Related papers: Turning a coin over instead of tossing it
Investigations of inverse statistics (a concept borrowed from turbulence) in stock markets, exemplified with filtered Dow Jones Industrial Average, S&P 500, and NASDAQ, have uncovered a novel stylized fact that the distribution of exit time…
We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…
We test the principle of majorization [J. I. Latorre and M. A. Martin-Delgado, Phys. Rev. A 66, 022305 (2002)] in random circuits. Three classes of circuits were considered: (i) universal, (ii) classically simulatable, and (iii) neither…
We give simple proofs, under minimal hypotheses, of the Weak Law of Large Numbers and the Central Limit Theorem for independent identically distributed random variables. These proofs use only the elementary calculus, together with the most…
We introduce a very general model of an inhomogenous random graph with independence between the edges, which scales so that the number of edges is linear in the number of vertices. This scaling corresponds to the p=c/n scaling for G(n,p)…
We consider a random trial-based telegraph process, which describes a motion on the real line with two constant velocities along opposite directions. At each epoch of the underlying counting process the new velocity is determined by the…
Coin flipping is a cryptographic primitive for which strictly better protocols exist if the players are not only allowed to exchange classical, but also quantum messages. During the past few years, several results have appeared which give a…
We introduce a model of Poisson random waves in $\mathbb{S}^{2}$ and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., frequency) of the waves (eigenfunctions) diverge to infinity.…
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…
It is well known that the branching process approach to the study of the random graph $G_{n,p}$ gives a very simple way of understanding the size of the giant component when it is fairly large (of order $\Theta(n)$). Here we show that a…
We prove that the empirical density of states of quantum spin glasses on arbitrary graphs converges to a normal distribution as long as the maximal degree is negligible compared with the total number of edges. This extends the recent…
We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…
The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…
The theory of quantum jump trajectories provides a new framework for understanding dynamical phase transitions in open systems. A candidate for such transitions is the atom maser, which for certain parameters exhibits strong intermittency…
We consider the distribution of cycles in two models of random permutations, that are related to one another. In the first model, cycles receive a weight that depends on their length. The second model deals with permutations of points in…
We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…
The coherence of a random matrix, which is defined to be the largest magnitude of the Pearson correlation coefficients between the columns of the random matrix, is an important quantity for a wide range of applications including…
Given a graph $G$, we consider a model for a random cover of $G$ by taking two parallel copies of $G$ and crossing every pair of parallel edges randomly with probability $q$ independently of each other. The resulting graph $G_q$, is a…
Given a sequence of $N$ positive real numbers $\{a_1,a_2,..., a_N \}$, the number partitioning problem consists of partitioning them into two sets such that the absolute value of the difference of the sums of $a_j$ over the two sets is…
The classical result of Erdos and Renyi shows that the random graph G(n,p) experiences sharp phase transition around p=1/n - for any \epsilon>0 and p=(1-\epsilon)/n, all connected components of G(n,p) are typically of size O(log n), while…