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We consider a set $\mbK = \bigcup_{n \in \mbbN}\mbK_n$ of {\em finite} structures such that all members of $\mbK_n$ have the same universe, the cardinality of which approaches $\infty$ as $n\to\infty$. Each structure in $\mbK$ may have a…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
Let $T$ be the Student one- or two-sample $t$-, $F$-, or Welch statistic. Now release the underlying assumptions of normality, independence and identical distribution and consider a more general case where one only assumes that the vector…
This work explores properties of Strong Data-Processing constants for R\'enyi Divergences. Parallels are made with the well-studied $\varphi$-Divergences, and it is shown that the order $\alpha$ of R\'enyi Divergences dictates whether…
In this paper we scrutinize the so called Principle of Local Lorentz Invariance (\emph{PLLI}) that many authors claim to follow from the Equivalence Principle. Using rigourous mathematics we introduce in the General Theory of Relativity two…
This note develops Rio's proof [C. R. Math. Acad. Sci. Paris, 1995] of the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers to the case of sums of dependent random variables with regularly varying normalizing…
We study the properties of variational Bayes approximations for exponential family models with missing values. It is shown that the iterative algorithm for obtaining the variational Bayesian estimator converges locally to the true value…
We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…
Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics.…
Motivated by the Beck-Fiala conjecture, we study the discrepancy problem in two related models of random hypergraphs on $n$ vertices and $m$ edges. In the first (edge-independent) model, a random hypergraph $H_1$ is constructed by fixing a…
We consider the symmetric simple exclusion process evolving on the interval of length $n-1$ in contact with reservoirs of density $\rho \in (0,1)$ at the boundary. We use Yau's relative entropy method to show that if the initial measure is…
The stage of evolution is the population of reproducing individuals. The structure of the population is know to affect the dynamics and outcome of evolutionary processes, but analytical results for generic random structures have been…
Consider a branching process $\{Z_n\}$ in a varying environment. Let $\{W_n\}$ be the natural martingale $Z_n/{\bf E}Z_n$. It converges to some random variable $W$ as $n\to\infty$. An important problem is to show that ${\bf P}(W>0)$ equals…
This paper formalizes a latent variable inference problem we call {\em supervised pattern discovery}, the goal of which is to find sets of observations that belong to a single ``pattern.'' We discuss two versions of the problem and prove…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…
A new realized conditional autoregressive Value-at-Risk (VaR) framework is proposed, through incorporating a measurement equation into the original quantile regression model. The framework is further extended by employing various Expected…
This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
The increasing occurrence of ordinal data, mainly sociodemographic, led to a renewed research interest in ordinal regression, i.e. the prediction of ordered classes. Besides model accuracy, the interpretation of these models itself is of…
We consider a regular $n$-ary tree of height $h$, for which every vertex except the root is labelled with an independent and identically distributed continuous random variable. Taking motivation from a question in evolutionary biology, we…
We consider the problem of evaluating $I(\varphi):=\int_{[0,1)^s}\varphi(x) dx$ for a function $\varphi \in L^2[0,1)^{s}$. In situations where $I(\varphi)$ can be approximated by an estimate of the form $N^{-1}\sum_{n=0}^{N-1}\varphi(x^n)$,…