Related papers: The Maclaurin inequality through the probabilistic…

The Jensen inequality is a widely used tool in a multitude of fields, such as for example information theory and machine learning. It can be also used to derive other standard inequalities such as the inequality of arithmetic and geometric…

We consider correlated random variables $X_1,\dots,X_n$ taking values in $\{0,1\}$ such that, for any permutation $\pi$ of $\{1,\dots,n\}$, the random vectors $(X_1,\dots,X_n)$ and $(X_{\pi(1)},\dots,X_{\pi(n)})$ have the same distribution.…

Social inequality is a topic of interest since ages, and has attracted researchers across disciplines to ponder over it origin, manifestation, characteristics, consequences, and finally, the question of how to cope with it. It is manifested…

The well-known Simpson's Paradox, or Yule-Simpson Effect, in statistics is often illustrated by the following thought experiment: A drug may be found in a trial to increase the survival rate for both men and women, but decrease the rate for…

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…

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…

In certain cases of astronomical data analysis, the meaningful physical quantity to extract is the ratio $R$ between two data sets. Examples include the lensing ratio, the interloper rate in spectroscopic redshift samples, the decay rate of…

Let X be a real or complex Hilbert space of finite but large dimension d, let S(X) denote the unit sphere of X, and let u denote the normalized uniform measure on S(X). For a finite subset B of S(X), we may test whether it is approximately…

Majorization inequalities for symmetric polynomials have interested mathematicians for centuries, from the AM-GM inequality for two variables going back at least to Euclid, through classical results of Newton, Muirhead and Gantmacher, to…

We consider an invariant random matrix model where the standard Gaussian potential is distorted by an additional single pole of order $m$. We compute the average or macroscopic spectral density in the limit of large matrix size, solving the…

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…

How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive…

For a fixed unit vector a=(a_1,a_2,...,a_n) in S^{n-1}, i.e. sum_{i=1}^n a_i^2=1, we consider the 2^n sign vectors epsilon=(epsilon_1,epsilon_2,...,epsilon_n) in {-1,1}^n and the corresponding scalar products a.epsilon=sum_{i=1}^n a_i…

For a random variable with a unimodal distribution and finite second moment Gau\ss \, (1823) proved a sharp bound on the probability of the random variable to be outside a symmetric interval around its mode. An alternative proof for it is…

It is now a well-known fact that the correlations arising from local dichotomic measurements on an entangled quantum state may exhibit intrinsically non-classical features. In this paper we delve into a comprehensive study of random…

Randomness is viewed through an analogy between a physical quantity, density of gas, and a mathematical construct -- probability density. Boltzmann's deduction of equilibrium distribution of ideal gas placed in an external potential field…

A statistical measure is given expressing relative occurrences of quantities within a given data set. Application of this measure on several real life physical data sets and some abstract distributions are shown to yield consistent results.…

Random integers, sampled uniformly from $[1,x]$, share similarities with random permutations, sampled uniformly from $S_n$. These similarities include the Erd\H{o}s--Kac theorem on the distribution of the number of prime factors of a random…

We show that the so-called quantum probabilistic rule, usually presented in the physical literature as an argument of the essential distinction between the probability relations under quantum and classical measurements, is not, as it is…