Related papers: Fractional Vs. Expectation Thresholds: Random Supp…
This work considers the problem of resilient consensus where stochastic values of trust between agents are available. Specifically, we derive a unified mathematical framework to characterize convergence, deviation of the consensus from the…
More than twenty years ago, Manickam, Mikl\'{o}s, and Singhi conjectured that for any integers $n, k$ satisfying $n \geq 4k$, every set of $n$ real numbers with nonnegative sum has at least $\binom{n-1}{k-1}$ $k$-element subsets whose sum…
Random $s$-intersection graphs have recently received considerable attention in a wide range of application areas. In such a graph, each vertex is equipped with a set of items in some random manner, and any two vertices establish an…
We provide new limit theory for functionals of a general class of processes lying at the boundary between stationarity and nonstationarity -- what we term weakly nonstationary processes (WNPs). This includes, as leading examples, fractional…
Theoretically, the conditional expectation of a square-integrable random variable $Y$ given a $d$-dimensional random vector $X$ can be obtained by minimizing the mean squared distance between $Y$ and $f(X)$ over all Borel measurable…
Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data and with compositional data, like percentages and the like. If the natural measure of difference is not the absolute…
In this expository article, we give a gentle introduction to the Erd\H{o}s-R\'enyi random graphs and threshold phenomena that they exhibit. We also mildly introduce the Kahn-Kalai Conjecture with several intuitive examples, mainly targeting…
This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related…
Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…
Expectile bears some interesting properties in comparison to the industry wide expected shortfall in terms of assessment of tail risk. We study the relationship between expectile and expected shortfall using duality results and the link to…
One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely…
We show that asymptotic equivalence, in a strong form, holds between two random graph models with slightly differing edge probabilities under substantially weaker conditions than what might naively be expected. One application is a simple…
Split conformal prediction provides finite-sample marginal coverage under exchangeability, but this guarantee averages over the random calibration sample. We study instead the law of the calibration-conditional coverage induced by a…
Consider a host hypergraph $G$ which contains a spanning structure due to minimum degree considerations. We collect three results proving that if the edges of $G$ are sampled at the appropriate rate then the spanning structure still appears…
There are infinite processes (matrix products, continued fractions, $(r,s)$-matrix continued fractions, recurrence sequences) which, under certain circumstances, do not converge but instead diverge in a very predictable way. We give a…
The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index $\alpha$ and a Hurst exponent $H$. We consider a nonstationary extension where the…
Three statistical studies, all published between 2004 and 2008 but without referring to one another, assert a useful equivalence involving the hazard ratio, a parameter estimated for time to event data by the frequently used proportional…
Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…
We study the statistical limits of testing and estimation for a rank one deformation of a Gaussian random tensor. We compute the sharp thresholds for hypothesis testing and estimation by maximum likelihood and show that they are the same.…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…