Related papers: Random Stability of Random Variables

We prove that, given $\epsilon>0$ and $k\geq 1$, there is an integer $n$ such that the following holds. Suppose $G$ is a finite group and $A\subseteq G$ is $k$-stable. Then there is a normal subgroup $H\leq G$ of index at most $n$, and a…

We study the distribution of partial sums of Rademacher random multiplicative functions $(f(n))_n$ evaluated at polynomial arguments. We show that for a polynomial $P\in \mathbb Z[x]$ that is a product of at least two distinct linear…

The paper addresses the question whether a random functional, a map from a set $E$ into the space of real-valued measurable functions on a probability space, has a measurable version with values in ${\mathbb R}^E$. Similarly, one may ask…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

In this paper, we study the dynamics of a system of $n$ coupled, self-propelled particles: $\ddot r_k = (\alpha-\beta |\dot r_k|^2)\dot r_k - \frac{\gamma}{n}\sum_{m=1}^n(r_k-r_m)$, $r_k\in \mathbb R^2.$ Numerical experiments indicate that,…

If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of…

Let $X $ be a square integrable random variable with basic probability space $(\O, \A, \P)$, taking values in a lattice $\mathcal L(v_0,1)=\big\{v_k=v_0+ k,k\in \Z\big\}$ and such that $\t_X =\sum_{k\in \Z}\P\{X=v_k\}\wedge…

Let $V_1, V_2, V_3, \dots $ be a sequence of $\mathbb{Q}$-vector spaces where $V_n$ carries an action of $\mathfrak{S}_n$ for each $n$. {\em Representation stability} and {\em multiplicity stability} are two related notions of when the…

Let $(\mathbf{B}, \|\cdot\|)$ be a real separable Banach space. Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. {\bf B}-valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. Let $\{a_{n}; n \geq 1\}$ and $\{b_{n}; n…

A sequence of random variables is exchangeable if its joint distribution is invariant under variable permutations. We introduce exchangeable variable models (EVMs) as a novel class of probabilistic models whose basic building blocks are…

In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…

A general setting for nested subdivisions of a bounded real set into intervals defining the digits $X_1,X_2,...$ of a random variable $X$ with a probability density function $f$ is considered. Under the weak condition that $f$ is almost…

We analyze the asymptotic behavior of random variables $x(n,x\_0)$ defined by $x(0,x\_0)=x\_0$ and $x(n+1,x\_0)=A(n)x(n,x\_0)$, where $\sAn$ is a stationary and ergodic sequence of random matrices with entries in the semi-ring…

Reproducibility is imperative for any scientific discovery. More often than not, modern scientific findings rely on statistical analysis of high-dimensional data. At a minimum, reproducibility manifests itself in stability of statistical…

A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…

The Ewens sampling formula with parameter $\alpha$ is the distribution on $S_n$ which gives each $\pi\in S_n$ weight proportional to $\alpha^{C(\pi)}$, where $C(\pi)$ is the number of cycles of $\pi$. We show that, for any fixed $\alpha$,…

We show that when $\set{X_j}$ is a sequence of independent (but not necessarily identically distributed) random variables which satisfies a condition similar to the Lindeberg condition, the properly normalized geometric sum…

In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…

Fix some $n \in \mathbb{N}$ and let $X_1, X_2,\dots, X_n$ be independent random variables drawn from the uniform distribution on $[0,1]$. A decision maker is shown the variables sequentially and, after each observation, must decide whether…

We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…