Related papers: Second Order Asymptotics for Random Number Generat…
Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…
In this paper, we derive non-asymptotic achievability and converse bounds on the random number generation with/without side-information. Our bounds are efficiently computable in the sense that the computational complexity does not depend on…
Second order asymptotics of fixed-length source coding and intrinsic randomness is discussed with a constant error constraint. There was a difference between optimal rates of fixed-length source coding and intrinsic randomness, which never…
We study the distribution of the order of a random permutation of $[n]$ through the lens of R\'enyi entropy. In particular, we obtain an asymptotic for the R\'enyi $q$-entropy of the order in the full range $1 \leq q \leq \infty$. For $q >…
The second-order achievable asymptotics in typical random number generation problems such as resolvability, intrinsic randomness, fixed-length source coding are considered. In these problems, several researchers have derived the first-order…
We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_0$ and $P_1$ and we would like to decide which hypothesis is true using a sequential test. It…
Successive pairs of pseudo-random numbers generated by standard linear congruential transformations display ordered patterns of parallel lines. We study the ``ordered'' and ``chaotic'' distribution of such pairs by solving the eigenvalue…
In this paper the asymptotic distributions are exactly solved for linearly independent solutions considering problems of the second order and for the coefficients of asymptotic destribution the recurent formulas are obtained. Further, using…
Suppose $\{\widehat\theta_n\colon n\ge1\}$ is a strongly consistent sequence of estimators for a parameter $\theta$, where $\widehat\theta_n$ is based on the first $n$ observations. Consider $Q_\varepsilon$, the number of times…
We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
In the asymptotic theory of quantum hypothesis testing, the minimal error probability of the first kind jumps sharply from zero to one when the error exponent of the second kind passes by the point of the relative entropy of the two states…
A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…
In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…
We outline some simple prescriptions to define a distribution on the set $\mathbb{Q}_0$ of all the rational numbers in $[0,1]$, and we then explore both a few properties of these distributions, and the possibility of making these rational…
We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…
We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…
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 $k_1$…
In two-sampling testing, one observes two independent sequences of independent and identically distributed random variables distributed according to the distributions $P_1$ and $P_2$ and wishes to decide whether $P_1=P_2$ (null hypothesis)…
This paper illustrates asymptotic properties for a response-adaptive design generated by a two-color, randomly reinforced urn model. The design considered is optimal in the sense that it assigns patients to the best treatment, with…