Related papers: On the probability that a binomial variable is at …
We study the probability that a random polynomial with integer coefficients is reducible when factored over the rational numbers. Using computer-generated data, we investigate a number of different models, including both monic and non-monic…
Let $P_r(n)$ be the set of partitions of n with non negative rth differences. Let $\lambda$ be a partition chosen uniformly at random among the set $P_r(n)$. Let $d(\lambda)$ be a positive rth difference chosen uniformly at random in…
We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…
Three versions of the Weak Law of Large Numbers are proposed for weakly dependent and generally speaking non-equally distributed random variables, with finite or possibly infinite expectations.
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…
Let $A_n=(a_0,a_1,\dots,a_{n-1})$ be drawn uniformly at random from $\{-1,+1\}^n$ and define \[ M(A_n)=\max_{0<u<n}\,\Bigg|\sum_{j=0}^{n-u-1}a_ja_{j+u}\Bigg|\quad\text{for $n>1$}. \] It is proved that $M(A_n)/\sqrt{n\log n}$ converges in…
Let $n\geq 2$ and $(X_i,1\leq i\leq n)$ be a centered Gaussian random vector. The Gaussian minimum conjecture says that $E\left(\min_{1\leq i\leq n}|X_i|\right)\geq E\left(\min_{1\leq i\leq n}|Y_i|\right)$, where $Y_1,\ldots,Y_n$ are…
We study the problem of computing maximin share guarantees, a recently introduced fairness notion. Given a set of $n$ agents and a set of goods, the maximin share of a single agent is the best that she can guarantee to herself, if she would…
Let $M$ be an $n\times n$ random matrix with entries in $\{0, 1\}$, where each row is independently and uniformly sampled from the set of all vectors in $\{0, 1\}^n$ containing exactly $d$ ones, with $d=pn$ for some fixed constant $p\in…
We introduce a notion of computable randomness for infinite sequences that generalises the classical version in two important ways. First, our definition of computable randomness is associated with imprecise probability models, in the sense…
Given a set of independent Poisson random variables with common mean, we study the distribution of their maximum and obtain an accurate asymptotic formula to locate the most probable value of the maximum. We verify our analytic results with…
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…
We determine, within 1, the value of N for which sum (s1 choose i)(s2 choose N)(s1 choose N-i)(N choose i) achieves its maximum value. Here s1 and s2 are fixed integers. This problem arises in studying the most likely value for the size of…
A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
For a word $\pi$ and integer $i$, we define $L^i(\pi)$ to be the length of the longest subsequence of the form $i(i+1)\cdots j$, and we let $L(\pi):=\max_i L^i(\pi)$. In this paper we estimate the expected values of $L^1(\pi)$ and $L(\pi)$…
We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…
Given two vectors in Euclidean space, how unlikely is it that a random vector has a larger inner product with the shorter vector than with the longer one? When the random vector has independent, identically distributed components, we…
Let $M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the boundary case. As $n \to \infty$, $M_n- {3 \over 2} \log n$ is tight (see [1][9][2]). We establish here a law of iterated logarithm for the…
``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.'' Suppose $X, X'$ are independent and identically distributed…