Related papers: An Anscombe-type theorem
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…
It is shown that the Marcinkiewicz-Zygmund strong law of large numbers holds for pairwise independent identically distributed random variables. It is proved that if $X_{1}, X_{2}, \ldots$ are pairwise independent identically distributed…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. We consider conditions for $\{\xi_1,\xi_2,\ldots\}$ and $\eta$ under which the distribution…
The concepts of amenable and compatible functions have been introduced in a recent work, in order to state precise mathematical theorems that guarantee that a backward stable algorithm is also forward stable, and that the composition of two…
For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…
This note presents a unified theorem of the alternative that explicitly allows for any combination of equality, componentwise inequality, weak dominance, strict dominance, and nonnegativity relations. The theorem nests 60 special cases,…
We consider a non-homogeneous nonlinear stochastic difference equation X_{n+1} = X_n (1 + f(X_n)\xi_{n+1}) + S_n, and its important special case X_{n+1} = X_n (1 + \xi_{n+1}) + S_n, both with initial value X_0, non-random decaying free…
Dense distributions of string-like objects in material media are considered in terms of continuum field theory. The strings are assumed to carry a quantized abelian topological charge, such as the Burgers vector of dislocations in solids or…
This paper derives two stabilizability theorems for a basic class of discrete-time nonlinear systems with multiple unknown parameters. First, we claim that a discrete-time multi-parameter system is stabilizable if its nonlinear growth rate…
This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…
Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…
We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…
Given tuples of properly normalized independent $N\times N$ G.U.E. matrices $(X_N^{(1)},\dots,X_N^{(r_1)})$ and $(Y_N^{(1)},\dots,Y_N^{(r_2)})$, we show that the tuple $(X_N^{(1)}\otimes I_N,\dots,X_N^{(r_1)}\otimes I_N,I_N\otimes…
We propose a number of concepts and properties related to `weighted' statistical inference where the observed data are classified in accordance with a `value' of a sample string. The motivation comes from the concepts of weighted…
Super-stability and strong stability are properties of a matching in the stable matching problem with ties. In this paper, we introduce a common generalization of super-stability and strong stability, which we call non-uniform stability.…
We prove that for recurrent, reversible graphs, the following conditions are equivalent: (a) existence and uniqueness of the potential kernel, (b) existence and uniqueness of harmonic measure from infinity, (c) a new anchored Harnack…
A relationally exchangeable structure is a random combinatorial structure whose law is invariant with respect to relabeling its relations, as opposed to its elements. Aside from exchangeable random partitions, examples include edge…
In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…