Related papers: An Anscombe-type theorem

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

In this note we present a characterisation of all unary and binary patterns that do not only contain variables, but also reversals of their instances. These types of variables were studied recently in either more general or particular…

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

Let $(X_i)_{i \geq 1}$ and $(Y_i)_{i\geq1}$ be two independent sequences of independent identically distributed random variables taking their values in a common finite alphabet and having the same law. Let $LC_n$ be the length of the…

Let $\{S_n=(X_n,W_n)\}_{n\ge0}$ be a random walk with $X_n\in \mathbb{R}$ and $W_n\in \mathbb{R}^m$. Let $\tau=\tau_a=\inf\{n:X_n>a\}$. The main results presented are two term asymptotic expansions for the joint distribution of $S_{\tau}$…

A length-$n$ random sequence $X_1,\ldots,X_n$ in a space $S$ is finitely exchangeable if its distribution is invariant under all $n!$ permutations of coordinates. Given $N > n$, we study the extendibility problem: when is it the case that…

This short note reports a master theorem on tight asymptotic solutions to divide-and-conquer recurrences with more than one recursive term: for example, T(n) = 1/4 T(n/16) + 1/3 T(3n/5) + 4 T(n/100) + 10 T(n/300) + n^2.

Let $\mathcal{I}$ be an analytic P-ideal [respectively, a summable ideal] on the positive integers and let $(x_n)$ be a sequence taking values in a metric space $X$. First, it is shown that the set of ideal limit points of $(x_n)$ is an…

This paper deals with empirical processes of the type \[C_n(B)=\sqrt{n}\{\mu_n(B)-P(X_{n+1}\in B\mid X_1,...,X_n)\},\] where $(X_n)$ is a sequence of random variables and $\mu_n=(1/n)\sum_{i=1}^n\delta_{X_i}$ the empirical measure.…

We prove pointwise convergence, as $N\to \infty$, for the multiple ergodic averages $\frac{1}{N}\sum_{n=1}^N f(T^nx)\cdot g(S^{a_n}x)$, where $T$ and $S$ are commuting measure preserving transformations, and $a_n$ is a random version of the…

We utilize quantum superposition principle to establish the improvable upper and lower bounds on the stronger uncertainty relation, i.e., the "weighted-like" sum of the variances of observables. Our bounds include some free parameters which…

Let $S$ be the multiplicative semigroup of $q\times q$ matrices with positive entries such that every row and every column contains a strictly positive element. Denote by $(X_n)_{n\geq1}$ a sequence of independent identically distributed…

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Let $X_1,...,X_n$ be $n$ independent unbounded real random variables which have common, roughly speaking, light-tailed type distribution. Denote by $S_1^n$ their sum and by $\pi^{a_n}$ the tilted density of $X_1$, where $a_n…

We obtain the following embedding theorem for symbolic dynamical systems. Let $G$ be a countable amenable group with the comparison property. Let $X$ be a strongly aperiodic subshift over $G$. Let $Y$ be a strongly irreducible shift of…

A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. De Finetti's theorem characterizes all $\{0,1\}$-valued exchangeable sequences as a "mixture" of…

We consider self-averaging sequences in which each term is a weighted average over previous terms. For several sequences of this kind it is known that they do not converge to a limit. These sequences share the property that $n$th term is…

An assembly of $n$ voters needs to decide on $t$ independent binary issues. Each voter has opinions about the issues, given by a $t$-bit vector. Anscombe's paradox shows that a policy following the majority opinion in each issue may not…

Let $\{X_n\}_{n\geq 1}$ be either a sequence of arbitrary random variables, or a martingale difference sequence, or a centered sequence with a suitable level of negative dependence. We prove Baum-Katz type theorems by only assuming that the…

We define a class of so-called thinnable ideals $\mathcal{I}$ on the positive integers which includes several well-known examples, e.g., the collection of sets with zero asymptotic density, sets with zero logarithmic density, and several…