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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)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

Repeated sampling is a standard way to spend test-time compute, but its benefit is controlled by the latent distribution of correctness across examples, not by one-call accuracy alone. We study the binary correctness layer of repeated LLM…

Machine Learning · Computer Science 2026-05-08 Yi Liu

This paper presents the link between stochastic approximation and clinical trials based on randomized urn models investigated in Bai and Hu (1999,2005) and Bai, Hu and Shen (2002). We reformulate the dynamics of both the urn composition and…

Probability · Mathematics 2017-01-19 Sophie Laruelle , Gilles Pagès

The aim of this paper is twofold. First, three theoretical principles are formalized: randomization, overrepresentation and restriction. We develop these principles and give a rationale for their use in choosing the sampling design in a…

Methodology · Statistics 2016-12-16 Yves Tillé , Matthieu Wilhelm

Given a finite connected graph G, place a bin at each vertex. Two bins are called a pair if they share an edge of G. At discrete times, a ball is added to each pair of bins. In a pair of bins, one of the bins gets the ball with probability…

Probability · Mathematics 2020-04-21 Michel Benaim , Itai Benjamini , Jun Chen , Yuri Lima

This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of…

Statistics Theory · Mathematics 2018-04-17 Antonio Forcina

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-06-01 Rémy Mariétan , Stephan Morgenthaler

In this study, we analyzed urn models by solving the discrete-time master equation using an expansion in moments. This approach is a viable alternative to conventional methods, such as system-size expansion, allowing for the determination…

Statistical Mechanics · Physics 2024-08-22 Manuel Eduardo Hernández-García , Jorge Velázquez-Castro

Let $G$ be a finite Abelian group of order $d$. We consider an urn in which, initially, there are labeled balls that generate the group $G$. Choosing two balls from the urn with replacement, observe their labels, and perform a group…

Probability · Mathematics 2022-11-30 Li Yang , Jiang Hu , Zhidong Bai

We introduce a two-player model of reinforcement learning with memory. Past actions of an iterated game are stored in a memory and used to determine player's next action. To examine the behaviour of the model some approximate methods are…

Statistical Mechanics · Physics 2009-11-13 Adam Lipowski , Krzysztof Gontarek , Marcel Ausloos

Consider an urn initially containing $b$ black and $w$ white balls. Select a ball at random and observe its color. If it is black, stop. Otherwise, return the white ball together with another white ball to the urn. Continue selecting at…

Probability · Mathematics 2019-11-05 Norbert Henze , Mark P. Holmes

In this paper we are concerned with a generalized $N$-urn Ehrenfest model, where balls keeps independent random walks between $N$ boxes uniformly laid on $[0, 1]$. After a proper scaling of the transition rates function of the aforesaid…

Probability · Mathematics 2020-10-20 Xiaofeng Xue

In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…

Statistics Theory · Mathematics 2019-07-17 Holger Dette , Nina Dörnemann

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Dynamical Systems · Mathematics 2015-06-16 Nicolai Haydn , Matthew Nicol , Sandro Vaienti , Licheng Zhang

In this paper we consider two-opinion voter models on dynamic random graphs, in which the joint dynamics of opinions and graphs acts as one-way feedback, i.e., edges appear and disappear over time depending on the opinions of the two…

Probability · Mathematics 2026-05-06 Simone Baldassarri , Nikolai Kriukov

We consider some problems concerning the maximum number of (strong) dominating sets in a regular graph, and their weighted analogues. Our primary tool is Shearer's entropy lemma. These techniques extend to a reasonably broad class of graph…

Combinatorics · Mathematics 2015-03-04 Jonathan Cutler , A. J. Radcliffe

We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…

Probability · Mathematics 2020-08-20 Zhigang Bao , Kevin Schnelli , Yuanyuan Xu

This paper explores the distribution of indistinguishable balls into distinct urns with varying capacity constraints, a foundational issue in combinatorial mathematics with applications across various disciplines. We present a comprehensive…

Probability · Mathematics 2025-02-07 Jingwei Li , Thomas G. Robertazzi

Here I will present an introduction to the results that have been recently obtained in constraint optimization of random problems using statistical mechanics techniques. After presenting the general results, in order to simplify the…

Statistical Mechanics · Physics 2009-11-11 Giorgo Parisi