Related papers: An unexpected encounter with Cauchy and L\'evy

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…

Let ~$\veps_1, ..., \veps_m$ be i.i.d. random variables with $$P(\veps_i=1)= P(\veps_i= -1)=1/2,$$ and $X_m = \sum_{i=1}^m \veps_i.$ Let $Y_m $ be a normal random variable with the same first two moments as that of $X_m.$ There is a…

In this paper, we investigate the Cauchy problem for a higher order shallow water type equation \begin{eqnarray*} u_{t}-u_{txx}+\partial_{x}^{2j+1}u-\partial_{x}^{2j+3}u+3uu_{x}-2u_{x}u_{xx}-uu_{xxx}=0, \end{eqnarray*} where $x\in…

We examine isotropic and anisotropic random walks which begin on the surface of linear ($N$), square ($N \times N$), or cubic ($N \times N \times N$) lattices and end upon encountering the surface again. The mean length of walks is equal to…

Let $X$ be a real-valued random variable with distribution function $F$. Set $X_1,\dots, X_m$ to be independent copies of $X$ and let $F_m$ be the corresponding empirical distribution function. We show that there are absolute constants…

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

In a recent paper, Svante Janson has considered a conjecture suggested by Va\v{s}ek Chv\a'atal dealing with the probability that a binomial random variable with parameters $n$ and $m/n$ - where $m$ is an integer - exceeds its expectation…

Target shape, not just size, plays a pivotal role in determining detectability during random search. We analyze intermittent L\'evy walks in three dimensions, and mathematically prove that the widely observed Cauchy strategy (L\'evy…

Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…

In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…

Let $S$ be a numerical semigroup of embedding dimension $e$ and conductor $c$. The question of Wilf is, if $\#(\mathbb N\setminus S)/c\leq e-1/e$. \noindent In (An asymptotic result concerning a question of Wilf, arXiv:1111.2779v1…

Aggregating multiple effects is often encountered in large-scale data analysis where the fraction of significant effects is generally small. Many existing methods cannot handle it effectively because of lack of computational accuracy for…

Motivated by the problem of testing tetrad constraints in factor analysis, we study the large-sample distribution of Wald statistics at parameter points at which the gradient of the tested constraint vanishes. When based on an…

A well-known conjecture in analytic number theory states that for every pair of sets $X,Y\subset\mathbb{Z}/p\mathbb{Z}$, each of size at least $\log ^C p$ (for some constant $C$) we have that the number of pairs $(x,y)\in X\times Y$ such…

We consider the random Cauchy problem for the fully nonlocal telegraph equation of power type with the general $(\mathcal{PC}^{\ast})$ type kernel $(a,b)$. This equation can effectively characterize high-frequency signal transmission in…

We consider sample covariance matrices of the form $\mathcal{Q}=(\Sigma^{1/2}X)(\Sigma^{1/2} X)^*$, where the sample $X$ is an $M\times N$ random matrix whose entries are real independent random variables with variance $1/N$ and where…

In this paper we introduce new distributions which are solutions of higher-order Laplace equations. It is proved that their densities can be obtained by folding and symmetrizing Cauchy distributions. Another class of probability laws…

In this note a general a Cauchy-type mean value theorem for the ratio of functional determinants is offered. It generalizes Cauchy's and Taylor's mean value theorems as well as other classical mean value theorems.