Related papers: Rank Independence and Rearrangements of Random Var…
A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…
We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first…
We study the propagation of uniformly translating fronts into a linearly unstable state, both analytically and numerically. We introduce a perturbative renormalization group (RG) approach to compute the change in the propagation speed when…
We consider the set of finite random words $\mathcal A^\star$, with independent letters drawn from a finite or infinite totally ordered alphabet according to a general probability distribution. On a specific subset of $\mathcal A^\star$,…
This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a…
Statisticians usually restrict regression to model relationships that are explicitly defined dependent and independent random variables; this paper outlines the newly developed method of non-response analysis and rotational analysis for…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
An overview is presented of recent work on some statistical problems on multiparticle random walks. We consider a Euclidean, deterministic fractal or disordered lattice and N >> 1 independent random walkers initially (t=0) placed onto the…
The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…
Negative dependence of sequences of random variables is often an interesting characteristic of their distribution, as well as a useful tool for studying various asymptotic results, including central limit theorems, Poisson approximations,…
The concept of entropy connects the number of possible configurations with the number of variables in large stochastic systems. Independent or weakly interacting variables render the number of configurations scale exponentially with the…
Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…
If X and Y are independent, Y and Z are independent, and so are X and Z, one might be tempted to conclude that X, Y, and Z are independent. But it has long been known in classical probability theory that, intuitive as it may seem, this is…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…
Let $A$ be an $n\times n$ random symmetric matrix with independent identically distributed subgaussian entries of unit variance. We prove the following large deviation inequality for the rank of $A$: for all $1\leq k\leq c\sqrt{n}$,…
We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…
Using exact relations between velocity structure functions (Hill, Hill and Boratav, and Yakhot) and neglecting pressure contributions in a first approximation, we obtain a closed system and derive simple order-dependent rescaling…
We prove that certain natural random variables associated with the local eigenvalue statistics for generalized lattice Anderson models constructed with finite-rank perturbations are compound Poisson distributed. This distribution is…
This paper studies a stylized, yet natural, learning-to-rank problem and points out the critical incorrectness of a widely used nearest neighbor algorithm. We consider a model with $n$ agents (users) $\{x_i\}_{i \in [n]}$ and $m$…