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We consider the occupancy problem where balls are thrown independently at infinitely many boxes with fixed positive frequencies. It is well known that the random number of boxes occupied by the first n balls is asymptotically normal if its…

Probability · Mathematics 2023-03-30 L. V. Bogachev , A. V. Gnedin , Yu. V. Yakubovich

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

For a variety of pattern-avoiding classes, we describe the limiting distribution for the number of fixed points for involutions chosen uniformly at random from that class. In particular we consider monotone patterns of arbitrary length as…

Combinatorics · Mathematics 2023-06-22 Samuel Miner , Douglas Rizzolo , Erik Slivken

Prediction of outstanding claims has been done via nonparametric models (chain ladder), semiparametric models (overdispersed poisson) or fully parametric models. In this paper, we propose models based on negative binomial distributions for…

Methodology · Statistics 2026-01-12 Luis E. Nieto-Barajas , Rodrigo S. Targino

A three-parameter discrete distribution is developed to describe the multiplicity distributions observed in total- and limited phase space volumes in different collision processes. The probability law is obtained by the Poisson transform of…

High Energy Physics - Phenomenology · Physics 2009-10-28 S. Hegyi

The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered. With these aims the asymptotic normality of sample covariance matrices for each strata is…

Statistics Theory · Mathematics 2011-05-18 Jose A. Diaz-Garcia , Rogelio Ramos-Quiroga

Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Information Theory · Computer Science 2018-12-07 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…

Computation · Statistics 2018-12-24 Jonathan von Schroeder , Thorsten Dickhaus

Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss…

Statistics Theory · Mathematics 2021-10-28 A. G. Nogales

In the propositional setting, the marginal problem is to find a (maximum-entropy) distribution that has some given marginals. We study this problem in a relational setting and make the following contributions. First, we compare two…

Artificial Intelligence · Computer Science 2018-04-26 Ondrej Kuzelka , Yuyi Wang , Jesse Davis , Steven Schockaert

This paper proposes an optimal allocation problem with ramified transport technology in a spatial economy. Ramified transportation is used to model the transport economy of scale in group transportation observed widely in both nature and…

Optimization and Control · Mathematics 2021-09-02 Qinglan Xia , Shaofeng Xu

This work focuses on Exchangeable Occupancy Models (EOM) and their relations with the Uniform Order Statistics Property (UOSP) for point processes in discrete time. As our main purpose, we show how definitions and results presented in…

Probability · Mathematics 2013-01-08 Francesca Collet , Fabrizio Leisen , Fabio Spizzichino , Florentina Suter

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Methodology · Statistics 2018-05-22 Debasis Kundu

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

This paper considers deployment problems where a mobile robotic network must optimize its configuration in a distributed way in order to minimize a steady-state cost function that depends on the spatial distribution of certain probabilistic…

Optimization and Control · Mathematics 2012-08-20 Jerome Le Ny , George J. Pappas

This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…

Probability · Mathematics 2007-05-23 George Yin , Hanqin Zhang

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

The analysis of rank ordered data has a long history in the statistical literature across a diverse range of applications. In this paper we consider the Extended Plackett-Luce model that induces a flexible (discrete) distribution over…

Applications · Statistics 2020-02-17 Stephen R. Johnson , Daniel A. Henderson , Richard J. Boys
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