Related papers: On the Li--Zheng theorem

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables (not necessarily identically distributed), and $\eta$ be a counting random variable independent of this sequence. We obtain sufficient conditions on…

We introduce a L\'evy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers $\{\xi_i \}$ are independent random variables identically…

Let either $X=\mathbf{R}\times\mathbf{T}$ or $X=\Sigma_\text{\boldmath $a$}\times\mathbf{T}$, where $\mathbf{R}$ is the additive group of real number, $\mathbf{T}$ is the cycle group and $\Sigma_\text{\boldmath $a$}$ is an $\text{\boldmath…

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…

In this paper, motived by the notion of independent and identically distributed random variables under the sub-linear expectation initiated by Peng, we give a theorem about the convergence of a random series and establish a three series…

We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…

We calculate reduced moments $\overline \xi_q$ of the matter density fluctuations, up to order $q=5$, from counts in cells produced by Particle--Mesh numerical simulations with scale--free Gaussian initial conditions. We use power--law…

Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…

Let $(X_1,\ldots,X_n)$ be an exchangeable random vector with distribution function $F$, and denote by $Y_1\leq \cdots\leq Y_n$ the corresponding order statistics. We show that the conditional distribution of $(X_1,\ldots,X_n)$ given…

In this paper, we present three remarkable properties of the normal distribution: first that if two independent variables's sum is normally distributed, then each random variable follows a normal distribution (which is referred to as the…

The paper proposes one-to-one transformation of the vector of components $\{Y_{in}\}_{i=1}^m$ of Pearson's chi-square statistic, \[Y_{in}=\frac{\nu_{in}-np_i}{\sqrt{np_i}},\qquad i=1,\ldots,m,\] into another vector $\{Z_{in}\}_{i=1}^m$,…

A basic result is that the sample variance for i.i.d. observations is an unbiased estimator of the variance of the underlying distribution (see for instance Casella and Berger (2002)). But what happens if the observations are neither…

Heyde proved that a Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear statistic given another. The present article is devoted to a group analogue of the Heyde theorem. We…

We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…

In this paper, we give a Breiman's theorem for conditional dependent random vector, where one component has a regularly-varying-tailed distribution with the index $\alpha\ge0$ and its slowly varying function satisfies a relaxed condition,…

In this article, we consider a series $X(t)=\sum_{j \geq 1}\Psi_j(t) Z_j(t),t \in [0,1]$ of random processes with sample paths in the space $D=D[0,1]$ of c\`adl\`ag functions (i.e. right-continuous functions with left limits) on $[0,1]$. We…

Let $X$ be a compact connected Abelian group. It is well-known that then there exist topological automorphisms $\alpha_j, \beta_j $ of $X$ and independent random variables $\xi_1$ and $\xi_2$ with values in $X$ and distributions $\mu_1,…

We investigate Laha-Lukacs properties of noncommutative random variables (processes). We prove that some families of free Meixner distributions can be characterized by the conditional moments of polynomial functions of degree 3. We also…

A tight criterion under which the abstract version Lov\'asz Local Lemma (abstract-LLL) holds was given by Shearer decades ago. However, little is known about that of the variable version LLL (variable-LLL) where events are generated by…