Related papers: Second Order Asymptotics for Random Number Generat…
The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second-order cone optimization problems.…
This paper investigates the second order asymptotic expansion for tail probabilities of discounted aggregate claims in continuous-time renewal risk models with constant interest force. Concretely, two types of continuous-time renewal risk…
Motivated by a bidimensional discrete-time risk model in insurance, we study the second-order asymptotics for two kinds of tail probabilities of the stochastic discounted value of aggregate net losses including two business lines. These are…
We establish optimal Statistical Query (SQ) lower bounds for robustly learning certain families of discrete high-dimensional distributions. In particular, we show that no efficient SQ algorithm with access to an $\epsilon$-corrupted binary…
Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…
An important problem in statistics is the construction of confidence regions for unknown parameters. In most cases, asymptotic distribution theory is used to construct confidence regions, so any coverage probability claims only hold…
Estimation of quantum relative entropy and its R\'{e}nyi generalizations is a fundamental statistical task in quantum information theory, physics, and beyond. While several estimators of these divergences have been proposed in the…
We describe a straightforward method to generate a random prime q such that the multiplicative group GF(q)* also has a random large prime-order subgroup. The described algorithm also yields this order p as well as a p'th primitive root of…
In the paper, we study the asymptotic distribution of real algebraic integers of fixed degree as their naive height tends to infinity. Let $I \subset \mathbb{R}$ be an arbitrary bounded interval, and $Q$ be a sufficiently large number. We…
In the accompanying paper of arXiv:2408.13472, we have established the method of characterizing the maximal order of asymptotic unitary designs generated by symmetric local random circuits, and have explicitly specified the order in the…
In the first part of this two-part article, we have introduced and analyzed a multidimensional model, called the 'general tension-reduction' (GTR) model, able to describe general quantum-like measurements with an arbitrary number of…
The self-random number generation (SRNG) problem is considered for general setting. In the literature, the optimum SRNG rate with respect to the variational distance has been discussed. In this paper, we first try to characterize the…
This study investigates the fundamental limits of variable-length compression in which prefix-free constraints are not imposed (i.e., one-to-one codes are studied) and non-vanishing error probabilities are permitted. Due in part to a…
In this paper we investigate the Burr distributions family which contains twelve members. Second order expansions of quantiles of the Burr's distributions are provided on which may be based statistical methods, in particular in extreme…
The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is incremented or not depending on the outcome of an…
For large classes of group testing problems, we derive lower bounds for the probability that all significant items are uniquely identified using specially constructed random designs. These bounds allow us to optimize parameters of the…
How to generate provably true randomness with minimal assumptions? This question is important not only for the efficiency and the security of information processing, but also for understanding how extremely unpredictable events are possible…
We provide non-asymptotic bounds for first and higher order inclusion probabilities of the rejective sampling model with various size parameters. Further we derive bounds in the semi-definite ordering for matrices that collect (conditional)…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
We present a no-go theorem for the distinguishability between quantum random numbers (i.e., random numbers generated quantum mechanically) and pseudo-random numbers (i.e., random numbers generated algorithmically). The theorem states that…