Related papers: A strong law of large numbers for capacities
The validity of the strong law of large numbers for multiple sums $S_n$ of independent identically distributed random variables $Z_k$, $k\leq n$, with $r$-dimensional indices is equivalent to the integrability of $|Z|(\log^+|Z|)^{r-1}$,…
Let $X$ be a first countable space which admits a non-trivial convergent sequence and let $\mathcal{I}$ be an analytic P-ideal. First, it is shown that the sets of $\mathcal{I}$-limit points of all sequences in $X$ are closed if and only if…
We consider a stationary random field indexed by an increasing sequence of subsets of $\mathbb{Z}^d$ obeying a very broad geometrical assumption on how the sequence expands. Under certain mixing and local conditions, we show how the tail…
The probability distributions of the masses of the clusters spanning from top to bottom of a percolating lattice at the percolation threshold are obtained in all dimensions from two to five. The first two cumulants and the exponents for the…
The Choquet - Bishop - de Leeuw theorem states that each element of a compact convex subset of a locally convex topological Hausdorff space is a barycenter of a probability measure supported by the set of extreme points of that set. By the…
In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…
We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng. It turns out that these theorems…
We provide a streamlined proof and improved estimates for the weak multivariate Gnedenko law of large numbers on concentration of random polytopes within the space of convex bodies (in a fixed or a high dimensional setting), as well as a…
This work considers a Poisson noise channel with an amplitude constraint. It is well-known that the capacity-achieving input distribution for this channel is discrete with finitely many points. We sharpen this result by introducing upper…
We develop a general framework for the probabilistic analysis of random finite point clouds in the context of topological data analysis. We extend the notion of a barcode of a finite point cloud to compact metric spaces. Such a barcode…
We study the Shannon entropy of the cluster size distribution in classical as well as explosive percolation, in order to estimate the uncertainty in the sizes of randomly chosen clusters. At the critical point the cluster size distribution…
The empirical Orlicz norm based on a random sample is defined as a natural estimator of the Orlicz norm of a univariate probability distribution. A law of large numbers is derived under minimal assumptions. The latter extends readily to a…
We show that the $i$-dimensional plaqutte random-cluster model with coefficients in $\mathbb{Z}_q$ is dual to a $(d-i)$-dimensional plaquette random cluster model. In addition, we explore boundary conditions, infinite volume limits, and…
Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…
A model for a Choquet integral for arbitrary finite set systems is presented. The model includes in particular the classical model on the system of all subsets of a finite set. The general model associates canonical non-negative and…
For the partial sums formed from a sequence of i.i.d. random variables having a finite absolute p'th moment for some p in (0,2), we extend the recent and striking discovery of Hechner and Heinkel (Journal of Theoretical Probability (2010))…
This paper gives a simple proof of a limit theorem for the lenght of the largest interval straddling a fixed number of i.i.d. points uniformly disributed on a unit interval. The key step in our argument is a classical theorem of Watson…
We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is…
For a map of the unit interval with an indifferent fixed point, we prove an upper bound for the variance of all observables of $n$ variables $K:[0,1]^n\to\R$ which are componentwise Lipschitz. The proof is based on coupling and decay of…
In this paper we study some basic properties of strong {\lambda}- statistical convergence of sequences in probabilistic metric (PM) spaces. We also introduce and study the notion of strong {\lambda}-statistically Cauchyness. Further…