Related papers: A phase transition for repeated averages

We consider a popular online change-point problem of detecting a transient change in distributions of i.i.d. random variables. For this change-point problem, several change-point procedures are formulated and some advanced results for a…

Let $S_n^{(2)}$ denote the iterated partial sums. That is, $S_n^{(2)}=S_1+S_2+ ... +S_n$, where $S_i=X_1+X_2+ ... s+X_i$. Assuming $X_1, X_2,....,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence…

The vertex-cover problem is studied for random graphs $G_{N,cN}$ having $N$ vertices and $cN$ edges. Exact numerical results are obtained by a branch-and-bound algorithm. It is found that a transition in the coverability at a $c$-dependent…

We introduce a very general model of an inhomogenous random graph with independence between the edges, which scales so that the number of edges is linear in the number of vertices. This scaling corresponds to the p=c/n scaling for G(n,p)…

Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=\epsilon_{n+1}X_n(1-X_n), where \epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{\theta}(x)=\theta x(1-x). Its study is of…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

We consider a phase retrieval problem, where we want to reconstruct a $n$-dimensional vector from its phaseless scalar products with $m$ sensing vectors, independently sampled from complex normal distributions. We show that, with a suitable…

Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded above up to universal constant by the square root of the…

For each positive integer n greater than or equal to 2, a new approach to expressing real numbers as sequences of nonnegative integers is given. The n=2 case is equivalent to the standard continued fraction algorithm. For n=3, it reduces to…

The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested methodology employs only the empirical spectral density and…

We review connections between phase transitions in high-dimensional combinatorial geometry and phase transitions occurring in modern high-dimensional data analysis and signal processing. In data analysis, such transitions arise as abrupt…

We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be…

We prove that the mixing time of driven-dissipative activated random walk on an interval of length $n$ with uniform or central driving exhibits cutoff at $n$ times the critical density for activated random walk on the integers. The proof…

We study the phase portraits with positive probability of random planar homogeneous vector fields of degree n. In particular, for n=1,2,3, we give a complete solution of the problem and, moreover, either we give the exact value of each…

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We study rate of convergence of recursive estimation procedures for the general…

We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

We study the evolution of angular variable (phase) for general (not necessarily Hamiltonian) perturbations of Hamiltonian systems with one degree of freedom near separatrices of the unperturbed system. To this end, we use averaged system of…

We consider a random system of equations $x_i+x_j=b_{(i,j)} (\text{mod }2)$, $(x_u\in \{0,1\},\, b_{(u,v)}=b_{(v,u)}\in\{0,1\})$, with the pairs $(i,j)$ from $E$, a symmetric subset of $[n]\times [n]$. $E$ is chosen uniformly at random…

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…

Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…