Related papers: Some Results on Joint Record Events
Given a sequence of samples $x_1, \dots , x_k$ promised to be drawn from one of two distributions $X_0, X_1$, a well-studied problem in statistics is to decide $\textit{which}$ distribution the samples are from. Information theoretically,…
We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…
A random variable $Y_1$ is said to be smaller than $Y_2$ in the increasing concave stochastic order if $\mathbb{E}[\phi(Y_1)] \leq \mathbb{E}[\phi(Y_2)]$ for all increasing concave functions $\phi$ for which the expected values exist, and…
Let $X_1$, $X_2$,... be a sequence of independent random variables with common distribution function $F$ in the domain of attraction of a Gumbel extreme value distribution and for each integer $n\geq 1$, let $X_{1,n} \leq ... X_{n,n}$…
In biological systems, information is frequently transferred with Poisson like spike processes (shot noise) modulated in time by information-carrying signals. How then to quantify information transfer for the output for such nonstationary…
We study the statistical distribution of the closest encounter between generic smooth observations computed along different trajectories of a rapidly mixing dynamical system. At the limit of large trajectories, we obtain a distribution of…
A new type of stochastic dependence for a sequence of random variables is introduced and studied. Precisely, (X_n)_{n\geq 1} is said to be conditionally identically distributed (c.i.d.), with respect to a filtration (G_n)_{n\geq 0}, if it…
While learning with limited labelled data can improve performance when the labels are lacking, it is also sensitive to the effects of uncontrolled randomness introduced by so-called randomness factors (e.g., varying order of data). We…
We consider a distributed learning setup where a network of agents sequentially access realizations of a set of random variables with unknown distributions. The network objective is to find a parametrized distribution that best describes…
This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to…
Statistical learning under distributional drift remains poorly characterized, especially in closed-loop settings where learning alters the data-generating law. We introduce an intrinsic drift budget $C_T$ that quantifies cumulative…
The paper concerns the optimal upper bounds on the expectations of the kth record values (k >= 1) centered about the sample mean. We consider the case, when the records are based on the infinite sequence of the independent identically…
This study focuses on an alignment-free sequence comparison method: the number of words of length k shared between two sequences, also known as the D_2 statistic. The advantages of the use of this statistic over alignment-based methods are…
In this paper we examine some relative orderings of upper and lower records. It is shown that if m > n, the mth upper record ages faster than the nth upper record, where the data sets come from a sequence of independent and identically…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
We propose new measures of shared information, unique information and synergistic information that can be used to decompose the multi-information of a pair of random variables $(Y,Z)$ with a third random variable $X$. Our measures are…
We study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in presence of a constant bias c. At each time-step the walker makes a random jump of length \eta drawn from a continuous…
Social dynamics is concerned primarily with interactions among individuals and the resulting group behaviors, modeling the temporal evolution of social systems via the interactions of individuals within these systems. In particular, the…
The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…
Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…