Related papers: Normal limiting distributions for systems of linea…

In this paper we obtain general integral formulas for probabilities in the asymmetric simple exclusion process (ASEP) on the integer lattice with nearest neighbor hopping rates p to the right and q=1-p to the left. For the most part we…

We address the problem of producing a lower bound for the mean of a discrete probability distribution, with known support over a finite set of real numbers, from an iid sample of that distribution. Up to a constant, this is equivalent to…

It is a classical result of Harper that the limiting distribution of the number of blocks in partitions of the set $\{1, 2,..., n\}$ is normal. In this paper, using the saddle point method we prove the normality of the limiting distribution…

We consider the problem of learning co-occurrence information between two word categories, or more in general between two discrete random variables taking values in a hierarchically classified domain. In particular, we consider the problem…

Consider the sequence of continued fraction convergents $p_n/q_n$ to a random irrational number. We study the distribution of the sequences $p_n \pmod{m}$ and $q_n \pmod{m}$ with a fixed modulus $m$, and more generally, the distribution of…

We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…

In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…

Stein's method is used to obtain two theorems on multivariate normal approximation. Our main theorem, Theorem 1.2, provides a bound on the distance to normality for any nonnegative random vector. Theorem 1.2 requires multivariate size bias…

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…

We investigate the limiting behavior of sample central moments, examining the special cases where the limiting (as the sample size tends to infinity) distribution is degenerate. Parent (non-degenerate) distributions with this property are…

Integer sequences where each element is determined by a previous randomly chosen element are investigated analytically. In particular, the random geometric series x_n=2x_p with 0<=p<=n-1 is studied. At large n, the moments grow…

This paper proposes lower bounds on a quantity called $L^p$-norm joint spectral radius, or in short, $p$-radius, of a finite set of matrices. Despite its wide range of applications to, for example, stability analysis of switched linear…

In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit…

We investigate the complexity of logistic regression models which is defined by counting the number of indistinguishable distributions that the model can represent (Balasubramanian, 1997). We find that the complexity of logistic models with…

I present here a pedagogical introduction to the works by Rashel Tublin and Yan V. Fyodorov on random linear systems with quadratic constraints, using tools from Random Matrix Theory and replicas. These notes illustrate and complement the…

We propose a simple algorithm for generating normally distributed pseudo random numbers. The algorithm simulates N molecules that exchange energy among themselves following a simple stochastic rule. We prove that the system is ergodic, and…

Let $(x_n)_{n\geq0}$ be a linear recurrence of order $k\geq2$ satisfying $$x_n=a_1x_{n-1}+a_2x_{n-2}+\dots+a_kx_{n-k}$$ for all integers $n\geq k$, where $a_1,\dots,a_k,x_0,\dots, x_{k-1}\in \mathbb{Z},$ with $a_k\neq0$. In [`The quotient…

We consider linear systems of recurrence equations whose coefficients are given in terms of indefinite nested sums and products covering, e.g., the harmonic numbers, hypergeometric products, $q$-hypergeometric products or their mixed…