Related papers: Unbalanced urn model with random addition
The sum of $n$ {non-independent} Bernoulli random variables could be modeled in several different ways. One of these is the Multiplicative Binomial Distribution (MBD), introduced by Altham (1978) and revised by Lovison (1998). In this work,…
In this paper we correct an error made in a previous work, where a misleading stochastic system was obtained due to a lapse concerning a sign in one of the equations at the beginning of the work such that the results obtained are quite…
I present a generalization of the Ehrenfest urn model that is aimed at simulating the approach to equilibrium in a dilute gas. The present model differs from the original one in two respects: 1) the two boxes have different volumes and are…
The added mass effect is the contribution to a Brownian particle's effective mass arising from the hydrodynamic flow its motion induces. For a spherical particle in an incompressible fluid, the added mass is half the fluid's displaced mass,…
We obtain a necessary and sufficient condition under which random-coefficient discrete choice models, such as mixed-logit models, are rich enough to approximate any nonparametric random utility models arbitrarily well across choice sets.…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
A cyclic urn is an urn model for balls of types $0,\ldots,m-1$ where in each draw the ball drawn, say of type $j$, is returned to the urn together with a new ball of type $j+1 \mod m$. The case $m=2$ is the well-known Friedman urn. The…
We obtain Azuma bounds for the probabilities of being away from the limit for a class of urn models. The method consists of relating the variables to certain linear combinations using eigenvectors of the replacement matrix, thus bringing in…
We find the asymptotic total variation distance between two distributions on configurations of m balls in n labeled bins: in the first, each ball is placed in a bin uniformly at random; in the second, k balls are planted in an arbitrary but…
What can we say about the spectra of a collection of microscopic variables when only their coarse-grained sums are experimentally accessible? In this paper, using the tools and methodology from the study of quantum nonlocality, we develop a…
Consider the following process whereby $n$ balls are distributed into $k$ bins. Repeatedly, a ball is removed from a non-empty bin chosen uniformly at random. The process ends when a single non-empty bin remains. Will Ma…
We model stochastic choice as environment-dependent switching among a small library of deterministic decision rules. A Random Rule Model generates menu-level choice probabilities via named, interpretable rules weighted by observable menu…
While many physical processes are non-equilibrium in nature, the theory and modeling of such phenomena lag behind theoretical treatments of equilibrium systems. The diversity of powerful theoretical tools available to describe equilibrium…
This paper proposes a model, the linear model, for randomly generating logic programs with low density of rules and investigates statistical properties of such random logic programs. It is mathematically shown that the average number of…
We propose a generalized Ehrenfest urn model of many urns arranged periodically along a circle. The evolution of the urn model system is governed by a directed stochastic operation. Method for solving an $N$-ball, $M$-urn problem of this…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
Standard statistical mechanical or condensed matter arguments tell us that bulk properties of a physical system do not depend too much on boundary conditions. Random tilings of large regions provide counterexamples to such intuition, as…