Related papers: A Berry-Esseen theorem for Pitman's $\alpha$-diver…

We study random partitions $\lambda=(\lambda_1,\lambda_2,...,\lambda_d)$ of $n$ whose length is not bigger than a fixed number $d$. Suppose a random partition $\lambda$ is distributed according to the Jack measure, which is a deformation of…

We study the distribution of spacings between the fractional parts of $n^d\alpha$. For $\alpha$ of high enough Diophantine type we prove a necessary and sufficient condition for $n^d\alpha\mod 1, 1\leq n\leq N,$ to be Poissonian as $N\to…

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…

The Kochen-Specker (KS) theorem is a cornerstone result in quantum foundations, establishing that quantum correlations in Hilbert spaces of dimension $d \geq 3$ cannot be explained by (consistent) hidden variable theories that assign a…

As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically…

We consider parametric exponential families of dimension $K$ on the real line. We study a variant of \textit{boundary crossing probabilities} coming from the multi-armed bandit literature, in the case when the real-valued distributions form…

Let $f_n$ be a random polynomial of degree $n$, whose coefficients are independent and identically distributed random variables with mean-zero and variance one. Let $\Delta(f_n)$ denote the discriminant of $f_n$, that is $\Delta(f_n) =…

It is proved that the scattering amplitude $A(\beta, \alpha_0, k_0)$, known for all $\beta\in S^2$, where $S^2$ is the unit sphere in $\mathbb{R}^3$, and fixed $\alpha_0\in S^2$ and $k_0>0$, determines uniquely the surface $S$ of the…

Let $\alpha_m$ and $\beta_n$ be two sequences of real numbers supported on $[M, 2M]$ and $[N, 2N]$ with $M = X^{1/2 - \delta}$ and $N = X^{1/2 + \delta}$. We show that there exists a $\delta_0 > 0$ such that the multiplicative convolution…

This article is motivated by the following satisfiability question: pick uniformly at random an and/or Boolean expression of length n, built on a set of k_n Boolean variables. What is the probability that this expression is satisfiable?…

Favaro, Lijoi, and Pruenster (2012, Biometrics, 68, 1188--1196) derive a novel Bayesian nonparametric estimator of the probability of detecting at the $(n+m+1)$th observation a species already observed with any given frequency in an…

The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…

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,…

We have developed a heuristic showing that in the Dirichlet divisor problem for the almost all $n \in \mathbb{N}^{+}$: $$ R(n) \leq O(\psi(n)n^{\frac{1}{4}}) $$ where $$ R(n) = \Big\lvert \sum_{x=1}^{n}\Big\lfloor\frac{n}{x}\Big\rfloor -…

This work centers around results related to Proposition 21 of Pitman and Yor's (1997) paper on the two parameter Poisson Dirichlet distribution indexed by (\alpha,\theta) for 0<\alpha<1, also \alpha=0, and \theta>-\alpha, denoted…

We compute analytically, for large $N$, the probability $\mathcal{P}(N_+,N)$ that a $N\times N$ Wishart random matrix has $N_+$ eigenvalues exceeding a threshold $N\zeta$, including its large deviation tails. This probability plays a…

Let $S_n$ be a random walk with i.i.d. increments which have zero mean and finite variance. For every $x\ge0$ we define the stopping time $\tau_x:=\inf\{n\ge1:x+S_n\le0\}$ and consider the probabilities $\mathbb{P}(x+S_n\ge y,\tau_x>n)$. We…

This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…

The Dirichlet distribution, also known as multivariate beta, is the most used to analyse frequencies or proportions data. Maximum likelihood is widespread for estimation of Dirichlet's parameters. However, for small sample sizes, the…