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In probability theory and statistics, the IID model represents a single population, and a large, potentially infinite sample from this population. Main theorems, in particular the central limit theorem and laws of large number (LLN) assure…

The paper is concerned with the equilibrium distribution $\Pi_n$ of the $n$-th element in a sequence of continuous-time density dependent Markov processes on the integers. Under a $(2+\a)$-th moment condition on the jump distributions, we…

Let $(g_n)_{n\geq 1}$ be a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group $\textrm{GL}(V)$, where $V=\mathbb R^d$. Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq…

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…

For each prime $p$, let $I_p \subset \mathbb{Z}/p\mathbb{Z}$ denote a collection of residue classes modulo $p$ such that the cardinalities $|I_p|$ are bounded and about $1$ on average. We show that for sufficiently large $x$, the sifted set…

Variance reduction for causal inference in the presence of network interference is often achieved through either outcome modeling, typically analyzed under unit-randomized Bernoulli designs, or clustered experimental designs, typically…

The Ghatak-Sherrington (GS) spin glass model is a random probability measure defined on the configuration space $\{0,\pm1,\pm2,\ldots, \pm \mathcal{S} \}^N$ with system size $N$ and $\mathcal{S}\ge1$ finite. This generalizes the classical…

We introduce a new class of balanced allocation processes which are primarily characterized by ``filling'' underloaded bins. A prototypical example is the Packing process: At each round we only take one bin sample, if the load is below the…

We consider shot noise processes $(X(t))_{t \geq 0}$ with deterministic response function $h$ and the shots occurring at the renewal epochs $0= S_0 < S_1 < S_2 ...$ of a zero-delayed renewal process. We prove convergence of the…

The Bernoulli sieve is the infinite "balls-in-boxes" occupancy scheme with random frequencies $P_k=W_1...W_{k-1}(1-W_k)$, where $(W_k)_{k\in\mn}$ are independent copies of a random variable $W$ taking values in $(0,1)$. Assuming that the…

Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables in a regular sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$ with the finite Choquet expectation, upper mean…

We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Fix $q\neq 1$, and sample $w\in S_n$ from the Mallows measure. We study the distribution of $C_i(w)$, the number of $i$-cycles, as $n$ grows large. When $q<1$, they are jointly Gaussian, and this more or less follows from known ideas, but…

The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…

Since its original formulation, Jensen's inequality has played a fundamental role across mathematics, statistics, and machine learning, with its probabilistic version highlighting the nonnegativity of the so-called Jensen's gap, i.e., the…

Consider a `dense' Erd\H{o}s--R\'enyi random graph model $G=G_{n,M}$ with $n$ vertices and $M$ edges, where we assume the edge density $M/\binom{n}{2}$ is bounded away from 0 and 1. Fix $k=k(n)$ with $k/n$ bounded away from 0 and~1, and let…

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

The long-standing Gaussian product inequality (GPI) conjecture states that, for any centered $\mathbb{R}^n$-valued Gaussian random vector $(X_1, \dots, X_n)$ and any positive reals $\alpha_1, \dots, \alpha_n$, ${\bf…

It is well-known that for a quickly increasing sequence $(n_k)_{k \geq 1}$ the functions $(\cos 2 \pi n_k x)_{k \geq 1}$ show a behavior which is typical for sequences of independent random variables. If the growth condition on $(n_k)_{k…