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Related papers: Covariance within Random Integer Compositions

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Let $\xi_1,\xi_2,\ldots$ be an iid sequence with negative mean. The $(m,n)$-segment is the subsequence $\xi_{m+1},\ldots,\xi_n$ and its \textit{score} is given by $\max\{\sum_{m+1}^n\xi_i,0\}$. Let $R_n$ be the largest score of any segment…

Probability · Mathematics 2014-02-25 Aleksandar Mijatović , Martijn Pistorius

Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a $2\times 2$ contingency table in a real number between $-1$ and $1$. Countless such…

Methodology · Statistics 2025-11-13 Marc-Oliver Pohle , Timo Dimitriadis , Jan-Lukas Wermuth

In this paper, we establish a new inequality tying together the effective length and the maximum correlation between the outputs of an arbitrary pair of Boolean functions which operate on two sequences of correlated random variables. We…

Information Theory · Computer Science 2017-02-07 Farhad Shirani , S. Sandeep Pradhan

Investigation of the reversibility of the directional hierarchy in the interdependency among the notions of conditional independence, conditional mean independence, and zero conditional covariance, for two random variables X and Y given a…

Statistics Theory · Mathematics 2017-10-24 Rajeshwari Majumdar

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…

Probability · Mathematics 2021-04-14 Anders Aamand , Noga Alon , Jakob Bæk Tejs Knudsen , Mikkel Thorup

We study the largest component of a random (multi)graph on n vertices with a given degree sequence. We let n tend to infinity. Then, under some regularity conditions on the degree sequences, we give conditions on the asymptotic shape of the…

Combinatorics · Mathematics 2007-07-13 Svante Janson , Malwina Luczak

Fix some $n \in \mathbb{N}$ and let $X_1, X_2,\dots, X_n$ be independent random variables drawn from the uniform distribution on $[0,1]$. A decision maker is shown the variables sequentially and, after each observation, must decide whether…

Probability · Mathematics 2016-02-01 Rémi Dendievel , Yvik Swan

We consider a number $\nu_n$ of components in a random graph $G(n,p)$ with $n$ vertices, where the probability of an edge is equal to $p$. By operating with special generating functions we shows the next asymptotic relation for factorial…

Probability · Mathematics 2019-04-03 Nikolay Kazimirow

We explore how the asymptotic structure of a random permutation of $[n]$ with $m$ inversions evolves, as $m$ increases, establishing thresholds for the appearance and disappearance of any classical, consecutive or vincular pattern. The…

Combinatorics · Mathematics 2024-08-13 David Bevan , Dan Threlfall

The paper presents an elaboration of some results on Lin's conditions. A new proof of the fact that if densities of independent random variables $\xi_1$ and $\xi_2$ satisfy Lin's condition, the same is true for their product is presented.…

Probability · Mathematics 2017-07-24 Alexander Il'inskii , Sofiya Ostrovska

We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…

Statistics Theory · Mathematics 2010-03-04 Sanjay Chaudhuri , Mathias Drton , Thomas S. Richardson

Suppose that you have $n$ colours and $m$ mutually independent dice, each of which has $r$ sides. Each dice lands on any of its sides with equal probability. You may colour the sides of each die in any way you wish, but there is one…

Probability · Mathematics 2018-08-14 Christos Pelekis

A random composition of $n$ appears when the points of a random closed set $\widetilde{\mathcal{R}}\subset[0,1]$ are used to separate into blocks $n$ points sampled from the uniform distribution. We study the number of parts $K_n$ of this…

Probability · Mathematics 2007-05-23 Alexander Gnedin , Jim Pitman , Marc Yor

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Statistics Theory · Mathematics 2022-11-07 Zihao Li , Huangjun Zhu , Masahito Hayashi

We focus on two dependency quantities of a max-stable random field $X$ on some space $T$: the extremal coefficient function $\theta$ which we define on finite sets of $T$ and the extremal correlation function $\chi(s,t)=\lim_{x \uparrow…

Probability · Mathematics 2012-05-08 Kirstin Strokorb , Martin Schlather

Solutions to the random Fibonacci recurrence x_{n+1}=x_{n} + or - Bx_{n-1} decrease (increase) exponentially, x_{n} = exp(lambda n), for sufficiently small (large) B. In the limits B --> 0 and B --> infinity, we expand the Lyapunov exponent…

Statistical Mechanics · Physics 2009-11-07 Clément Sire , Paul L. Krapivsky

Non-deductive reasoning systems are often {\em representation dependent}: representing the same situation in two different ways may cause such a system to return two different answers. Some have viewed this as a significant problem. For…

Artificial Intelligence · Computer Science 2007-05-23 Joseph Y. Halpern , Daphne Koller

This paper deals with the following question: Suppose that there exist an integer or a non-negative integer solution $x$ to a system $Ax = b$, where the number of non-zero components of $x$ is $n$. The target is, for a given natural number…

Optimization and Control · Mathematics 2026-02-12 Stefan Kuhlmann , Timm Oertel , Robert Weismantel

We show that if any number of variables are allowed to be simultaneously and independently randomized in any one experiment, log2(N) + 1 experiments are sufficient and in the worst case necessary to determine the causal relations among N >=…

Artificial Intelligence · Computer Science 2012-07-09 Frederick Eberhardt , Clark Glymour , Richard Scheines

In this work, we show that Spearman's correlation coefficient test about $H_0:\rho_s=0$ found in most statistical software packages is theoretically incorrect and performs poorly when bivariate normality assumptions are not met or the…

Methodology · Statistics 2020-08-05 Han Yu , Alan D. Hutson