Related papers: Fast simulation of new coins from old
The notion of supershift (in itself a generalization of the notion of superoscillation arising in quantum mechanics) expresses the fact that the sampling of a function in an interval allows to compute the values of the function far from the…
Let $S_{\a,\psi}(f)$ be the square function defined by means of the cone in ${\mathbb R}^{n+1}_{+}$ of aperture $\a$, and a standard kernel $\psi$. Let $[w]_{A_p}$ denote the $A_p$ characteristic of the weight $w$. We show that for any…
Penney's Ante exhibits non-transitivity when two target strings race to appear in a shared stream of coin tosses. We study instead independent string races, where each player observes their own independent and identically distributed…
Suppose Alice has a coin with heads probability $q$ and Bob has one with heads probability $p>q$. Now each of them will toss their coin $n$ times, and Alice will win iff she gets more heads than Bob does. Evidently the game favors Bob, but…
The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…
We study the escape probability problem in random walks over graphs. Given vertices, $s,t,$ and $p$, the problem asks for the probability that a random walk starting at $s$ will hit $t$ before hitting $p$. Such probabilities can be…
In this article we show for the first time that quantum coin flipping with security guarantees that are strictly better than any classical protocol is possible to implement with current technology. Our protocol takes into account all…
An algorithm for the unbiased simulation of continuous max-(resp.\ min-)id stochastic processes is developed. The algorithm only requires the simulation of finite Poisson random measures on the space of continuous functions and avoids the…
We study an ensemble of closed random paths, embedded in R^3, with a curvature dependent action. Previous analytical results indicate that there is no crumpling transition for any finite value of the curvature coupling. Nevertheless, in a…
We construct a smooth real-valued function P(n) in [0,1], defined via a triple integral with a periodic kernel, that approximates the characteristic function of prime numbers. The function is built to suppress when n is divisible by some m…
You play the following game: you start out with $n$ coins that all have probability $p$ to land heads. You toss all of them and you then need to set aside at least one of them, which will not be tossed again. Now you repeat the process with…
We present an algorithm which allows a fast numerical computation of Feldman-Cousins confidence intervals for Poisson processes, even when the number of background events is relatively large. This algorithm incorporates an appropriate…
This paper studies the problem of robot performance evaluation, focusing on how to obtain accurate and efficient estimates of real-world behavior under severe constraints on physical experimentation. Such estimates are essential for…
Following a paper in which the fundamental aspects of probabilistic inference were introduced by means of a toy experiment, details of the analysis of simulated long sequences of extractions are shown here. In fact, the striking performance…
We propose skewed stable random projections for approximating the pth frequency moments of dynamic data streams (0<p<=2), which has been frequently studied in theoretical computer science and database communities. Our method significantly…
Parrondo's coin-tossing games comprise two games, $A$ and $B$. The result of game $A$ is determined by the toss of a fair coin. The result of game $B$ is determined by the toss of a $p_0$-coin if capital is a multiple of $r$, and by the…
Pure-jump processes have been increasingly popular in modeling high-frequency financial data, partially due to their versatility and flexibility. In the meantime, several statistical tests have been proposed in the literature to check the…
We obtain tight bounds on Poisson tails which are easy to handle. A short proof based on the median of the gamma distribution is given. Numerical comparisons with other known estimates are made. As an application, we consider the rates of…
Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in…
When the target parameter for inference is a real-valued, continuous function of probabilities in the $k$-sample multinomial problem, variance estimation may be challenging. In small samples or when the function is nondifferentiable at the…