Related papers: General approach to the fluctuations problem in ra…
We analyse preference inference, through consistency, for general preference languages based on lexicographic models. We identify a property, which we call strong compositionality, that applies for many natural kinds of preference…
Consider finite sequences $X_{[1,n]}=X_1\dots X_n$ and $Y_{[1,n]}=Y_1\dots Y_n$ of length $n$, consisting of i.i.d.\ samples of random letters from a finite alphabet, and let $S$ and $T$ be chosen i.i.d.\ randomly from the unit ball in the…
This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…
In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyze a full information game where n measurements from an uniform distribution are drawn and a player (knowing n) must decide at each draw whether or not to choose that…
Macroscopic fluctuations have become an essential tool to understand physics far from equilibrium due to the link between their statistics and nonequilibrium ensembles. The optimal path leading to a fluctuation encodes key information on…
Two major difficulties in using default logics are their intractability and the problem of selecting among multiple extensions. We propose an approach to these problems based on integrating nommonotonic reasoning with plausible reasoning…
This paper considers the problem of variable-length intrinsic randomness. We propose the average variational distance as the performance criterion from the viewpoint of a dual relationship with the problem formulation of variable-length…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
We study sequential prediction of real-valued, arbitrary and unknown sequences under the squared error loss as well as the best parametric predictor out of a large, continuous class of predictors. Inspired by recent results from…
Variational inequalities are a universal optimization paradigm that is interesting in itself, but also incorporates classical minimization and saddle point problems. Modern realities encourage to consider stochastic formulations of…
We study the effect of parameter fluctuations on synchronization of a coupled chaotic system. The fluctuations to the parameter can be random or it can be a periodic modulation. For random fluctuations we introduce a new quantity, the…
The search for faint emission or absorption lines in astronomical spectra has received considerable attention in recent years, especially in the X-ray wavelength range. These features usually appear as a deficit or excess of counts in a…
For a pair of random Gaussian integers chosen uniformly and independently from the set of Gaussian integers of norm $x$ or less as $x$ goes to infinity, we find asymptotics for the average norm of their greatest common divisor, with…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
Let $LA_{n}(\tau)$ be the length of the longest alternating subsequence of a uniform random permutation $\tau\in[n]$. Classical probabilistic arguments are used to rederive the asymptotic mean, variance and limiting law of $LA_{n}(\tau)$.…
This paper addresses the question of the fluctuations of the empirical entropy of a chain of infinite order. We assume that the chain takes values on a finite alphabet and loses memory exponentially fast. We consider two possible…
We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…