Related papers: Universal Codes as a Basis for Nonparametric Testi…

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

We consider the problem of detecting causal relationships between discrete time series, in the presence of potential confounders. A hypothesis test is introduced for identifying the temporally causal influence of $(x_n)$ on $(y_n)$,…

We propose distribution-free runs-based control charts for detecting location shifts. Using the fact that given the number of total successes, the outcomes of a sequence of Bernoulli trials are random permutations, we are able to control…

A new type of singularity theorem, based on spatial averages of physical quantities, is presented and discussed. Alternatively, the results inform us of when a spacetime can be singularity-free. This theorem provides a decisive…

We develop a testing procedure for distinguishing between a long-range dependent time series and a weakly dependent time series with change-points in the mean. In the simplest case, under the null hypothesis the time series is weakly…

We propose a high-dimensional white noise test that captures serial correlations within and across component series without specifying an alternative model. The test statistic is a U-statistic based on sample autocovariances. Under the…

It is demonstrated how to represent asymptotically mean stationary (AMS) random sources with values in standard spaces as mixtures of ergodic AMS sources. This an extension of the well known decomposition of stationary sources which has…

Independence and conditional independence are fundamental concepts for reasoning about groups of random variables in probabilistic programs. Verification methods for independence are still nascent, and existing methods cannot handle…

This Comment argues that two assumptions, which are presented as basic assumptions of Bell's theorem in [J. Handsteiner et al., Phys. Rev. Lett. 118, 060401 (2017)] and elsewhere, in fact follow from more basic premises. Measurement…

Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the classical empirical likelihood method…

The generalized Hamming weights (GHWs) are fundamental parameters of linear codes. GHWs are of great interest in many applications since they convey detailed information of linear codes. In this paper, we continue the work of [10] to study…

We suggest to construct infinite stochastic binary sequences by associating one of the two symbols of the sequence with the renewal times of an underlying renewal process. Focusing on stationary binary sequences corresponding to delayed…

Given a $k$-uniform hypergraph $\mathcal{H}$ and sufficiently large $m \gg m_0(\mathcal{H})$, we show that an $m$-element set $I \subseteq V(\mathcal{H})$, chosen uniformly at random, with probability $1 - e^{-\omega(m)}$ is either not…

A disordered medium is often constructed by $N$ points independently and identically distributed in a $d$-dimensional hyperspace. Characteristics related to the statistics of this system is known as the random point problem. As $d \to…

We address the problem of delay in an arithmetic coding system. Due to the nature of the arithmetic coding process, source sequences causing arbitrarily large encoding or decoding delays exist. This phenomena raises the question of just how…

We study some properties of binary sequences generated by random substitutions of constant length. Specifically, assuming the alphabet $\{0,1\}$, we consider the following asymmetric substitution rule of length $k$: $0 \to \langle 0, 0,…

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

We introduce two novel non-parametric statistical hypothesis tests. The first test, called the relative test of dependency, enables us to determine whether one source variable is significantly more dependent on a first target variable or a…

We consider nonlinear hyperbolic systems with a general source and prove that for appropriately chosen smooth initial data the lifespan of the associated $C^1$-solution $u$ cannot be infinite. We employ ideas of F. John (1974) and L.…

We consider the first-order theory of random variables with the probabilistic independence relation, which concerns statements consisting of random variables, the probabilistic independence symbol, logical operators, and existential and…