Related papers: Matching marginals and sums

Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\infty\}$ be an absolutely summable sequence of real numbers. In…

This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…

Let $X_1,\ldots,X_M$ and $Y_1,\ldots,Y_N$ be independent zero mean normal random variables with variances $\sigma_{X_i}^2$, $i=1,\ldots,M$, and $\sigma_{Y_j}^2$, $j=1,\ldots,N$, respectively, and let $X=X_1\cdots X_M$ and $Y=Y_1\cdots Y_N$.…

Let $M$ be a complete Riemannian manifold, $N\in \NN$ and $p\ge 1$. We prove that almost everywhere on $x=(x_1,...,x_N)\in M^N$ for Lebesgue measure in $M^N$, the measure $\di \mu(x)=\f1N\sum_{k=1}^N\d_{x_k}$ has a unique $p$-mean $e_p(x)$.…

Let $X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables with mean zero, and consider the scaled random walk of the form $Y^N_{k+1} = Y^N_{k} + a_N(Y^N_k) X_{k+1}$, where $a_N: \mathbb R \to \mathbb R_+$. We show, under…

The multivariate Meixner polynomials are shown to arise as matrix elements of unitary representations of the $SO(d,1)$ group on oscillator states. These polynomials depend on $d$ discrete variables and are orthogonal with respect to the…

In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…

This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge1\}$ with general…

In two recent papers we introduced some new techniques for constructing an extension of a probability-preserving system $T:\mathbb{Z}^d\curvearrowright (X,\mu)$ that enjoys certain desirable properties in connexion with the asymptotic…

Let $k\leq n$. Each polynomial $p\in\oR[x_1,...,x_n]$ can be uniquely written as $p=\sum_{\mu}\mu p_{\mu}$, where $\mu$ ranges over the set $M$ of all monomials in $\oR[x_1,...,x_k]$ and where $p_{\mu}\in\oR[x_{k+1},...,x_n]$. If $p$ is…

The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…

We begin a generalized study of sum-product type phenomenon in different fields by considering pairs $P(x,y)$ and $Q(x,y)$ of two variable polynomials that simultaneously exhibit small symmetric expansion. Our first result is that such…

In this paper, we present new structures and results on the set $\M_\D$ of mean functions on a given symmetric domain $\D$ of $\mathbb{R}^2$. First, we construct on $\M_\D$ a structure of abelian group in which the neutral element is simply…

Margin-based classifiers have been popular in both machine learning and statistics for classification problems. Since a large number of classifiers are available, one natural question is which type of classifiers should be used given a…

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Let $A$ be a set of finite integers, define $$A+A \ = \ \{a_1+a_2: a_1,a_2 \in A\}, \ \ \ A-A \ = \ \{a_1-a_2: a_1,a_2 \in A\},$$ and for non-negative integers $s$ and $d$ define $$sA-dA\ =\ \underbrace{A+\cdots+A}_{s}…

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…

We study the limiting spectral distribution of large-dimensional sample covariance matrices associated with symmetric random tensors formed by $\binom{n}{d}$ different products of $d$ variables chosen from $n$ independent standardized…