Related papers: Steins (magic) method
In this paper, we apply the Stein's method in the context of point processes, namely when the target measure is the distribution of a finite Poisson point process. We show that the so-called Kantorovich-Rubinstein distance between such a…
We review some probabilistic properties of the sum-of-digits function of random integers. New asymptotic approximations to the total variation distance and its refinements are also derived. Four different approaches are used: a classical…
In late May of 2014 I received an email from a colleague introducing to me a non-transitive game developed by Walter Penney. This paper explores this probability game from the perspective of a coin tossing game, and further discusses some…
The method of statistical differentials, which approximates the mean and variance of transformations of random variables is used in many areas of mathematics. This paper will discuss the conditions under which such an approximation will be…
In this short expository article, we describe a mathematical tool called the probabilistic method, and illustrate its elegance and beauty through proving a few well-known results. Particularly, we give an unconventional probabilistic proof…
We give some comments on W.M. Schmidt's theorem on Diophantine approximations with positive integers and our recent results on the topic.
We propose a new version of Stein's method of exchangeable pairs, which, given a suitable exchangeable pair $(W,W')$ of real-valued random variables, suggests the approximation of the law of $W$ by a suitable absolutely continuous…
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…
Most prime gaps results have been proven using tools from analytic or algebraic number theory in the last few centuries. In this paper, we would like to present some probabilistic way of proving many essential results. A major component of…
This is a typeset version of Alan Turing's declassified Second World War paper \textit{Paper on Statistics of Repetitions}. See the companion paper, \textit{The Applications of Probability to Cryptography}, also available from arXiv at…
We consider a component of the word statistics known as clump; starting from a finite set of words, clumps are maximal overlapping sets of these occurrences. This parameter has first been studied by Schbath with the aim of counting the…
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…
We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We use bounds on the increments of the solution of Poisson's…
Fiducial inference was introduced in the first half of the 20th century by Fisher (1935) as a means to get a posterior-like distribution for a parameter without having to arbitrarily define a prior. While the method originally fell out of…
We propose a new minimum-distance estimator for linear random coefficient models. This estimator integrates the recently advanced sliced Wasserstein distance with the nearest neighbor methods, both of which enhance computational efficiency.…
We introduce a new version of Stein's method that reduces a large class of normal approximation problems to variance bounding exercises, thus making a connection between central limit theorems and concentration of measure. Unlike Skorokhod…
This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…
Referring to quantum mechanics, Einstein used to say "The old one does not play dice." And this is true since the probability of quantum mechanics is not the classical probability of games such as dice. Historically this was the first…
This is a historical introduction to the theory of Stirling numbers of the second kind S(n,k) from the point of view of analysis. We tell the story of their birth in the book of James Stirling (1730) and show how they mature in the works of…
Statistical analysis of repeat misprints in scientific citations leads to the conclusion that about 80% of scientific citations are copied from the lists of references used in othe papers. Based on this finding a mathematical theory of…