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We investigate the almost everywhere convergence of sequences of convolution operators given by probability measures $\mu_n$ on $\mathbb R$. If this sequence of operators constitutes an approximate identity on a particular class of…

Dynamical Systems · Mathematics 2024-07-15 Andrew Parrish , Joseph Rosenblatt

Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…

Probability · Mathematics 2014-07-25 Zakhar Kabluchko , Dmitry Zaporozhets

Suppose $\mu$ and $\nu$ are probability measures on $\mathbb R$ satisfying $\mu \leq_{cx} \nu$. Let $a$ and $b$ be convex functions on $\mathbb R$ with $a \geq b \geq 0$. We are interested in finding \[ \sup_{\mathcal M} \sup_{\tau}…

Mathematical Finance · Quantitative Finance 2025-03-20 David Hobson , Dominykas Norgilas

This work provides a complete characterization of congruent numbers in terms of Pythagorean triples. Specifically, we show that every congruent number can be written as $$\frac{nm\left(m-n\right)\left(m+n\right)}{\sigma^2}$$ were as…

General Mathematics · Mathematics 2020-07-01 Roy Burson

Bayes factor, defined as the ratio of the marginal likelihood functions of two competing models, is the natural Bayesian procedure for model selection. Marginal likelihoods are usually computationally demanding and complex. This scenario is…

Methodology · Statistics 2022-09-09 Gabriel Calvo , Carmen Armero , Luigi Spezia , Maria Grazia Pennino

We establish a recursive relation for the bipartition number $p_2(n)$ which might be regarded as an analogue of Euler's recursive relation for the partition number $p(n)$. Two proofs of the main result are proved in this article. The first…

Combinatorics · Mathematics 2024-06-24 Yen-Chi Roger Lin , Shu-Yen Pan

We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…

Computation · Statistics 2018-12-24 Jonathan von Schroeder , Thorsten Dickhaus

In the infinite regular tree $\mathbb{T}_{q+1}$ with $q \in \mathbb{Z}_{\ge 2}$, we consider families $\{\mu_u^n\}$, indexed by vertices $u$ and nonnegative integers ("discrete time steps") $n$, of probability measures such that $\mu_u^n(v)…

Combinatorics · Mathematics 2021-09-21 Pakawut Jiradilok , Supanat Kamtue

Let $X_1,X_2,...$ be independent identically distributed random variables with values in $\C$. Denote by $\mu$ the probability distribution of $X_1$. Consider a random polynomial $P_n(z)=(z-X_1)...(z-X_n)$. We prove a conjecture of Pemantle…

Probability · Mathematics 2012-10-02 Zakhar Kabluchko

Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…

Methodology · Statistics 2025-07-01 Paul T. von Hippel

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

This paper examines the foundational concept of random variables in probability theory and statistical inference, demonstrating that their mathematical definition requires no reference to randomization or hypothetical repeated sampling. We…

Other Statistics · Statistics 2025-02-11 Paul W. Vos

We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0…

Probability · Mathematics 2015-03-13 Kenneth S. Alexander

Let $\mu$ be a probability measure in $\mathbb{C}$ with a continuous and compactly supported density function, let $z_1, \dots, z_n$ be independent random variables, $z_i \sim \mu$, and consider the random polynomial $$ p_n(z) =…

Probability · Mathematics 2019-04-12 Stefan Steinerberger , Hau-tieng Wu

Simpson's Paradox is a well-known phenomenon in statistical science, where the relationship between the response variable $X$ and a certain explanatory factor of interest $A$ reverses when an additional factor $B_1$ is considered. This…

Statistics Theory · Mathematics 2025-02-19 Guisheng Dai , Weizhen Wang

Solomonoff's central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior mu, if the latter is computable. Hence, M is eligible as a…

Information Theory · Computer Science 2007-08-20 Marcus Hutter , Andrej Muchnik

Let $n = b_1 + ... + b_k = b_1' + \cdot + b_k'$ be a pair of compositions of $n$ into $k$ positive parts. We say this pair is {\em irreducible} if there is no positive $j < k$ for which $b_1 + ... b_j = b_1' + ... b_j'$. The probability…

Combinatorics · Mathematics 2007-05-23 Edward A. Bender , Gregory F. Lawler , Robin Pemantle , Herbert S. Wilf

The $\tau$-function theory of Painlev\'e systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlev\'e equations. The…

Mathematical Physics · Physics 2009-11-10 P. J. Forrester , N. S. Witte

Let $B$ denote the range of the Brownian motion in $\mathbb{R}^{d}$ ($d\geq3$). For a deterministic Borel measure $\nu$ on $\mathbb{R}^{d}$ we wish to find a random measure $\mu$ such that the support of $\mu$ is contained in $B$ and it is…

Probability · Mathematics 2019-10-17 Ábel Farkas

We consider a number $\nu_n$ of components in a random graph $G(n,p)$ with $n$ vertices, where the probability of an edge is equal to $p$. By operating with special generating functions we shows the next asymptotic relation for factorial…

Probability · Mathematics 2019-04-03 Nikolay Kazimirow