Related papers: Covariance within Random Integer Compositions
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
An integer composition of a nonnegative integer $n$ is a tuple $(\pi_1,\ldots,\pi_k)$ of nonnegative integers whose sum is $n$; the $\pi_i$'s are called the parts of the composition. For fixed number $k$ of parts, the number of $f$-weighted…
The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…
Given a probability distribution P, what is the minimum amount of bits needed to store a value x sampled according to P, such that x can later be recovered (except with some small probability)? Or, what is the maximum amount of uniform…
The assumption that the elements of the cost matrix in the classical assignment problem are drawn independently from a standard Gaussian distribution motivates the study of a particular Gaussian field indexed by the symmetric permutation…
We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…
We introduce the maximal correlation coefficient $R(M_1,M_2)$ between two noncommutative probability subspaces $M_1$ and $M_2$ and show that the maximal correlation coefficient between the sub-algebras generated by $s_n:=x_1+\ldots +x_n$…
Fix a graph $H$ and some $p\in (0,1)$, and let $X_H$ be the number of copies of $H$ in a random graph $G(n,p)$. Random variables of this form have been intensively studied since the foundational work of Erd\H{o}s and R\'{e}nyi. There has…
S. Artstein, K. Ball, F. Barthe, and A. Naor have shown that if (X_j) are i.i.d. random variables, then the entropy of n^{-1/2}(X_1+....+X_n) increases as n increases. The free analogue was recently proven by D. Shlyakhtenko. That is, if…
We consider the problem of optimal linear estimation of the functional $$A_N \vec{\xi} =\sum_{j = 0}^{N} (\vec{a}(j))^{\top} \vec{\xi}(j)$$ that depends on the unknown values $\vec{\xi}(j),j=0,1,\dots,N,$ of a vector-valued harmonizable…
We propose a coefficient of conditional dependence between two random variables $Y$ and $Z$ given a set of other variables $X_1,\ldots,X_p$, based on an i.i.d. sample. The coefficient has a long list of desirable properties, the most…
Let $X$ be an irreducible shift of finite type (SFT) of positive entropy, and let $B_n(X)$ be its set of words of length $n$. Define a random subset $\omega$ of $B_n(X)$ by independently choosing each word from $B_n(X)$ with some…
In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identically distributed measurements of an $M$…
We investigate whether the presence or absence of correlations between subsystems of an N-partite quantum system is solely constrained by the non-negativity and monotonicity of mutual information. We argue that this relatively simple…
Let $ \{X, X_{k,i}; i \geq 1, k \geq 1 \}$ be a double array of nondegenerate i.i.d. random variables and let $\{p_{n}; n \geq 1 \}$ be a sequence of positive integers such that $n/p_{n}$ is bounded away from $0$ and $\infty$. This paper is…
For a given sequence of weights (non-negative numbers), we consider partitions of the positive integer n. Each n-partition is selected uniformly at random from the set of all such partitions. Under a classical scheme of assumptions on the…
Measuring the correlation (association) between two random variables is one of the important goals in statistical applications. In the literature, the covariance between two random variables is a widely used criterion in measuring the…
It is a classical fact that the irrationality of a number $\xi\in\mathbb R$ follows from the existence of a sequence $p_n/q_n$ with integral $p_n$ and $q_n$ such that $q_n\xi-p_n\ne0$ for all $n$ and $q_n\xi-p_n\to0$ as $n\to\infty$. In…
Let $r(k,A,n)$ denote the number of representations of $n$ as a sum of $k$ elements of a set $A \subseteq \mathbb{N}$. In 2002, Dombi conjectured that if $A$ is co-infinite, then the sequence $(r(k,A,n))_{n \geq 0}$ cannot be strictly…
We study Fibonacci compositions, which are compositions of natural numbers that only use Fibonacci numbers, in two different contexts. We first prove inequalities comparing the number of Fibonacci compositions to regular compositions where…