Related papers: Covariance within Random Integer Compositions

Let X_1, X_2,..., X_n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a symmetric sequence space. This paper gives an approximate formula for the…

Suppose X is a frequency vector that follows a central multiple hyper-geometric distribution, such as arises in random sampling of an m-category attribute from a finite population without replacement. We show that the probability that X…

Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…

Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…

We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

In this paper, we study the "sum composition problem" between two lists $A$ and $B$ of positive integers. We start by saying that $B$ is "sum composition" of $A$ when there exists an ordered $m$-partition $[A_1,\ldots,A_m]$ of $A$ where $m$…

In this work we give precise asymptotic expressions on the probability of the existence of fixed-size components at the threshold of connectivity for random geometric graphs.

We consider vertex partitions of the binomial random graph $G_{n,p}$. For $np\to\infty$, we observe the following phenomenon: in any partition into asymptotically fewer than $\chi(G_{n,p})$ parts, i.e. $o(np/\log np)$ parts, one part must…

We deal with a sequence of integer-valued random variables $\{Z_N\}_{N=1}^{\infty}$ which is related to restricted partitions of positive integers. We observe that $Z_N=X_1+ \ldots + X_N$ for independent and bounded random variables…

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

Let $\mathbb{S}_n$ denote the symmetric group on $[n]=\{1,\ldots,n\}$ with the uniform probability measure. For a permutation $\pi \in \mathbb{S}_n$ let $X_{\pi}$ denote the simplicial complex on the vertex set $[n]$ whose simplices are all…

This paper studies a continuous-time portfolio selection problem under a general distribution of random risk aversion (RRA). We provide a complete characterization of all deterministic equilibrium strategies in closed form. Our results show…

This article proposes a generalized notion of extreme multivariate dependence between two random vectors which relies on the extremality of the cross-covariance matrix between these two vectors. Using a partial ordering on the…

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

We consider the variable selection problem in linear regression. Suppose that we have a set of random variables $X_1,...,X_m,Y,\epsilon$ such that $Y=\sum_{k\in \pi}\alpha_kX_k+\epsilon$ with $\pi\subseteq \{1,...,m\}$ and $\alpha_k\in…

``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…

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

The rank correlation \xi(X,Y), recently established by Sourav Chatterjee and already popular in the statistics literature, takes values in [0,1], where 0 characterizes independence of X and Y, and 1 characterizes perfect dependence of Y on…

Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…