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The score sequence of a tournament is the sequence of the out-degrees of its vertices arranged in nondecreasing order. The problem of counting score sequences of a tournament with $n$ vertices is more than 100 years old (MacMahon 1920). In…

Combinatorics · Mathematics 2023-01-18 Anders Claesson , Mark Dukes , Atli Fannar Franklín , Sigurður Örn Stefánsson

How do large-scale participants in parimutuel wagering events affect the house and ordinary bettors? A standard narrative suggests that they may temporarily benefit the former at the expense of the latter. To approach this problem, we begin…

Optimization and Control · Mathematics 2017-03-30 Erhan Bayraktar , Alexander Munk

We provide an inequality which is a useful tool in studying both large deviation results and limit theorems for sums of random fields with "negligible" small values. In particular, the inequality covers cases of stable limits for random…

Probability · Mathematics 2017-09-06 Adam Jakubowski , Jan Rosiński

We consider the non-parametric Poisson regression problem where the integer valued response $Y$ is the realization of a Poisson random variable with parameter $\lambda(X)$. The aim is to estimate the functional parameter $\lambda$ from…

Statistics Theory · Mathematics 2018-05-14 Martin Kroll

In a bivariate setting, we consider the problem of detecting a sparse contamination or mixture component, where the effect manifests itself as a positive dependence between the variables, which are otherwise independent in the main…

Statistics Theory · Mathematics 2020-01-13 Ery Arias-Castro , Rong Huang , Nicolas Verzelen

Our purpose is to model the dependence between two random variables, taking into account a priori knowledge on these variables. For example, in many applications (oceanography, finance...), there exists an order relation between the two…

Methodology · Statistics 2010-04-22 Dominique Drouet Mari , Valerie Monbet

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like…

Probability · Mathematics 2021-04-06 Kasun Fernando , Carlangelo Liverani

An overview of existing nonparametric tests of extreme-value dependence is presented. Given an i.i.d.\ sample of random vectors from a continuous distribution, such tests aim at assessing whether the underlying unknown copula is of the {\em…

Methodology · Statistics 2014-10-27 Axel Bücher , Ivan Kojadinovic

We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correlation for a variety of further bivariate distributions. In…

Methodology · Statistics 2024-05-01 Hajo Holzmann , Bernhard Klar

Finite excursions away from zero of a spectrally positive compound Poisson process with a negative drift can always be decomposed into two parts lying above and below zero, respectively. This paper is concerned with the asymptotic…

Probability · Mathematics 2026-03-24 Zhi-Hao Cui , Hao Wu

We find a remarkable agreement between the statistics of a randomly divided interval and the observed statistical patterns and distributions found in horse racing betting markets. We compare the distribution of implied winning odds, the…

Statistical Finance · Quantitative Finance 2016-12-09 Peter A. Bebbington , Julius Bonart

We consider the classical statistical learning/regression problem, when the value of a real random variable Y is to be predicted based on the observation of another random variable X. Given a class of functions F and a sample of independent…

Statistics Theory · Mathematics 2016-08-03 Gabor Lugosi , Shahar Mendelson

Researchers have explored the performance of Iterated Prisoner's Dilemma strategies for decades, from the celebrated performance of Tit for Tat to the introduction of the zero-determinant strategies and the use of sophisticated learning…

Computer Science and Game Theory · Computer Science 2024-01-25 Nikoleta E. Glynatsi , Vincent Knight , Marc Harper

This paper describes Simpson's paradox, and explains its serious implications for randomised control trials. In particular, we show that for any number of variables we can simulate the result of a controlled trial which uniformly points to…

Methodology · Statistics 2019-12-04 Norman Fenton , Martin Neil , Anthony Constantinou

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Probability · Mathematics 2010-12-14 Dmitry Dolgopyat , Ilya Goldsheid

Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…

Probability · Mathematics 2025-04-22 Mikhail Isaev , Igor Rodionov , Rui-Ray Zhang , Maksim Zhukovskii

We show how to extend several basic concentration inequalities for simple random tensors $X = x_1 \otimes \cdots \otimes x_d$ where all $x_k$ are independent random vectors in $\mathbb{R}^n$ with independent coefficients. The new results…

Probability · Mathematics 2025-10-07 Roman Vershynin

We study the density of fixed strongly connected subtournaments on 5 vertices in large tournaments. We determine the maximum density asymptotically for five tournaments as well as unique extremal sequences for each tournament. As a…

Combinatorics · Mathematics 2015-09-11 Leonardo N. Coregliano , Roberto F. Parente , Cristiane M. Sato

Frame dependence of parton cascade results is studied for different schemes of doing cascade simulations. We show that different schemes do not always agree and results may have strong frame dependence. When the interaction range is on the…

Nuclear Theory · Physics 2008-11-26 Bin Zhang , Yang Pang

In contrast to the classic formulation of partial monitoring, linear partial monitoring can model infinite outcome spaces, while imposing a linear structure on both the losses and the observations. This setting can be viewed as a…

Machine Learning · Computer Science 2026-01-15 Federico Di Gennaro , Khaled Eldowa , Nicolò Cesa-Bianchi
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