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We consider the classical last-success problem for sequential Bernoulli trials in the homogeneous setting where $X_1,\ldots,X_n$ are i.i.d. $\mathrm{Bernoulli}(p)$ but the success probability $p\in(0,1)$ is unknown to the decision maker.…

Probability · Mathematics 2026-04-09 Davy Paindaveine

This paper considers the notion of possible events which are insignificant in probabilistic analysis (i.e. events that have zero probability). The paper discusses the method of modal logic based on "possible worlds" and discusses a…

Other Statistics · Statistics 2022-11-08 Ben O'Neill

We consider the symmetric exclusion process on the $d$-dimensional lattice with translational invariant and ergodic initial data. It is then known that as $t$ diverges the distribution of the process at time $t$ converges to a Bernoulli…

Probability · Mathematics 2022-11-07 L. Bertini , N. Cancrini , G. Posta

The Josephus problem is a well--studied elimination problem consisting in determining the position of the survivor after repeated applications of a deterministic rule removing one person at a time from a given group. A natural probabilistic…

Probability · Mathematics 2024-09-25 Faustin Adiceam , Steven Robertson , Victor Shirandami , Ioannis Tsokanos

In this paper we present a new mathematical conception based on a new method for ordering the integers. The method relies on the assumption that negative numbers are beyond infinity, which goes back to Wallis and Euler. We also present a…

General Mathematics · Mathematics 2009-09-09 Rom Varshamov , Armen Bagdasaryan

The processes described in the title always have reversible stationary distributions. In this paper, we give sufficient conditions for the existence of, and for the nonexistence of, nonreversible stationary distributions. In the case of an…

Probability · Mathematics 2009-11-13 Lincoln Chayes , Thomas M. Liggett

Given a discrete-valued sample $X_1,...,X_n$ we wish to decide whether it was generated by a distribution belonging to a family $H_0$, or it was generated by a distribution belonging to a family $H_1$. In this work we assume that all…

Statistics Theory · Mathematics 2014-12-30 Daniil Ryabko

Let $\eta_i, i=1,..., n$ be iid Bernoulli random variables. Given a multiset $\bv$ of $n$ numbers $v_1, ..., v_n$, the \emph{concentration probability} $\P_1(\bv)$ of $\bv$ is defined as $\P_1(\bv) := \sup_{x} \P(v_1 \eta_1+ ... v_n…

Combinatorics · Mathematics 2009-10-20 Terence Tao , Van Vu

This paper has two main results, which are connected through the fact that the first is a key ingredient in the second. Both are extensions of results concerning directional transience of nearest-neighbor random walks in random environments…

Probability · Mathematics 2023-10-31 Daniel J. Slonim

We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…

Probability · Mathematics 2020-11-06 Jan-Frederik Mai

We introduce isotonic conditional laws (ICL) which extend the classical notion of conditional laws by the additional requirement that there exists an isotonic relationship between the random variable of interest and the conditioning random…

Statistics Theory · Mathematics 2024-03-13 Sebastian Arnold , Johanna Ziegel

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

An arbitrary dependence structure between a finite family of events of a probability space defines a hypergraph structure. We study the converse operation, starting from a hypergraph structure, to determine a canonical probability space…

Combinatorics · Mathematics 2025-08-19 Samy Abbes

Concentration results say that a sequence of random variables becomes progressively concentrated around the mean. Such results are common in the study of functions of random graphs. We introduce a real-valued logic with various aggregate…

Probability · Mathematics 2026-02-23 Michael Benedikt , Maksim Zhukovskii

We consider the Last-Success-Problem with $n$ independent Bernoulli random variables with parameters $p_i>0$. We improve the lower bound provided by F.T. Bruss for the probability of winning and provide an alternative proof to the one given…

Probability · Mathematics 2020-12-21 J. M. Grau Ribas

Let $\eta_{1},\eta_2,...$ be independent (not necessarily identically distributed) zero-mean random variables (r.v.'s) such that $|\eta_i|\le1$ almost surely for all $i$, and let $Z$ stand for a standard normal r.v. Let $a_1,a_2,...$ be any…

Probability · Mathematics 2017-01-17 Iosif Pinelis

We introduce a new random key predistribution scheme for securing heterogeneous wireless sensor networks. Each of the n sensors in the network is classified into r classes according to some probability distribution {\mu} = {{\mu}_1 , . . .…

Probability · Mathematics 2017-01-16 Osman Yagan

The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform $[0,1]$ sample over an infinite collection of intervals made up by successive positions of a multiplicative random walk independent of the…

Probability · Mathematics 2016-09-30 Alexander Iksanov , Wissem Jedidi , Fethi Bouzeffour

The probability distribution function for an out of equilibrium system may sometimes be approximated by a physically motivated "trial" distribution. A particularly interesting case is when a driven system (e.g., active matter) is…

Statistical Mechanics · Physics 2012-03-27 Carlos Perez-Espigares , Alejandro B. Kolton , Jorge Kurchan

A distinction is sometimes made between "statistical" and "subjective" probabilities. This is based on a distinction between "unique" events and "repeatable" events. We argue that this distinction is untenable, since all events are "unique"…

Artificial Intelligence · Computer Science 2013-04-11 Henry E. Kyburg