Related papers: Random Stability of Random Variables

It is well known that when a pair of random variables is statistically independent, it has no-correlation (zero covariance, $E[XY] - E[X]E[Y] = 0$), and that the converse is not true. However, if both of these random variables take only two…

Let $A$ be a (not necessarily unital) separable non-elementary simple amenable C*-algebra whose tracial basis may not have finite covering dimension and may not be compact but satisfies certain condition (C). We show that $A$ is ${\cal…

Let $\{X_{i,j}:(i,j)\in\mathbb N^2\}$ be a two-dimensional array of independent copies of a random variable $X$, and let $\{N_n\}_{n\in\mathbb N}$ be a sequence of natural numbers such that $\lim_{n\to\infty}e^{-cn}N_n=1$ for some $c>0$.…

Here we give a necessary and sufficient condition for the convergence to a random max infinitely divisible law from that of a random maximum. We then discuss random max-stable laws, their domain of max-attraction and the associated extremal…

This paper introduces the class of selfdecomposable distributions concerning Boolean convolution. A general regularity property of Boolean selfdecomposable distributions is established; in particular the number of atoms is at most two and…

Let $(X_1,X_2,...)$ be a random partition of the unit interval $[0,1]$, i.e. $X_i\geq0$ and $\sum_{i\geq1} X_i=1$, and let $(\varepsilon_1,\varepsilon_2,...)$ be i.i.d. Bernoulli random variables of parameter $p \in (0,1)$. The Bernoulli…

Multivariate extreme value theory assumes a multivariate domain of attraction condition for the distribution of a random vector. This necessitates that each component satisfies a marginal domain of attraction condition. An approximation of…

The authors present evidence for universality in numerical computations with random data. Given a (possibly stochastic) numerical algorithm with random input data, the time (or number of iterations) to convergence (within a given tolerance)…

In 1969 V.V.~Petrov found a new sufficient condition for the applicability of the strong law of large numbers to sequences of independent random variables. He proved the following theorem: let $\{X_{n}\}_{n=1}^{\infty}$ be a sequence of…

When does the complex product of a given number of subsets of a group generate the same subgroup as their union? We answer this question in a more general form by introducing HS-stability and characterising the HS-stable involution…

We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…

Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…

We examine the issue of stability of probability in reasoning about complex systems with uncertainty in structure. Normally, propositions are viewed as probability functions on an abstract random graph where it is implicitly assumed that…

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

We deal with a sequence of integer-valued random variables $\{Z_N\}_{N=1}^{\infty}$ which is related to restricted partitions of positive integers. We observe that $Z_N=X_1+ \ldots + X_N$ for independent and bounded random variables…

A graph $\Gamma$ is said to be stable if $\mathrm{Aut}(\Gamma\times K_2)\cong\mathrm{Aut}(\Gamma)\times \mathbb{Z}_{2}$ and unstable otherwise. If an unstable graph is connected, non-bipartite and any two of its distinct vertices have…

Let M be an o-minimal structure with elimination of imaginaries, N an unstable structure definable in M. Then there exists X, interpretable in N, such that X with all the structure induced from N is o-minimal. In particular X is linearly…

Every sequence $f_1, f_2, \cdots \, $ of random variables with $ \, \lim_{M \to \infty} \big( M \sup_{k \in \mathbb{N}} \mathbb{P} ( |f_k| > M ) \big)=0\,$ contains a subsequence $ f_{k_1}, f_{k_2} , \cdots \,$ that satisfies, along with…

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…