Related papers: Rank Independence and Rearrangements of Random Var…

We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can…

We study a one-dimensional gas of $N$ Brownian particles that diffuse independently but are simultaneously reset whenever any of them reaches a fixed threshold located at $L > 0$. For any $N > 2$, the system reaches a non-equilibrium…

The probabilistic characterization of the relationship between two or more random variables calls for a notion of dependence. Dependence modeling leads to mathematical and statistical challenges, and recent developments in extremal…

We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its…

Let $\{X_n\}_{n\ge0}$ be a sequence of real valued random variables such that $X_n=\rho_n X_{n-1}+\epsilon_n,~n=1,2,\ldots$, where $\{(\rho_n,\epsilon_n)\}_{n\ge1}$ are i.i.d. and independent of initial value (possibly random) $X_0$. In…

Resetting plays a pivotal role in optimizing the completion time of complex first passage processes with single or multiple outcomes/exit possibilities. While it is well established that the coefficient of variation -- a statistical…

We consider the edge-reinforced random walk with multiple (but finitely many) walkers which influence the edge weights together. The walker which moves at a given time step is chosen uniformly at random, or according to a fixed order.…

We study the problem nonparametric classification with repeated observations. Let $\bX$ be the $d$ dimensional feature vector and let $Y$ denote the label taking values in $\{1,\dots ,M\}$. In contrast to usual setup with large sample size…

We consider change-point tests based on rank statistics to test for structural changes in long-range dependent observations. Under the hypothesis of stationary time series and under the assumption of a change with decreasing change-point…

For N=1,2,..., let S_N be a simple random sample of size n=n_N from a population A_N of size N, where 0<=n<=N. Then with f_N=n/N, the sampling fraction, and 1_A the inclusion indicator that A is in S_N, for any H a subset of A_N of size k>=…

We study the k-wise independent relaxation of the usual model G(N,p) of random graphs where, as in this model, N labeled vertices are fixed and each edge is drawn with probability p, however, it is only required that the distribution of any…

We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…

We study the independence structure of finitely exchangeable distributions over random vectors and random networks. In particular, we provide necessary and sufficient conditions for an exchangeable vector so that its elements are completely…

In this article, we revisit the paper by Kundu et al.~(2024), presenting new results and insights for both identical and non-identical independent random variables. We derive sufficient conditions for preserving the hazard rate and reversed…

Recently, Kitaev and Remmel [Classifying descents according to parity, Annals of Combinatorics, to appear 2007] refined the well-known permutation statistic ``descent'' by fixing parity of one of the descent's numbers. Results in that paper…

In this paper we study random orderings of the integers with a certain invariance property. We describe all such orders in a simple way. We define and represent random shuffles of a countable set of labels and then give an interpretation of…

We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the "method of rearrangements" estimator; and (c) the maximum likelihood estimator. We show that the maximum likelihood…

Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's…

Investigation of the reversibility of the directional hierarchy in the interdependency among the notions of conditional independence, conditional mean independence, and zero conditional covariance, for two random variables X and Y given a…