Related papers: A note on Borel--Cantelli lemmas for non-uniformly…

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

The use of Bell's theorem in any application or experiment relies on the assumption of free choice or, more precisely, measurement independence, meaning that the measurements can be chosen freely. Here, we prove that even in the simplest…

We establish quantitative results for the statistical be\-ha\-vi\-our of \emph{infinite systems}. We consider two kinds of infinite system: i) a conservative dynamical system $(f,X,\mu)$ preserving a $\sigma$-finite measure $\mu$ such that…

Let $\mathcal{I} \subset \mathbb{N}$ be an infinite subset, and let $\{a_i\}_{i \in \mathcal{I}}$ be a sequence of nonzero real numbers indexed by $\mathcal{I}$ such that there exist positive constants $m, C_1$ for which $|a_i| \leq C_1…

Let $\mu$ be an even Borel probability measure on ${\mathbb R}$. For every $N>n$ consider $N$ independent random vectors $\vec{X}_1,\ldots ,\vec{X}_N$ in ${\mathbb R}^n$, with independent coordinates having distribution $\mu $. We establish…

The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform $[0,1]$ sample over an infinite collection of intervals made up by successive positions of a multiplicative random walk independent of the…

Given a Radon probability measure $\mu$ supported in $\mathbb{R}^d$, we are interested in those points $x$ around which the measure is concentrated infinitely many times on thin annuli centered at $x$. Depending on the lower and upper…

We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…

A dynamical system is considered, which comprises an $n$-dimensional lattice $N_1 \times N_2 \times \dots \times N_n$ with periodic boundary conditions. Particles traverse this lattice following a variant of the Biham--Middleton--Levine…

For every integer \(n\ge 3\), every \(1\le \ell\le n-2\), and every sufficiently large integer \(m\), we construct harmonic functions \(u_{m,\ell}\) on the unit ball \(B_1(0)\subset\mathbb{R}^n\) such that the frequency is bounded…

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…

Let $(\mathbb X, T)$ be a subshift of finite type equipped with the Gibbs measure $\nu$ and let $f$ be a real-valued H\"older continuous function on $\mathbb X$ such that $\nu(f) = 0$. Consider the Birkhoff sums $S_n f = \sum_{k=0}^{n-1} f…

We give an example of a long range Bernoulli percolation process on a group non-quasi-isometric with $\mathbb{Z}$, in which clusters are almost surely finite for all values of the parameter. This random graph admits diverse equivalent…

The Bernstein-von Mises theorem (BvM) gives conditions under which the posterior distribution of a parameter $\theta\in\Theta\subseteq\mathbb R^d$ based on $n$ independent samples is asymptotically normal. In the high-dimensional regime, a…

The Bradley-Terry-Luce (BTL) model is a classic and very popular statistical approach for eliciting a global ranking among a collection of items using pairwise comparison data. In applications in which the comparison outcomes are observed…

In this paper we consider the problem of estimating a Bernoulli parameter using finite memory. Let $X_1,X_2,\ldots$ be a sequence of independent identically distributed Bernoulli random variables with expectation $\theta$, where $\theta \in…

In [6], a constraint on invariant measures of bi-permutative cellular automata has been observed: fixed values at the positive indices determine almost-surely a uniform conditional probability on the subset of values of positive conditional…

Let $\mu_1$ and $\mu_2$ be two complex-valued Borel measures on the real line such that $\operatorname{supp} \mu_1 =[\alpha_1,\beta_1] < \operatorname{supp} \mu_2 =[\alpha_2,\beta_2]$ and ${\rm d}\mu_i(x) = -\rho_i(x){\rm d}x/2\pi {\rm i}$,…

We provide a reason for Bayesian updating, in the Bernoulli case, even when it is assumed that observations are independent and identically distributed with a fixed but unknown parameter $\theta_0$. The motivation relies on the use of loss…

The Burton--Keane theorem for the almost-sure uniqueness of infinite clusters is a landmark of stochastic geometry. Let $\mu$ be a translation-invariant probability measure with the finite-energy property on the edge-set of a…