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By a suitable shifting-the-mean parametrization at the Dirichlet series level and Delange's Tauberian theorems, we show that the number of factors in random ordered factorizations of integers is asymptotically normally distributed.
We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…
Moment matching is an easy-to-implement and usually effective method to reduce variance of Monte Carlo simulation estimates. On the other hand, there is no guarantee that moment matching will always reduce simulation variance for general…
The bounds for absolute moments of order statistics are established. Let $X_1,\dots ,X_n$ be independent identically distributed real-valued random variables and let $X_{1:n}\le \dots \le X_{n:n}$ be the corresponding order statistics. The…
Disordered systems present multifractal properties at criticality. In particular, as discovered by Ludwig (A.W.W. Ludwig, Nucl. Phys. B 330, 639 (1990)) on the case of diluted two-dimensional Potts model, the moments $\bar{\rho^q(r)}$ of…
Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…
Normalized correlation functions provide expedient means for determining the photon-number properties of light. These higher-order moments, also called the normalized factorial moments of photon number, can be utilized both in the fast…
As physics searches for invariants in observations, this paper looks for invariants of probabilistic observation without assuming physical structure. Structure emerges from the basic assumption of science that new information shall lead to…
In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum likelihood estimator of the variance as the number of…
We study a novel class of affine invariant and consistent tests for multivariate normality. The tests are based on a characterization of the standard $d$-variate normal distribution by means of the unique solution of an initial value…
Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizing the degree of dependence is the asymp- totic variance…
We offer a new proof of the classical law of large numbers for a general class of branching Markov processes based on the asymptotic behaviour of the moments developed in \cite{bmoments, gonzalez2022erratum}. Moreover, we show that the law…
We give an analytic proof of the asymptotic behaviour of the moments of moments of the characteristic polynomials of random symplectic and orthogonal matrices. We therefore obtain alternate, integral expressions for the leading order…
The goal of this paper is to apply the collection of mathematical tools known as the "method of arbitrary functions" to analyze how probability arises from quantum dynamics. We argue that in a toy model of quantum measurement the Born rule…
The Contextuality-by-Default approach to determining and measuring the (non)contextuality of a system of random variables requires that every random variable in the system be represented by an equivalent set of dichotomous random variables.…
This article studies the kinetic dynamics of the rock-paper-scissors binary game in a measure setting given by a non local and non linear integrodifferential equation. After proving the wellposedness of the equation, we provide a precise…
We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate $p/n$ regime, where the number of covariates $p$ grows proportionally with the sample size $n$. Under appropriate regularity conditions, we…
In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…
We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…