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One-dimensional free fermions are studied with emphasis on propagating fronts emerging from a step initial condition. The probability distribution of the number of particles at the edge of the front is determined exactly. It is found that…

Statistical Mechanics · Physics 2013-02-08 Viktor Eisler , Zoltan Racz

We propose the first return time distribution (FRTD) of a random walk as an interpretable and mathematically grounded node embedding. The FRTD assigns a probability mass function to each node, allowing us to define a distance between any…

Social and Information Networks · Computer Science 2025-12-04 Vedanta Thapar , Renaud Lambiotte , George T. Cantwell

Let $X,X_1,X_2,\cdots$ be independent real valued random variables with a common distribution function $F$, and consider $\{X_1,\cdots,X_N \}$, possibly a big concrete data set, or an imaginary random sample of size $N\geq 1$ on $X$. In the…

Methodology · Statistics 2018-02-14 Miklós Csörgő

Random Quantum States are presently of interest in the fields of quantum information theory and quantum chaos. Moreover, a detailed study of their properties can shed light on some foundational issues of the quantum statistical mechanics…

Quantum Physics · Physics 2010-01-07 Barbara Fresch , Giorgio J. Moro

We study which outcomes are implementable by disclosing coarse statistics of a data-generating process rather than its full distribution. Players observe data whose joint distribution is only partially known: they know the expectations of…

Theoretical Economics · Economics 2026-05-11 Francesco Giordano

In this paper, we characterize the multivariate uniform probability distribution of the first and second kinds in the framework of the $\mathcal{R}(p,q)$-deformed quantum algebras. Their bivariate distributions and related properties,…

Mathematical Physics · Physics 2023-05-30 Fridolin Melong , Mahouton Norbert Hounkonnou

The method of \emph{random integral representation}, that is, the method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we will…

Probability · Mathematics 2014-03-04 A. Czyzewska-Jankowska , Zbigniew J. Jurek

The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from…

Statistics Theory · Mathematics 2025-08-11 Rina Foygel Barber

Is it a good idea to use the frequency of events in the past, as a guide to their frequency in the future (as we all do anyway)? In this paper the question is attacked from the perspective of universal prediction of individual sequences. It…

Information Theory · Computer Science 2013-01-29 Yuval Lomnitz , Meir Feder

Order statistics find applications in various areas of communications and signal processing. In this paper, we introduce an unified analytical framework to determine the joint statistics of partial sums of ordered random variables (RVs).…

Information Theory · Computer Science 2010-08-19 Sung Sik Nam , Mohamed-Slim Alouini , Hong-Chuan Yang

In this paper we consider a sequence of n coin tosses, whose outcome depends on the previous n-1 tosses. In particular, their distribution is not i.i.d. We compute the limiting distribution of this sequence using the method of images.

Probability · Mathematics 2014-12-15 Ritwik Mukherjee

We study the expected adjacency matrix of a uniformly random multigraph with fixed degree sequence $\mathbf{d} \in \mathbb{Z}_+^n$. This matrix arises in a variety of analyses of networked data sets, including modularity-maximization and…

Social and Information Networks · Computer Science 2020-02-10 Philip S. Chodrow

A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…

Mathematical Physics · Physics 2017-10-05 L. Alonso , T. Gorin

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

Artificial Intelligence · Computer Science 2011-05-19 M. C. Garrido , P. E. Lopez-de-Teruel , A. Ruiz

DNA samples are often pooled, either by experimental design, or because the sample itself is a mixture. For example, when population allele frequencies are of primary interest, individual samples may be pooled together to lower the cost of…

Quantitative Methods · Quantitative Biology 2013-02-07 Darren Kessner , Tom Turner , John Novembre

The method of \emph{random integral representation}, that is, the method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we will…

Probability · Mathematics 2014-03-12 Agnieszka Czyzewska-Jankowska , Zbigniew J. Jurek

The lattice of the set partitions of $[n]$ ordered by refinement is studied. Given a map $\phi: [n] \rightarrow [n]$, by taking preimages of elements we construct a partition of $[n]$. Suppose $t$ partitions $p_1,p_2,\dots,p_t$ are chosen…

Probability · Mathematics 2016-02-04 Dmitry Krachun , Yuri Yakubovich

In this paper we develop a methodology that we call split sampling methods to estimate high dimensional expectations and rare event probabilities. Split sampling uses an auxiliary variable MCMC simulation and expresses the expectation of…

Computation · Statistics 2013-11-04 John R. Birge , Changgee Chang , Nicholas G. Polson

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…

Data Analysis, Statistics and Probability · Physics 2015-06-15 Paolo Rossi

We present new sampling methods in finite population that allow to control the joint inclusion probabilities of units and especially the spreading of sampled units in the population. They are based on the use of renewal chains and…

Methodology · Statistics 2017-04-12 Yves Tillé , Lionel Qualité , Matthieu Wilhelm