Related papers: On large deviations for sums of discrete m-depende…
In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
Consider a random polynomial $Q_n$ of degree $n+1$ whose zeroes are i.i.d. random variables $\xi_0,\xi_1,\ldots,\xi_n$ in the complex plane. We study the pairing between the zeroes of $Q_n$ and its critical points, i.e. the zeroes of its…
Let $X_1,X_2,...$ be independent identically distributed random variables with values in $\C$. Denote by $\mu$ the probability distribution of $X_1$. Consider a random polynomial $P_n(z)=(z-X_1)...(z-X_n)$. We prove a conjecture of Pemantle…
(To appear in The American Statistician.) Distance covariance (Sz\'ekely, Rizzo, and Bakirov, 2007) is a fascinating recent notion, which is popular as a test for dependence of any type between random variables $X$ and $Y$. This approach…
We study the value distribution of diagonal forms in k variables and degree d with random real coefficients and positive integer variables, normalized so that mean spacing is one. We show that the l-correlation of almost all such forms is…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of…
We give heuristic arguments and computer results to support the hypothesis that, after appropriate rescaling, the statistics of spacings between adjacent prime numbers follows the Poisson distribution. The scaling transformation removes the…
The basic random $k$-SAT problem is: Given a set of $n$ Boolean variables, and $m$ clauses of size $k$ picked uniformly at random from the set of all such clauses on our variables, is the conjunction of these clauses satisfiable? Here we…
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential…
We study a well-known problem concerning a random variable $Z$ uniformly distributed between two independent random variables. Two different extensions, conditionally directed power distribution and conditionally undirected power…
Given a simple transient random walk $(S_n)_{n\geq 0}$ in $\mathbf{Z}$ and a stationary sequence of real random variables $(\xi(s))_{s\in \mathbf{Z}}$, we investigate the extremes of the sequence $(\xi(S_n))_{n\geq 0}$. Under suitable…
In the paper, upper bounds for the rate of convergence in laws of large numbers for mixed Poisson random sums are constructed. As a measure of the distance between the limit and pre-limit laws, the Zolotarev $\zeta$-metric is used. The…
This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…
A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…
The often debated issue of `ratios of small numbers of events' is approached from a probabilistic perspective, making a clear distinction between the predictive problem (forecasting numbers of events we might count under well stated…
By deriving a general expression for multiplicity distribution (a conditional probability distribution) in statistical model, we demonstrate the mismatches between experimental measurements and previous theoretical calculations on…
This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…
The recent paper [27] provides a statistical analysis for efficient detection of signal components when missing data samples are present. Here we focus our attention to some complex-valued discrete random variables $X_l(m,N)$ ($0\le l\le…