Related papers: On strong law of large numbers for non identically…
In comparative studies, such as in causal inference and clinical trials, balancing important covariates is often one of the most important concerns for both efficient and credible comparison. However, chance imbalance still exists in many…
We apply recent ideas about complexity and randomness to the philosophy of laws and chances. We develop two ways to use algorithmic randomness to characterize probabilistic laws of nature. The first, a generative chance* law, employs a…
We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…
We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…
Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…
A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…
Since the appearance of H. Robbins article (1948), the central limit theorems for random sums have been studied for about 70 years. The central limit theorems for random sums of independent random variables play a very important role in…
This short note provides a new and simple proof of the convergence rate for Peng's law of large numbers under sublinear expectations, which improves the corresponding results in Song [15] and Fang et al. [3].
The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…
This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…
In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.
An important body of quantitative linguistics is constituted by a series of statistical laws about language usage. Despite the importance of these linguistic laws, some of them are poorly formulated, and, more importantly, there is no…
We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on…
The generalized allocation scheme is studied. Its extension for coloured balls is defined. Some analogues of the Law of the Iterated Logarithm and the Strong Law of Large Numbers are obtained for the number of boxes containing fixed numbers…
We determine the distributions of lengths of runs in random sequences of elements from a totally ordered set (total order) or partially ordered set (partial order). In particular, we produce novel formulae for the expected value, variance,…
We prove a strong law of large numbers for random sets with bounded and closed values contained in an arbitrary (not necessarily separable) Banach space. We make use of a notion of convergence of sets introduced by Fisher, which is stronger…
Conditioned limit laws constitute an important and well developed framework of extreme value theory that describe a broad range of extremal dependence forms including asymptotic independence. We explore the assumption of conditional…
A family of random matrices is said to converge strongly to a limiting family of operators if the operator norm of every noncommutative polynomial of the matrices converges to that of the limiting operators. Recent developments surrounding…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
In the classical probability in continuous random variables there is no distinguishing between the probability involving strict inequality and non strict inequality. Moreover a probability involves equality collapse to zero without…