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We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

This paper looks into the gain or loss from rolling a fair die multiple times and choosing the highest or lowest number as the outcome over rolling the die just once. Specifically, this paper gives a general formula for the expected value…

General Mathematics · Mathematics 2023-09-18 Fan Jiang , Elvin Jiang

Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…

Logic in Computer Science · Computer Science 2010-05-11 Axel Legay , Benoit Delahaye

This study aims to evaluate the performance of power in the likelihood ratio test for changepoint detection by bootstrap sampling, and proposes a hypothesis test based on bootstrapped confidence interval lengths. Assuming i.i.d normally…

Methodology · Statistics 2020-11-10 Ryan Chen , Javier Cabrera

This paper introduces a novel test for conditional stochastic dominance (CSD) at specific values of the conditioning covariates, referred to as target points. The test is relevant for analyzing income inequality, evaluating treatment…

Econometrics · Economics 2025-11-20 Federico A. Bugni , Ivan A. Canay , Deborah Kim

We develop a martingale approach for studying continuous-time stochastic differential games of control and stopping, in a non-Markovian framework and with the control affecting only the drift term of the state-process. Under appropriate…

Probability · Mathematics 2008-08-28 Ioannis Karatzas , Ingrid-Mona Zamfirescu

What is the number of rolls of fair 6-sided dice until the first time the total sum of all rolls is a prime? We compute the expectation and the variance of this random variable up to an additive error of less than 10^{-4}. This is a…

Probability · Mathematics 2023-01-25 Noga Alon , Yaakov Malinovsky

The multiplication game is a two-person game in which each player chooses a positive integer without knowledge of the other player's number. The two numbers are then multiplied together and the first digit of the product determines the…

Computer Science and Game Theory · Computer Science 2016-07-11 Kent E. Morrison

In this article, we look at a hat-guessing game, in which each player must guess the color of their own hat while only seeing the hats of the other players. We focus on the case of two hat colors and a countably infinite number of players.…

Probability · Mathematics 2025-10-28 Nathaniel Eldredge

Briscola is a traditional Italian trick-taking card game whose simplest form is played by two players. Popular folklore credits victory almost entirely to the player who is dealt more cards of the trump suit (the so-called \emph{briscola}),…

Computer Science and Game Theory · Computer Science 2026-05-26 Piero Giacomelli

Suppose that you have $n$ colours and $m$ mutually independent dice, each of which has $r$ sides. Each dice lands on any of its sides with equal probability. You may colour the sides of each die in any way you wish, but there is one…

Probability · Mathematics 2018-08-14 Christos Pelekis

Much of the theoretical work on strategic voting makes strong assumptions about what voters know about the voting situation. A strategizing voter is typically assumed to know how other voters will vote and to know the rules of the voting…

Multiagent Systems · Computer Science 2019-07-23 Wesley H. Holliday , Eric Pacuit

In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…

Optimization and Control · Mathematics 2018-09-07 AbdulRahman Al-Hussein , Boulakhras Gherbal

Game balancing is an important part of the (computer) game design process, in which designers adapt a game prototype so that the resulting gameplay is as entertaining as possible. In industry, the evaluation of a game is often based on…

Human-Computer Interaction · Computer Science 2016-03-15 Vanessa Volz , Günter Rudolph , Boris Naujoks

A new formalism for analyzing the progression of cricket game using Stochastic differential equation (SDE) is introduced. This theory enables a quantitative way of representing every team using three key variables which have physical…

Physics and Society · Physics 2019-08-21 Santosh Kumar Radha

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

Statistics Theory · Mathematics 2019-10-29 Aditya Deshmukh , Srikrishna Bhashyam , Venugopal V. Veeravalli

Information flow in quantum spin networks is considered. Two types of control -- temporal bang-bang switching control and control by varying spatial degrees of freedom -- are explored and shown to be effective in speeding up information…

Quantum Physics · Physics 2019-10-15 Sophie Schirmer , Frank Langbein

People choose their strategies through a trial-and-error learning process in which they gradually discover that some strategies work better than others. The process can be modelled as an evolutionary game dynamics system, which may be…

Theoretical Economics · Economics 2023-02-21 Wang Zhijian

In a recent article in American Scientist, Theodore Hill described a coin-tossing game whose pay-off is the number of heads over the total number of throws. Suppose that at a given point during the game you have 5 heads and 3 tails, should…

Probability · Mathematics 2010-09-13 Luis A. Medina , Doron Zeilberger

The beautiful theory of statistical gambling, started by Dubins and Savage (for subfair games) and continued by Kelly and Breiman (for superfair games) has mostly been studied under the unrealistic assumption that we live in a continuous…

Probability · Mathematics 2014-11-27 Shalosh B. Ekhad , Doron Zeilberger