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In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…

Probability · Mathematics 2012-09-18 Christophe Cuny , Florence Merlevede

Given a sequence of random variables $\left\{ X_k : k \geq 1\right\}$ uniformly distributed in $(0,1)$ and independent, we consider the following random sets of directions $$\Omega_{\text{rand},\text{lin}} := \left\{ \frac{\pi X_k}{k}: k…

Functional Analysis · Mathematics 2023-12-20 Anthony Gauvan

We introduce a new setting, the category of $\omega$PAP spaces, for reasoning denotationally about expressive differentiable and probabilistic programming languages. Our semantics is general enough to assign meanings to most practical…

Programming Languages · Computer Science 2023-05-29 Mathieu Huot , Alexander K. Lew , Vikash K. Mansinghka , Sam Staton

In the theory of algorithmic randomness, one of the central notions is that of computable randomness. An infinite binary sequence X is computably random if no recursive martingale (strategy) can win an infinite amount of money by betting on…

Computer Science and Game Theory · Computer Science 2015-05-18 Laurent Bienvenu , Frank Stephan , Jason Teutsch

This paper makes two primary contributions. First, we introduce the concept of counting martingales and use it to define counting measures, counting dimensions, and counting strong dimensions. Second, we apply these new tools to strengthen…

Computational Complexity · Computer Science 2025-08-12 John M. Hitchcock , Adewale Sekoni , Hadi Shafei

Let $(S_n^p)_{n\geq 0}$ be a Bernoulli random walk where each of the independent increments is either $1$ or $-1$ with probabilities $p$ and $1-p$. For $p'$ and $p'' \in [0,1]$ with $|p'-1/2|>|p''-1/2|$, we show that $(|S_n^{p''}|)_{n\geq…

Probability · Mathematics 2025-11-19 Shoou-Ren Hsiau , Yi-Ching Yao

We study a large class of stochastic $p$-Laplace Allen-Cahn equations with singular potential. Under suitable assumptions on the (multiplicative-type) noise we first prove existence, uniqueness, and regularity of variational solutions.…

Probability · Mathematics 2021-10-14 Federico Bertacco , Carlo Orrieri , Luca Scarpa

We construct a class of nonnegative martingale processes that oscillate indefinitely with high probability. For these processes, we state a uniform rate of the number of oscillations and show that this rate is asymptotically close to the…

Machine Learning · Computer Science 2014-08-18 Jan Leike , Marcus Hutter

Let game B be Toral's cooperative Parrondo game with (one-dimensional) spatial dependence, parameterized by N (3 or more) and p_0,p_1,p_2,p_3 in [0,1], and let game A be the special case p_0=p_1=p_2=p_3=1/2. Let mu_B (resp., mu_(1/2,1/2))…

Probability · Mathematics 2015-02-27 S. N. Ethier , Jiyeon Lee

We study the problem of identifying a probability distribution for some given randomly sampled data in the limit, in the context of algorithmic learning theory as proposed recently by Vinanyi and Chater. We show that there exists a…

Machine Learning · Computer Science 2018-03-14 George Barmpalias , Frank Stephan

Consider a finite sequence of independent random permutations, chosen uniformly either among all permutations or among all matchings on n points. We show that, in probability, as n goes to infinity, these permutations viewed as operators on…

Probability · Mathematics 2023-06-26 Charles Bordenave , Benoît Collins

We study approximation in the unit interval by rational numbers whose numerators are selected randomly with certain probabilities. Previous work showed that an analogue of Khintchine's Theorem holds in a similar random model and raised the…

Number Theory · Mathematics 2019-09-17 Laima Kaziulytė , Felipe A. Ramírez

In a fully general setting, we study the relation between martingale spaces under two locally absolutely continuous probabilities and prove that the martingale representation property (MRP) is always stable under locally absolutely…

Probability · Mathematics 2019-10-09 Anna Aksamit , Claudio Fontana

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…

Probability · Mathematics 2026-04-07 Yoichi Nishiyama

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

Consider a universal Turing machine that produces a partial or total function (or a binary stream), based on the answers to the binary queries that it makes during the computation. We study the probability that the machine will produce a…

Computational Complexity · Computer Science 2017-04-28 George Barmpalias , Douglas Cenzer , Christopher P. Porter

We show that for constraint satisfaction problems (CSPs), sub-exponential size linear programming relaxations are as powerful as $n^{\Omega(1)}$-rounds of the Sherali-Adams linear programming hierarchy. As a corollary, we obtain…

Computational Complexity · Computer Science 2018-01-03 Pravesh K. Kothari , Raghu Meka , Prasad Raghavendra

A central question in computer science and statistics is whether efficient algorithms can achieve the information-theoretic limits of statistical problems. Many computational-statistical tradeoffs have been shown under average-case…

Computational Complexity · Computer Science 2025-07-18 Guy Blanc , Caleb Koch , Carmen Strassle , Li-Yang Tan

The Mallows measure is a probability measure on $S_n$ where the probability of a permutation $\pi$ is proportional to $q^{l(\pi)}$ with $q > 0$ being a parameter and $l(\pi)$ the number of inversions in $\pi$. We show the convergence of the…

Probability · Mathematics 2019-05-07 Ke Jin

In this paper, we consider termination of probabilistic programs with real-valued variables. The questions concerned are: 1. qualitative ones that ask (i) whether the program terminates with probability 1 (almost-sure termination) and (ii)…

Logic in Computer Science · Computer Science 2015-10-30 Krishnendu Chatterjee , Hongfei Fu , Petr Novotny , Rouzbeh Hasheminezhad