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We prove three strong approximation theorems for the `supermarket' or `join the shortest queue' model -- a law of large numbers, a jump process approximation and a central limit theorem. The estimates are carried through rather explicitly.…

Probability · Mathematics 2007-05-23 Malwina J. Luczak , James Norris

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

Mathematical Physics · Physics 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…

Dynamical Systems · Mathematics 2017-11-06 Jacopo De Simoi , Carlangelo Liverani

Using an averaged generating function for coloured hard-dimers, some random variables of interest are studied. The main result lies in the fact that all their probability distributions obey a central limit theorem.

Probability · Mathematics 2009-06-22 Maria Simonetta Bernabei , Horst Thaler

A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data $\mathbf{Y}$ is modeled as a linear superposition, $\mathbf{G}$, of a potentially infinite number of hidden factors, $\mathbf{X}$. The Indian Buffet…

Applications · Statistics 2011-07-29 David Knowles , Zoubin Ghahramani

This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…

Econometrics · Economics 2018-02-08 Akshay Vij , Rico Krueger

The aim of this paper is twofold. First, three theoretical principles are formalized: randomization, overrepresentation and restriction. We develop these principles and give a rationale for their use in choosing the sampling design in a…

Methodology · Statistics 2016-12-16 Yves Tillé , Matthieu Wilhelm

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

Probability · Mathematics 2012-07-02 Jiheng Zhang , J. G. Dai , Bert Zwart

The Government of Kerala had increased the frequency of supply of free food kits owing to the pandemic, however, these items were static and not indicative of the personal preferences of the consumers. This paper conducts a comparative…

Machine Learning · Computer Science 2023-01-02 Jude Francis , Rowan K Baby , Jacob Abraham , Ajmal P. S

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Probability · Mathematics 2018-04-24 Christoph Börgers , Claude Greengard

We present the Wright-Fisher Indian buffet process (WF-IBP), a probabilistic model for time-dependent data assumed to have been generated by an unknown number of latent features. This model is suitable as a prior in Bayesian nonparametric…

Machine Learning · Statistics 2016-11-23 Valerio Perrone , Paul A. Jenkins , Dario Spano , Yee Whye Teh

We prove a central limit theorem (CLT) for the number of joint orbits of random tuples of commuting permutations. In the uniform sampling case this generalizes the classic CLT of Goncharov for the number of cycles of a single random…

Probability · Mathematics 2026-02-20 Abdelmalek Abdesselam , Shannon Starr

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

We study the dynamics of the "Kolkata Paise Restaurant problem". The problem is the following: In each period, N agents have to choose between N restaurants. Agents have a common ranking of the restaurants. Restaurants can only serve one…

Physics and Society · Physics 2012-05-18 Anindya-Sundar Chakrabarti , Bikas K. Chakrabarti , Arnab Chatterjee , Manipushpak Mitra

This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms…

Optimization and Control · Mathematics 2017-08-22 Shengyu Zhu , Biao Chen

The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…

Probability · Mathematics 2016-02-12 Takashi Owada

Since the appearance of H. Robbins article (1948), the central limit theorems for random sums have been studied for about 70 years. The central limit theorems for random sums of independent random variables play a very important role in…

Probability · Mathematics 2023-08-01 Tran Loc Hung

We analyze the latency or sojourn time L(m,n) for the last customer in a batch of n customers to exit from the m-th queue in a tandem of m queues in the setting where the queues are in equilibrium before the batch of customers arrives at…

Probability · Mathematics 2014-04-21 Jinho Baik , Raj Rao Nadakuditi

A measure of relative importance of variables is often desired by researchers when the explanatory aspects of econometric methods are of interest. To this end, the author briefly reviews the limitations of conventional econometrics in…

Econometrics · Economics 2020-08-25 Akash Malhotra

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

Data Analysis, Statistics and Probability · Physics 2026-03-26 Mario Castro , José A. Cuesta
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