Related papers: On regularities of mass random phenomena
We consider the number of crossings in a graph which is embedded randomly on a convex set of points. We give an estimate to the normal distribution in Kolmogorov distance which implies a convergence rate of order $n^{-1/2}$ for various…
A plethora of natural and socio-economic phenomena share a striking statistical regularity, that is the magnitude of elements decreases with a power law as a function of their position in a ranking of magnitude. Such regularity is known as…
Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
This paper proposes new notions of polynomial depth (called monotone poly depth), based on a polynomial version of monotone Kolmogorov complexity. We show that monotone poly depth satisfies all desirable properties of depth notions i.e.,…
We discuss various aspects of the statistical formulation of the theory of random graphs, with emphasis on results obtained in a series of our recent publications.
A system of quantum reasoning for a closed system is developed by treating non-relativistic quantum mechanics as a stochastic theory. The sample space corresponds to a decomposition, as a sum of orthogonal projectors, of the identity…
Do completely unpredictable events exist in nature? Classical theory, being fully deterministic, completely excludes fundamental randomness. On the contrary, quantum theory allows for randomness within its axiomatic structure. Yet, the fact…
Understanding the demarcation line between classical and quantum is an important issue in modern physics. The development of such an understanding requires a clear picture of the various concurrent notions of `classicality' in quantum…
Randomness extraction is the process of constructing a source of randomness of high quality from one or several sources of randomness of lower quality. The problem can be modeled using probability distributions and min-entropy to measure…
In this note, convergence of random variables will be revisited. We will give the answers to 5 questions among the 6 open questions introduced in (Convergence rates in the law of large numbers and new kinds of convergence of random…
It is known that families of graphs with a semialgebraic edge relation of bounded complexity satisfy much stronger regularity properties than arbitrary graphs, and that they can be decomposed into very homogeneous semialgebraic pieces up to…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its…
The notion of a normal bit sequence was introduced by Borel in 1909; it was the first definition of an individual random object. Normality is a weak notion of randomness requiring only that all $2^n$ factors (substrings) of arbitrary…
It is well known that normality can be described as incompressibility via finite automata. Still the statement and the proof of this result as given by Becher and Heiber (2013) in terms of "lossless finite-state compressors" do not follow…
We study probability distributions of convergent random series of a special structure, called perpetuities. By giving a new argument, we prove that such distributions are of pure type: degenerate, absolutely continuous, or continuously…
In this note, we revisit a classical problem related to the density of nonlinear statistics. We obtain a new representation of densities and, for the first time, a necessary and sufficient condition for the existence of densities is…
The dynamics of an infinite continuum system of randomly jumping and coalescing point particles is studied. The states of the system are probability measures on the corresponding configuration space $\Gamma$ the evolution of which is…