with uncertainty in structure. Normally, propositions are viewed as probability functions on an abstract random graph where it is implicitly assumed that…

Artificial Intelligence · Computer Science 2017-12-14 Subhash Kak

The aim of this paper is to give a simpler, more usable sufficient condition to the regularity of generic weakly stationary time series. Also, this condition is used to show how regular processes satisfying these sufficient conditions can…

Statistics Theory · Mathematics 2022-11-28 Tamás Szabados

In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…

Numerical Analysis · Mathematics 2021-10-25 Zhiming Chen , Wenlong Zhang , Jun Zou

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Regular model checking is a well-established technique for the verification of regular transition systems (RTS): transition systems whose initial configurations and transition relation can be effectively encoded as regular languages. In…

Formal Languages and Automata Theory · Computer Science 2025-06-24 Javier Esparza , Valentin Krasotin

The paper concerns a new method to obtain a direct proof of the openness at linear rate/metric regularity of composite set-valued maps on metric spaces by the unification and refinement of several methods developed somehow separately in…

Functional Analysis · Mathematics 2012-10-16 Marius Durea , Van Ngai Huynh , Huu Tron Nguyen , Radu Strugariu

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…

Probability · Mathematics 2017-08-31 Jinlu Li , Robert Mendris

We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…

Probability · Mathematics 2010-04-08 Kyle Siegrist

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

We investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…

Probability · Mathematics 2017-11-01 Christian Hirsch , Benedikt Jahnel , Elie Cali

We give necessary and sufficient conditions for a pair of (generalized) functions $\rho_1(\mathbf{r}_1)$ and $\rho_2(\mathbf{r}_1,\mathbf{r}_2)$, $\mathbf{r}_i\in X$, to be the density and pair correlations of some point process in a…

Probability · Mathematics 2011-08-23 Tobias Kuna , Joel L. Lebowitz , Eugene R. Speer

Conditions for positive and polynomial recurrence have been proposed for a class of reliability models of two elements with transitions from working state to failure and back. As a consequence, uniqueness of stationary distribution of the…

Probability · Mathematics 2020-05-29 Alexander Veretennikov