Related papers: A maximal inequality for dependent random variable…
The algebraic derivation of the numerical limits of Bell inequalities in either three or four random variables is independent of the assumption of randomness.The limits of the inequalities follow as mathematical consequences of their…
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider…
In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…
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…
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the maximum of a multidimensional stationary sequence with…
We establish a generic symmetrization property for dependent random variables $\{x_{t}\}_{t=1}^{n}$ on $\mathbb{R}^{p}$, where $p$ $>>$ $n$ is allowed. We link $\mathbb{E}\psi (\max_{1\leq i\leq p}|1/n\sum_{t=1}^{n}(x_{i,t}$ $-$…
Jakimiuk et al. (2024) have proved that, if $X$ is an ultra log-concave random variable with integral mean, then $$\max_n \mathbb{P}\{X=n\} \geq \max_n \mathbb{P} \{Z=n\}\,,$$ where $Z$ is a Poisson random variable with the parameter…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
We consider a sequence of random variables $(R_n)$ defined by the recurrence $R_n=Q_n+M_nR_{n-1}$, $n\ge1$, where $R_0$ is arbitrary and $(Q_n,M_n)$, $n\ge1$, are i.i.d. copies of a two-dimensional random vector $(Q,M)$, and $(Q_n,M_n)$ is…
We extend Fano's inequality, which controls the average probability of events in terms of the average of some $f$--divergences, to work with arbitrary events (not necessarily forming a partition) and even with arbitrary $[0,1]$--valued…
In this paper, we study a maximization problem on real sequences. More precisely, for a given sequence, we are interested in computing the supremum of the sequence and an index for which the associated term is maximal. We propose a general…
The Bruss-Robertson inequality gives a bound on the maximal number of elements of a random sample whose sum is less than a specified value, and the extension of that inequality which is given here neither requires the independence of the…
We consider a general round-robin tournament model with equally strong players in which $X_{ij}$ denotes the score of player $i$ against player $j$. We assume that $X_{ij}$ takes values in a countable subset of $[0,1]$ and satisfies…
Maximum Variance Unfolding is one of the main methods for (nonlinear) dimensionality reduction. We study its large sample limit, providing specific rates of convergence under standard assumptions. We find that it is consistent when the…
Let $(X_n)_{n\in \mathbb{N}}$ be a sequence of i.i.d. random variables with distribution $\mathbb P(X_1=1)=\mathbb P(X_1=-1)=1/2$. Let $F(\sigma)=\sum_{n=1}^\infty X_nn^{-\sigma}$. We prove that the following holds almost surely…
Let $X_1$, $X_2$, $...$ be a sequence of independently and identically distributed random variables with $\mathsf{E}X_1=0$, and let $S_0=0$ and $S_t=S_{t-1}+X_t$, $t=1,2,...$, be a random walk. Denote $\tau={cases}\inf\{t>1: S_t\leq0\},…
In terms of the Dirac representation of sample mean and the weak convergence of empirical distributions that holds almost surely, we construct a new proof for a strong law of large numbers of Kolmogorov's type with i.i.d. random variables…
For two independent, almost surely finite random variables, independence of their minimum (time) and the event that one of them is either greater, equal or less than the other (cause) is completely characterized. It is shown that, other…
This paper gives upper and lower bounds on the gap in Jensen's inequality, i.e., the difference between the expected value of a function of a random variable and the value of the function at the expected value of the random variable. The…
The exponential inequality of the maximum partial sums is a key to establish the law of the iterated logarithm of negatively associated random variables. In the one-indexed random sequence case, such inequalities for negatively associated…