Related papers: Asymptotic uniqueness in long-term prediction
The last decade has witnessed a growing interest in random forest models which are recognized to exhibit good practical performance, especially in high-dimensional settings. On the theoretical side, however, their predictive power remains…
The paper is concerned with two-person games with saddle point. We investigate the limits of value functions for long-time-average payoff, discounted average payoff, and the payoff that follows a probability density. Most of our assumptions…
Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood…
We offer some theorems, mainly of finiteness, for certain patterns in elliptical billiards, related to periodic trajectories. For instance, if two players hit a ball at a given position and with directions forming a fixed angle in…
We investigate the question of whether or not there exists a noncommutative/ quantum extension of a recent (commutative probabilistic) result of Clarke and Barron. They demonstrated that the Jeffreys' invariant prior of Bayesian theory…
Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…
The Dantzig selector (Candes and Tao, 2007) is a popular l1-regularization method for variable selection and estimation in linear regression. We present a very weak geometric condition on the observed predictors which is related to…
We are interested in the following version of Jeffreys's law: if two predictors are predicting the same sequence of events and either is doing a satisfactory job, they will make similar predictions in the long run. We give a classification…
In a recent work on the bipartite Erd\H{o}s-R\'{e}nyi graph, Do et al. (2023) established upper bounds on the number of connected labeled bipartite graphs with a fixed surplus. We use some recent encodings of bipartite random graphs in…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…
The asymptotic study of a time-dependent function $f$ as the solution of a differential equation often leads to the question of whether its derivative $\dot f$ vanishes at infinity. We show that a necessary and sufficient condition for this…
In this paper we examine a multivariate risk model, with common renewal counting process, constant interest rate, and each claim vector is accompanied by a random number of delayed claim vectors. The interest is focused on the asymptotic…
The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analyzing the far tail of observed phenomena. Curiously, important asymptotic properties of…
We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…
Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…
We give an algorithm A which assigns probabilities to logical sentences. For any simple infinite sequence of sentences whose truth-values appear indistinguishable from a biased coin that outputs "true" with probability p, we have that the…
The problem is that of sequential probability forecasting for finite-valued time series. The data is generated by an unknown probability distribution over the space of all one-way infinite sequences. It is known that this measure belongs to…
We prove the uniqueness of solutions of the Maxwell-Schr"odinger system with given asymptotic behaviour at infinity in time. The assumptions include suitable restrictions on the growth of solutions for large time and on the accuracy of…
In the paper, we find exact asymptotics of the left tail of renewal measure for a broad class of two-sided random walks. We only require that an exponential moment of the left tail is finite. Through a simple change of measure approach, our…