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Suppose $X_1,X_2,...$ are i.i.d. nonnegative random variables with finite expectation, and for each $k$, $X_k$ is observed at the $k$-th arrival time $S_k$ of a Poisson process with unit rate which is independent of the sequence $\{X_k\}$.…

Probability · Mathematics 2010-09-08 Pieter C. Allaart

In this article, we show that a linear combination $X$ of $n$ independent, unbiased Bernoulli random variables $\{X_k\}$ can match the first $2n$ moments of a random variable $Y$ which is uniform on an interval. More generally, for each $p…

Probability · Mathematics 2019-09-16 Greg Kuperberg

We deal with a sequence of integer-valued random variables $\{Z_N\}_{N=1}^{\infty}$ which is related to restricted partitions of positive integers. We observe that $Z_N=X_1+ \ldots + X_N$ for independent and bounded random variables…

Probability · Mathematics 2019-01-15 J. Stoyanov , C. Vignat

The standard $(n, k, d)$ model of random groups is a model where the relators are chosen randomly from the set of cyclically reduced words of length $k$ on an $n$-element generating set. Gromov's density model of random groups considers the…

Group Theory · Mathematics 2017-11-22 C. J. Ashcroft , Colva M. Roney-Dougal

In the present paper, we propose a new rank correlation coefficient $r_n$, which is a sample analogue of the theoretical correlation coefficient $r$, which, in turn, was proposed in the recent work of Stepanov (2025b). We discuss the…

Statistics Theory · Mathematics 2025-06-10 Alexei Stepanov

In Nevzorov's $F^\alpha$-scheme, one deals with a sequence of independent random variables whose distribution functions are all powers of a common continuous distribution function. A key property of the $F^\alpha$-scheme is that the record…

Probability · Mathematics 2019-03-12 Patrick He , Konstantin Borovkov

In the regression framework, the empirical measure based on the responses resulting from the nearest neighbors, among the covariates, to a given point $x$ is introduced and studied as a central statistical quantity. First, the associated…

Statistics Theory · Mathematics 2024-04-11 François Portier

We study the best-choice problem for processes which generalise the process of records from Poisson-paced i.i.d. observations. Under the assumption that the observer knows distribution of the process and the horizon, we determine the…

Probability · Mathematics 2007-05-23 Alexander Gnedin

Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$…

Probability · Mathematics 2022-09-02 Royi Jacobovic , Or Zuk

Let $X_1,X_2, \ldots $ be independent identically distributed random points in a convex polytopal domain $A \subset \mathbb{R}^d$. Define the largest nearest neighbour link $L_n$ to be the smallest $r$ such that every point of $\mathcal…

Probability · Mathematics 2023-01-09 Mathew D. Penrose , Xiaochuan Yang

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

Probability · Mathematics 2020-06-16 Safari Mukeru

This paper provides a construction of an uncountable family of i.i.d. random vectors, indexed by the points of a nonatomic measure space, such that (a) a sample is a measurable function from the index space, and (b) an idealization of the…

Probability · Mathematics 2019-04-02 Edward J. Green

It is well understood that if one is given a set $X \subset [0,1]$ of $n$ independent uniformly distributed random variables, then $$ \sup_{0 \leq x \leq 1} \left| \frac{\# X \cap [0,x]}{\# X} - x \right| \lesssim \frac{\sqrt{\log{n}}}{…

Probability · Mathematics 2025-01-24 Dmitriy Bilyk , Stefan Steinerberger

Modal regression, a widely used regression protocol, has been extensively investigated in statistical and machine learning communities due to its robustness to outliers and heavy-tailed noises. Understanding modal regression's theoretical…

Machine Learning · Statistics 2022-03-15 Tielang Gong , Yuxin Dong , Hong Chen , Bo Dong , Wei Feng , Chen Li

Let $A$ be an $n \times n$ random matrix with independent identically distributed non-constant subgaussian entries. Then for any $k \le c \sqrt{n}$, \[ \text{rank}(A) \ge n-k \] with probability at least $1-\exp(-c'kn)$.

Probability · Mathematics 2024-03-19 M. Rudelson

The Kneser graph $KG_{n,k}$ is the graph whose vertices are the $k$-element subsets of $[n],$ with two vertices adjacent if and only if the corresponding sets are disjoint. A famous result due to Lov\'asz states that the chromatic number of…

Combinatorics · Mathematics 2018-12-07 Andrey Kupavskii

The conditional randomization test (CRT) was recently proposed to test whether two random variables X and Y are conditionally independent given random variables Z. The CRT assumes that the conditional distribution of X given Z is known…

Machine Learning · Computer Science 2023-04-11 Shuai Li , Ziqi Chen , Hongtu Zhu , Christina Dan Wang , Wang Wen

In 1986, Janson showed that the number of edges in the union of $k$ random spanning trees in the complete graph $K_n$ is a shifted Poisson distribution. Using results from the theory of electrical networks, we provide a new proof of this…

Combinatorics · Mathematics 2020-02-17 Austen James , Matthew Larson , Daniel Montealegre , Andrew Salmon

Let $\{X_n;n\ge 1\}$ be a sequence of independent random variables on a probability space $(\Omega, \mathcal{F}, P)$ and $S_n=\sum_{k=1}^n X_k$. It is well-known that the almost sure convergence, the convergence in probability and the…

Probability · Mathematics 2020-05-08 Li-Xin Zhang

Classical Kolmogorov's and Rosenthal's inequalities for the maximum partial sums of random variables are basic tools for studying the strong laws of large numbers. In this paper, motived by the notion of independent and identically…

Probability · Mathematics 2019-03-06 Li-Xin Zhang