Related papers: Notes on switching lemmas

We first give a combinatorial proof of Stanley's shuffle theorem by using the insertion lemma of Haglund, Loehr and Remmel. Based on this combinatorial construction, we establish several refinements of Stanley's shuffle theorem.

Inspired by sample splitting and the reusable holdout introduced in the field of differential privacy, we consider selective inference with a randomized response. We discuss two major advantages of using a randomized response for model…

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

We derive the Hasse principle and weak approximation for pencils of certain varieties in the spirit of work by Colliot-Th\'el\`ene,Sansuc and Harpaz-Skorobogatov-Wittenberg. Our varieties are defined through polynomials in many variables…

The Lovasz Local Lemma [EL75] is a powerful tool to non-constructively prove the existence of combinatorial objects meeting a prescribed collection of criteria. In his breakthrough paper [Bec91], Beck demonstrated that a constructive…

In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

The Bateman--Horn Conjecture predicts how often an irreducible polynomial $f(x) \in \mathbb{Z}[x]$ assumes prime values. We demonstrate that with sufficient averaging in the coefficients of $f$ (viz. exponential in the size of the inputs),…

We generalise the known fact that for binomial $X_{n,k} \sim \mathrm{Bin}(n, k/n)$ one has $\inf_{k>1,n} \mathrm{P}(X_{n,k} \geq k) \geq \lim_{k \to 1+}\mathrm{P}(X_{2,k} \geq k) = 1/4$ to cover probabilities of exceeding a constant shift…

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

We study sums of independent random variables that take values $0$, $1/2$, or $1$. We show that the probability mass function of the sum splits into two interleaved parts: one supported on the integers and the other supported on the…

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

The pigeonhole principle upholds the idea that by ascribing to three different particles either one of two properties, we necessarily end up in a situation when at least two of the particles have the same property. In quantum physics, this…

For the distributions of finitely many binary random variables, we study the interaction of restrictions of the supports with conditional independence constraints. We prove a generalization of the Hammersley-Clifford theorem for…

De Finetti's theorem, also called the de Finetti-Hewitt-Savage theorem, is a foundational result in probability and statistics. Roughly, it says that an infinite sequence of exchangeable random variables can always be written as a mixture…

We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(\mu,\mu)$ distributed random variables, with a specific…

In this paper, we study the averaging principle and central limit theorem for multi-scale stochastic differential equations with state-dependent switching. To accomplish this, we first study the Poisson equation associated with a Markov…