Related papers: On the Li--Zheng theorem

Let $(\xi_k, \eta_k)_{k\geq 1}$be independent identically distributed random vectors with arbitrarily dependent positive components and $T_k:=\xi_1+\ldots+\xi_{k-1}+\eta_k$for $k\in\mathbb{N}$. We call the random sequence {T_k, k=1,2...} a…

I characterize the extreme location and extreme first passage time of a system of $N$ particles independently diffusing in a space-time random environment. I show these extreme statistics are governed by the Kardar-Parisi-Zhang (KPZ)…

We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…

It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…

We prove localization (near the bottom of the spectrum) for certain non-stationary variants of the Anderson model in three dimensions. More specifically, we prove a Wegner estimate, which implies localization by existing work. Two key…

Ramachandran (1969, Theorem 8) has shown that for any univariate infinitely divisible distribution and any positive real number $\alpha$, an absolute moment of order $\alpha$ relative to the distribution exists (as a finite number) if and…

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…

Here the probability density of relativistic particles coordinates, satisfying the formal conditions of the quantum mechanics and the special relativity, is determined (under textbooks view, such density does not exist). It is specified for…

Let $P_n(x) = \sum_{k=0}^{n} \xi_k x^k$ be a Kac random polynomial, where the coefficients $\xi_k$ are i.i.d.\ copies of a given random variable $\xi$. Based on numerical experiments, it has been conjectured that if $\xi$ has mean zero,…

The notion of stochastic precedence between two random variables emerges as a relevant concept in several fields of applied probability. When one consider a vector of random variables $X_1,...,X_n$, this notion has a preeminent role in the…

A short, information-theoretic proof of the Kac--Bernstein theorem, which is stated as follows, is presented: For any independent random variables $X$ and $Y$, if $X+Y$ and $X-Y$ are independent, then $X$ and $Y$ are normally distributed.

Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent identically distributed $\mathbb{R}^2$-valued random vectors. We prove a strong law of large numbers, a functional central limit theorem and a law of the iterated logarithm for…

Let $\boldsymbol{\xi}=(\xi_1,\ldots,\xi_m)$ be a negatively associated mean zero random vector with components that obey the bound $|\xi_i| \le B, i=1,\ldots,m$, and whose sum $W = \sum_{i=1}^m \xi_i$ has variance 1, the bound \[…

Consider the likelihood ratio test (LRT) statistics for the independence of sub-vectors from a $p$-variate normal random vector. We are devoted to deriving the limiting distributions of the LRT statistics based on a random sample of size…

One can often encounter claims that classical (Kolmogorovian) probability theory cannot handle, or even is contradicted by, certain empirical findings or substantive theories. This note joins several previous attempts to explain that these…

We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…

$\tau$-Li coefficients describe if a function satisfies the Generalized Riemann Hypothesis or not. In this paper we prove that certain values of the $\tau$-Li coefficients lead to existence or non-existence of certain zeros. The first main…

M-dependence is a commonly used assumption in the study of dependent sequences. In this paper, central limit theorems for m-dependent random variables under the sub-linear expectations are established based mainly on the conditions of…

It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…

The Lov\'{a}sz Local Lemma (LLL) says that, given a set of bad events that depend on the values of some random variables and where each event happens with probability at most $p$ and depends on at most $d$ other events, there is an…