Related papers: On conditions under which a probability distributi…
In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…
The growth of a population is often modeled as branching process where each individual at the end of its life is replaced by a certain number of offspring. An example of these branching models is the Bellman-Harris process, where the…
We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the…
A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…
The definition of conditional probability in case of continuous distributions was an important step in the development of mathematical theory of probabilities. How can we define this notion in algorithmic probability theory? In this survey…
For a subcritical Galton-Watson process $(\zeta_n)$, it is well known that under an $X \log X$ condition, the quotient $P(\zeta_n > 0)/ E\zeta_n$ has a finite positive limit. There is an analogous result for a (one-dimensional)…
We adopt an empirical approach to the characterization of the distribution of twin primes within the set of primes, rather than in the set of all natural numbers. The occurrences of twin primes in any finite sequence of primes are like…
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…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
We consider $n$ independent random points uniformly distributed in the $d_n$-dimensional unit cube and study Pareto points, that is, points that do not coordinatewise dominate any other point. We identify the critical growth rate of $d_n$…
Stern's diatomic sequence with its intrinsic repetition and refinement structure between consecutive powers of $2$ gives rise to a rather natural probability measure on the unit interval. We construct this measure and show that it is purely…
While classical concentration inequalities are typically restricted to two special cases -- independence and martingale difference sequences -- we extend concentration inequalities to a much broader class of stochastic processes by relaxing…
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
In this paper, we give a Breiman's theorem for conditional dependent random vector, where one component has a regularly-varying-tailed distribution with the index $\alpha\ge0$ and its slowly varying function satisfies a relaxed condition,…
We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables $X_i$ which satisfy the following condition on the growth of moments:…
The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…
We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…
The classical and quantum evolution of a generic probability distribution is analyzed. To that end, a formalism based on the decomposition of the distribution in terms of its statistical moments is used, which makes explicit the differences…
A condition on the location of the centre of a mass (or probability) distribution is found if its second moments are given. The result is applied to the relation between the centre of mass and the inertia matrix of bodies. An example is…
We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…