Related papers: Asymptotic Divergences and Strong Dichotomy

In this paper, we propose some estimators for the parameters of a statistical model based on Kullback-Leibler divergence of the survival function in continuous setting. We prove that the proposed estimators are subclass of "generalized…

We derive bulk asymptotics of skew-orthogonal polynomials (sop) $\pi^{\bt}_{m}$, $\beta=1$, 4, defined w.r.t. the weight $\exp(-2NV(x))$, $V (x)=gx^4/4+tx^2/2$, $g>0$ and $t<0$. We assume that as $m,N \to\infty$ there exists an $\epsilon >…

Let $\eta_1$, $\eta_2,\ldots$ be independent copies of a random variable $\eta$ with zero mean and finite variance which is bounded from the right, that is, $\eta\leq b$ almost surely for some $b>0$. Considering different types of the…

This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures. We establish some fundamental properties of these…

We provide finite sample upper and lower bounds on the Binomial tail probability which are a direct application of Sanov's theorem. We then use these to obtain high probability upper and lower bounds on the minimum of i.i.d. Binomial random…

For each $N\geq 1$, let $G_N$ be a simple random graph on the set of vertices $[N]=\{1,2, ..., N\}$, which is invariant by relabeling of the vertices. The asymptotic behavior as $N$ goes to infinity of correlation functions: $$ \mathfrak…

The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to the Poisson distribution. The normalizing constant…

We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…

We study the distribution of prime numbers under the unlikely assumption that Siegel zeros exist. In particular we prove for \[ \sum_{n \leq X} \Lambda(n) \Lambda(\pm n+h) \] an asymptotic formula which holds uniformly for $h = O(X)$. Such…

The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…

In this work, we derive sharp non-asymptotic deviation bounds for weighted sums of Dirichlet random variables. These bounds are based on a novel integral representation of the density of a weighted Dirichlet sum. This representation allows…

We study the growth rate of some power-free languages. For any integer $k$ and real $\beta>1$, we let $\alpha(k,\beta)$ be the growth rate of the number of $\beta$-free words of a given length over the alphabet $\{1,2,\ldots, k\}$. Shur…

In a recent work on the bipartite Erd\H{o}s-R\'{e}nyi graph, Do et al. (2023) established upper bounds on the number of connected labeled bipartite graphs with a fixed surplus. We use some recent encodings of bipartite random graphs in…

In the asymptotic theory of quantum hypothesis testing, the minimal error probability of the first kind jumps sharply from zero to one when the error exponent of the second kind passes by the point of the relative entropy of the two states…

The association between two random variables is often of primary interest in statistical research. In this paper semiparametric models for the association between random vectors X and Y are considered which leave the marginal distributions…

Two types of errors can occur when discriminating pairs of quantum states. Asymmetric state discrimination involves minimizing the probability of one type of error, subject to a constraint on the other. We give explicit expressions bounding…

In this expository note, we give a simple proof that a gambler repeating a game with positive expected value never goes broke with a positive probability. This does not immediately follow from the strong law of large numbers or other basic…

A strong direct product theorem states that if we want to compute $k$ independent instances of a function, using less than $k$ times the resources needed for one instance, then the overall success probability will be exponentially small in…

We study the tail behavior of the distribution of the sum of asymptotically independent risks whose marginal distributions belong to the maximal domain of attraction of the Gumbel distribution. We impose conditions on the distribution of…

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…