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The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…

Probability · Mathematics 2022-02-08 Vladimir Vovk

The sum of $n$ {non-independent} Bernoulli random variables could be modeled in several different ways. One of these is the Multiplicative Binomial Distribution (MBD), introduced by Altham (1978) and revised by Lovison (1998). In this work,…

Statistics Theory · Mathematics 2018-02-26 Francesca Fortunato

We analyse the asymptotic behaviour of the probability of observing the expected number of successes at each stage of a sequence of nested Bernoulli trials. Our motivation is the attempt to give a genuinely frequentist interpretation to the…

Probability · Mathematics 2015-05-19 Eckhard Schlemm

Many mathematical, man-made and natural systems exhibit a leading-digit bias, where a first digit (base 10) of 1 occurs not 11\% of the time, as one would expect if all digits were equally likely, but rather 30\%. This phenomenon is known…

We present a new way of estimation of the role of chance in achieving success, by comparing the empirical data from 100-meter dash competitions (one of the sports disciplines with the most stringent controls of external randomness), with…

Physics and Society · Physics 2020-08-26 Pawel Sobkowicz , Robert H Frank , Alessio E Biondo , Alessandro Pluchino , Andrea Rapisarda

We present a Gedankenexperiment that leads to a violation of detailed balance if quantum mechanical transition probabilities are treated in the usual way by applying Fermi's "golden rule". This Gedankenexperiment introduces a collection of…

Quantum Physics · Physics 2020-09-21 Daniel Braak , Jochen Mannhart

The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…

Methodology · Statistics 2014-04-08 Joseph B. Kadane

The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…

Physics and Society · Physics 2019-09-04 Frank Schweitzer

A result of Chebyshev (1864) and Hoeffding1956}, on bounding an expectation of a given function with respect to a Bernoulli convolution (also called Poisson binomial law, or law of the number of successes in independent trials) with any…

Probability · Mathematics 2022-04-14 Lutz Mattner

A novel notion of unpredictable strings is revealed and utilized to define deterministic unpredictable sequences on a finite number of symbols. We prove the first law of large strings for random processes in discrete time, which confirms…

Dynamical Systems · Mathematics 2020-07-03 Marat Akhmet , Astrit Tola

Many questions in experimental mathematics are fundamentally inductive in nature. Here we demonstrate how Bayesian inference --the logic of partial beliefs-- can be used to quantify the evidence that finite data provide in favor of a…

Applications · Statistics 2017-06-20 Quentin F. Gronau , Eric-Jan Wagenmakers

This note introduces a new notion of random dynamical system with inputs and outputs, and sketches a small-gain theorem for monotone systems which generalizes a similar theorem known for deterministic systems.

Systems and Control · Computer Science 2013-01-01 Michael Marcondes de Freitas , Eduardo D. Sontag

We introduce and explore an empirical index of increase that works in both deterministic and random environments, thus allowing to assess monotonicity of functions that are prone to random measurement-errors. We prove consistency of the…

Statistics Theory · Mathematics 2018-02-07 Lingzhi Chen , Youri Davydov , Nadezhda Gribkova , Ričardas Zitikis

An existing dialogue between number theory and dynamical systems is advanced. A combinatorial device gives necessary and sufficient conditions for a sequence of non-negative integers to count the periodic points in a dynamical system. This…

Number Theory · Mathematics 2007-05-23 Graham Everest , Yash Puri , Thomas Ward

A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…

Computation · Statistics 2013-01-18 Matthew T. Harrison , Jeffrey W. Miller

The notion of expansivity and its generalizations (measure expansive, measure positively expansive, continuum-wise expansive, countably-expansive) are well known for deterministic systems and can be a useful property for studying…

Dynamical Systems · Mathematics 2024-10-15 Rafael A. Bilbao , Marlon Oliveira , Eduardo Santana

Physics explains the laws of motion that govern the time evolution of observable properties and the dynamical response of systems to various interactions. However, quantum theory separates the observable part of physics from the…

Quantum Physics · Physics 2019-01-23 Holger F. Hofmann

We consider an independent and identically distributed (i.i.d.) random dynamical system of simple linear transformations on the unit interval $T_{\beta}(x)=\beta x$ (mod $1$), $x\in[0,1]$, $\beta>0$, which are the so-called…

Dynamical Systems · Mathematics 2024-04-26 Shintaro Suzuki

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…

Probability · Mathematics 2021-12-17 Kohtaro Tadaki