Related papers: Mean and Minimum of Independent Random Variables

We formulate simple equivalent conditions for the validity of Bayes' formula for conditional densities. We show that for any random variables X and Y (with values in arbitrary measurable spaces), the following are equivalent: 1. X and Y…

We determine the asymptotics for the variance of the number of zeros of random linear combinations of orthogonal polynomials of degree $\leq n$ in subintervals $\left [ a,b\right ] $ of the support of the underlying orthogonality measure…

Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

We present a new exponential inequality as a generalization of that of Sung \textit{et al.} \cite{sun2011} for $M$-acceptable random variables, and hence for extended negative ones. Our result is based on the simple real inequality $e^{x}…

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Given a connected, compact, totally geodesic submanifold Y^m of noncompact type inside a compact locally symmetric space of noncompact type X^n, we provide a sufficient condition that ensures that [Y^m] is nonzero in H_m(X^n; R); in low…

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

Let $(X,G)$ be a topological dynamical system, given by the action of a is a countable discrete infinite group on a compact metric space $X$. We prove that if $(X,G)$ is minimal, then it is either diam-mean $m$-equicontinuious or diam-mean…

In this work, we study asymptotic zero distribution of random multi-variable polynomials which are random linear combinations $\sum_{j}a_jP_j(z)$ with i.i.d coefficients relative to a basis of orthonormal polynomials $\{P_j\}_j$ induced by…

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…

Investigation of the reversibility of the directional hierarchy in the interdependency among the notions of conditional independence, conditional mean independence, and zero conditional covariance, for two random variables X and Y given a…

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

This article develops a general theory for minimum norm interpolating estimators and regularized empirical risk minimizers (RERM) in linear models in the presence of additive, potentially adversarial, errors. In particular, no conditions on…

We introduce some new indexes to measure the departure of any multivariate continuous distribution on non-negative orthant from a given reference one such the uncorrelated exponential model, similar to the relative Fisher dispersion indexes…

Let $p \in (0, \infty)$ be a constant and let $\{\xi_n\} \subset L^p(\Omega, {\mathcal F}, \P)$ be a sequence of random variables. For any integers $m, n \ge 0$, denote $S_{m, n} = \sum_{k=m}^{m + n} \xi_k$. It is proved that, if there…

Let {X,X_n;n\geq 1} be a sequence of i.i.d. mean-zero random variables, and let S_n=\sum_{i=1}^nX_i,n\geq 1. We establish necessary and sufficient conditions for having with probability 1, 0<lim sup_{n\to \infty}|S_n|/\sqrtnh(n)<\infty,…

The Cauchy distribution is usually presented as a mathematical curiosity, an exception to the Law of Large Numbers, or even as an "Evil" distribution in some introductory courses. It therefore surprised us when Drton and Xiao (2016) proved…