Related papers: A law of the iterated logarithm sublinear expectat…
We establish integral tests and laws of the iterated logarithm at 0 and at $+\infty$, for the upper envelope of positive self-similar Markov processes. Our arguments are based on the Lamperti representation, time reversal arguments and on…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…
Capacities on a finite set are sets functions vanishing on the empty set and being monotonic w.r.t. inclusion. Since the set of capacities is an order polytope, the problem of randomly generating capacities amounts to generating all linear…
We are concerned with three types of uncertainties: probabilistic, possibilitistic and interval. By using possibility and necessity measures as an Interval Valued Probability Measure (IVPM), we present IVPM's interval expected values whose…
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…
This is a journey through integrals of involutions and surprising consequences of the Lagrange inversion theorem. On the way, we meet unexpected logarithmic identities, hypergeometric functions with a linear regime and other mysterious…
Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, $\limsup_n (n\log\log n)^{-1}|\sum_{1<=…
Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary…
This paper presents concentration inequalities and laws of large numbers under weak assumptions of irrelevance, expressed through lower and upper expectations. The results are variants and extensions of De Cooman and Miranda's recent…
Distributive laws are a standard way of combining two monads, providing a compositional approach for reasoning about computational effects in semantics. Situations where no such law exists can sometimes be handled by weakening the notion of…
Hybrid systems have steadily grown in popularity over the last few decades because they ease the task of modeling complicated nonlinear systems. Legged locomotion, robotic manipulation, and additive manufacturing are representative examples…
This paper considers the nonlinear theory of G-martingales as introduced by Peng. A martingale representation theorem for this theory is proved by using the techniques and the results established in an accompanying paper for the second…
This paper investigates whether two independent Elephant Random Walks (ERWs) on $\mathbb{Z}$, each with a different memory parameter, can meet infinitely often, extending the work of Roy, Takei, and Tanemura. We also study the asymptotic…
Recent work on loglinear models in probabilistic constraint logic programming is applied to first-order probabilistic reasoning. Probabilities are defined directly on the proofs of atomic formulae, and by marginalisation on the atomic…
A pattern of a sequence is a sequence of integer indices with each index describing the order of first occurrence of the respective symbol in the original sequence. In a recent paper, tight general bounds on the block entropy of patterns of…
We show that large-scale typicality of Markov sample paths implies that the likelihood ratio statistic satisfies a law of iterated logarithm uniformly to the same scale. As a consequence, the penalized likelihood Markov order estimator is…
In index coding, a server broadcasts multiple messages to their respective receivers, each with some side information that can be utilized to reduce the amount of communication from the server. Distributed index coding is an extension of…
Drawing on an analogy with the second law of thermodynamics for adiabatically isolated systems, Cover argued that data-processing inequalities may be seen as second laws for "computationally isolated systems," namely, systems evolving…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…