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Information theory is built on probability measures and by definition a probability measure has total mass 1. Probability measures are used to model uncertainty, and one may ask how important it is that the total mass is one. We claim that…

Information Theory · Computer Science 2022-02-08 Peter Harremoës

There seems to be an upper limit to predicting the outcome of matches in (semi-)professional sports. Recent work has proposed that this is due to chance and attempts have been made to simulate the distribution of win percentages to identify…

Applications · Statistics 2015-08-21 Albrecht Zimmermann

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

A common approach to aggregate classification estimates in an ensemble of decision trees is to either use voting or to average the probabilities for each class. The latter takes uncertainty into account, but not the reliability of the…

Machine Learning · Computer Science 2022-08-17 Florian Busch , Moritz Kulessa , Eneldo Loza Mencía , Hendrik Blockeel

This paper analyzes a variation on the well-known "power of two choices" allocation algorithms. Classically, the smallest of $d$ randomly-chosen options is selected. We investigate what happens when the largest of $d$ randomly-chosen…

Data Structures and Algorithms · Computer Science 2026-03-23 Amanda Redlich

A fundamental problem in analysis of complex systems is getting a reliable estimate of entropy of their probability distributions over the state space. This is difficult because unsampled states can contribute substantially to the entropy,…

Data Analysis, Statistics and Probability · Physics 2023-07-19 Damián G. Hernández , Ahmed Roman , Ilya Nemenman

We introduce a particle model, that we call the $\textit{golf model}$. Initially, on a graph $G$, balls and holes are placed at random on some distinct vertices. The balls then move one by one, doing a random walk on $G$, starting from…

Probability · Mathematics 2025-07-02 Zoé Varin

Experiments quantifying the rotational and translational motion of particles in a dense, driven, 2D granular gas floating on an air table reveal that kinetic energy is divided equally between the two translational and one rotational degrees…

Soft Condensed Matter · Physics 2015-06-03 Kiri Nichol , Karen E. Daniels

Let $B(n,p)$ denote a binomial random variable with parameters $n$ and $p$. Vas\v{e}k Chv\'{a}tal conjectured that for any fixed $n\geq 2$, as $m$ ranges over $\{0,\ldots,n\}$, the probability $q_m:=P(B(n,m/n)\leq m)$ is the smallest when…

Probability · Mathematics 2023-04-05 Fu-Bo Li , Kun Xu , Ze-Chun Hu

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

The probability distribution function for thermodynamics and econophysics is obtained by solving an equilibrium equation. This approach is different from the common one of optimizing the entropy of the system or obtaining the state of…

General Physics · Physics 2007-05-23 Diego Saa

Measurements of a weighted energy density average taken in the vacuum state of a conformal field theory in $1+1$ dimensions are randomly distributed with vanishing expectation value. The probability distribution is computed in closed form…

High Energy Physics - Theory · Physics 2020-01-29 Matthew C. Anthony , Christopher J. Fewster

Philosophers now seem to agree that frequentism is an untenable strategy to explain the meaning of probabilities. Nevertheless, I want to revive frequentism, and I will do so by grounding probabilities on typicality in the same way as the…

History and Philosophy of Physics · Physics 2021-01-05 Mario Hubert

The distribution function of particles over clusters is proposed for a system of identical intersecting spheres, the centres of which are uniformly distributed in space. Consideration is based on the concept of the rank number of clusters,…

Statistical Mechanics · Physics 2023-02-01 Murat Kh. Khokonov , Azamat Kh. Khokonov

Zipf's law describes the empirical size distribution of the components of many systems in natural and social sciences and humanities. We show, by solving a statistical model, that Zipf's law co-occurs with the maximization of the diversity…

Statistical Mechanics · Physics 2021-10-05 Onofrio Mazzarisi , Amanda de Azevedo-Lopes , Jeferson J. Arenzon , Federico Corberi

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

Benford's law states that many data sets have a bias towards lower leading digits (about $30\%$ are 1s). There are numerous applications, from designing efficient computers to detecting tax, voter and image fraud. It's important to know…

Probability · Mathematics 2016-01-20 Victoria Cuff , Allison Lewis , Steven J. Miller

We revisit the random allocation model in which $n$ balls are independently placed into $N$ boxes with probabilities $q_1,\ldots,q_N$. A classical asymptotic result due to Kolchin, Sevastyanov, and Chistyakov for the expectations,…

Probability · Mathematics 2026-04-28 Serik Sagitov

A decision must often be made between heavy-tailed and Gaussian errors for a regression or a time series model, and the t-distribution is frequently used when it is assumed that the errors are heavy-tailed distributed. The performance of…

Computation · Statistics 2015-05-11 J. Martin van Zyl

Given samples from an unknown distribution $p$, is it possible to distinguish whether $p$ belongs to some class of distributions $\mathcal{C}$ versus $p$ being far from every distribution in $\mathcal{C}$? This fundamental question has…

Data Structures and Algorithms · Computer Science 2015-12-09 Jayadev Acharya , Constantinos Daskalakis , Gautam Kamath