Related papers: Approximating the identity of convolution with ran…

Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random…

Let $p \in (0, \infty)$ be a constant and let $\{\xi_n\} \subset L^p(\Omega, {\mathcal F}, \P)$ be a sequence of random variables. For any integers $m, n \ge 0$, denote $S_{m, n} = \sum_{k=m}^{m + n} \xi_k$. It is proved that, if there…

The concept of probabilistic values, such as Beta Shapley values and weighted Banzhaf values, has gained recent attention in applications like feature attribution and data valuation. However, exact computation of these values is often…

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

Let $(X_i)_{i\geq 1}$ be an i.i.d. sample on $\RRR^d$ having density $f$. Given a real function $\phi$ on $\RRR^d$ with finite variation and given an integer valued sequence $(j_n)$, let $\fn$ denote the estimator of $f$ by wavelet…

We present a variational inference (VI) framework that unifies and leverages sequential Monte-Carlo (particle filtering) with \emph{approximate} rejection sampling to construct a flexible family of variational distributions. Furthermore, we…

This article studies the convergence rate of the sample mean for $\varphi$-mixing dependent random variables with finite means and infinite variances. Dividing the sample mean into sum of the average of the main parts and the average of the…

Let $\{X_i,i\geq1\}$ be a sequence of negatively associated random variables, and let $\{X_i^\ast,i\geq 1\}$ be a sequence of independent random variables such that $X_i^\ast$ and $X_i$ have the same distribution for each $i$. Denote by…

We consider sparse inhomogeneous Erd\H{o}s-R\'enyi random graph ensembles where edges are connected independently with probability $p_{ij}$. We assume that $p_{ij}= \varepsilon_N f(w_i, w_j)$ where $(w_i)_{i\ge 1}$ is a sequence of…

The average properties of the well-known Subset Sum Problem can be studied by the means of its randomised version, where we are given a target value $z$, random variables $X_1, \ldots, X_n$, and an error parameter $\varepsilon > 0$, and we…

We define twelve variants of a Reifenberg's affine approximation property, which are known to be connected with the singular sets of minimal surfaces. With this motivation we investigate the regularity of the sets possessing these. We…

A real \alpha is called recursively enumerable ("r.e." for short) if there exists a computable, increasing sequence of rationals which converges to \alpha. It is known that the randomness of an r.e. real \alpha can be characterized in…

We consider the problem of estimating the mean of a random vector based on $N$ independent, identically distributed observations. We prove the existence of an estimator that has a near-optimal error in all directions in which the variance…

Consider the problem of drawing random variates $(X_1,\ldots,X_n)$ from a distribution where the marginal of each $X_i$ is specified, as well as the correlation between every pair $X_i$ and $X_j$. For given marginals, the…

We propose a convergence mode for positive Radon measures which allows a sequence of probability measures to have an improper limiting measure. We define a sequence of vague priors as a sequence of probability measures that converges to an…

The random variable simulation problem consists in using a $k$-dimensional i.i.d. random vector $X^{k}$ with distribution $P_{X}^{k}$ to simulate an $n$-dimensional i.i.d. random vector $Y^{n}$ so that its distribution is approximately…

In this paper, our primary objective is to study a possible decomposition of an approximately convex sequence. For a given $\varepsilon>0$; a sequence $\big<u_n\big>_{n=0}^{\infty}$ is said to be $\varepsilon$-convex, if for any…

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

Let $\left\{ Z_{n},n=0,1,2,...\right\} $ be a critical branching process in random environment and let $\left\{ S_{n},n=0,1,2,...\right\} $ be its associated random walk. It is known that if the increments of this random walk belong…

Consider a sample of a centered random vector with unit covariance matrix. We show that under certain regularity assumptions, and up to a natural scaling, the smallest and the largest eigenvalues of the empirical covariance matrix converge,…