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As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…

Probability · Mathematics 2010-10-26 Michael Aizenman , Francois Germinet , Abel Klein , Simone Warzel

We study the probabilistic degree over reals of the OR function on $n$ variables. For an error parameter $\epsilon$ in (0,1/3), the $\epsilon$-error probabilistic degree of any Boolean function $f$ over reals is the smallest non-negative…

Computational Complexity · Computer Science 2022-11-24 Siddharth Bhandari , Prahladh Harsha , Tulasimohan Molli , Srikanth Srinivasan

Given a sequence \xi_1, \xi_2,... of X-valued, exchangeable random elements, let q(\xi^(n)) and p_m(\xi^(n)) stand for posterior and predictive distribution, respectively, given \xi^(n) = (\xi_1,..., \xi_n). We provide an upper bound for…

Statistics Theory · Mathematics 2016-02-04 Donato Michele Cifarelli , Emanuele Dolera , Eugenio Regazzini

Let ${X}_{k}=(x_{k1}, \cdots, x_{kp})', k=1,\cdots,n$, be a random sample of size $n$ coming from a $p$-dimensional population. For a fixed integer $m\geq 2$, consider a hypercubic random tensor $\mathbf{{T}}$ of $m$-th order and rank $n$…

Probability · Mathematics 2019-10-29 Tiefeng Jiang , Junshan Xie

The classical Erd\H{o}s-Littlewood-Offord problem concerns the random variable $X = a_1 \xi_1 + \dots + a_n \xi_n$, where $a_i \in \mathbb{R} \setminus \{0\}$ are fixed and $\xi_i \sim \text{Ber}(1/2)$ are independent. The…

Combinatorics · Mathematics 2020-01-03 Mihir Singhal

This work investigates the optimal selection of the $m$th last success in a sequence of $n$ independent Bernoulli trials. We propose a threshold strategy that is $\varepsilon$-optimal under minimal assumptions about the monotonicity of the…

Probability · Mathematics 2024-11-13 Zakaria Derbazi

The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random…

Probability · Mathematics 2017-11-29 Sergey Foss , Andrew Richards

In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…

Probability · Mathematics 2025-05-06 Yuyu Chen , Taizhong Hu , Seva Shneer , Zhenfeng Zou

In $\textit{total domination}$, given a graph $G=(V,E)$, we seek a minimum-size set of nodes $S\subseteq V$, such that every node in $V$ has at least one neighbor in $S$. We define a $\textit{fault-tolerant}$ version of total domination,…

Data Structures and Algorithms · Computer Science 2026-03-11 Ioannis Lamprou , Ioannis Sigalas , Ioannis Vaxevanakis , Vassilis Zissimopoulos

This paper introduces a convenient strategy for coding and predicting sequences of independent, identically distributed random variables generated from a large alphabet of size $m$. In particular, the size of the sample is allowed to be…

Information Theory · Computer Science 2014-01-17 Xiao Yang , Andrew R. Barron

Given $X \subset R^n$, $\varepsilon \in (0,1)$, a parametrized family of probability distributions $(\mu\_{a})\_{a\in A}$ on $\Omega\subset R^p$, we consider the feasible set $X^*\_\varepsilon\subset X$ associated with the {\em…

Optimization and Control · Mathematics 2018-11-26 Jean Lasserre , Tillmann Weisser

A single target is hidden at a location chosen from a predetermined probability distribution. Then, a searcher must find a second probability distribution from which random search points are sampled such that the target is found in the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Joseph Snider

Probability distributions having power-law tails are observed in a broad range of social, economic, and biological systems. We describe here a potentially useful common framework. We derive distribution functions $\{p_k\}$ for situations in…

Physics and Society · Physics 2015-01-07 Jack Peterson , Purushottam D. Dixit , Ken A. Dill

We present a new form and a short full proof of explicit two-sided estimates for the distribution function F_{n,p}(x) of the binomial law from the paper published by D.Alfers and H.Dinges in 1984. These inequalities are universal (valid for…

Probability · Mathematics 2012-09-03 Andrey M. Zubkov , Alexander A. Serov

We establish Hoeffding-type concentration inequalities for the low and high tail bounds of sums of exchangeable random variables. Our results exhibit an anti-symmetry in such tail bounds due to the assumption of exchangeability, a…

Optimization and Control · Mathematics 2026-03-12 Nina Maria Gottschling , Michele Caprio

The multinomial and related distributions have long been used to model categorical, count-based data in fields ranging from bioinformatics to natural language processing. Commonly utilized variants include the standard multinomial and the…

Machine Learning · Statistics 2020-06-16 Steven Michael Lakin , Zaid Abdo

Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…

Statistics Theory · Mathematics 2013-12-20 J. L. Wadsworth , J. A. Tawn

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

Let $X_1$, $X_2$,... be a sequence of independent random variables with common distribution function $F$ in the domain of attraction of a Gumbel extreme value distribution and for each integer $n\geq 1$, let $X_{1,n} \leq ... X_{n,n}$…

Methodology · Statistics 2016-07-19 Gane Samb Lo

For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…

Methodology · Statistics 2009-10-04 DeTao Mao , Wenyuan Li