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We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of…

Probability · Mathematics 2007-05-23 Francis Comets , Ofer Zeitouni

Standard supervised learning breaks down under data distribution shift. However, the principle of independent causal mechanisms (ICM, Peters et al. (2017)) can turn this weakness into an opportunity: one can take advantage of distribution…

Machine Learning · Computer Science 2021-02-09 Jens Müller , Robert Schmier , Lynton Ardizzone , Carsten Rother , Ullrich Köthe

We prove a strong law of large numbers for random sets with bounded and closed values contained in an arbitrary (not necessarily separable) Banach space. We make use of a notion of convergence of sets introduced by Fisher, which is stronger…

Probability · Mathematics 2011-10-31 Francesco S. de Blasi , Luca Tomassini

The strong law of large numbers for linear combinations of functions of order statistics ($L$-statistics) based on weakly dependent random variables is proven. We also establish the Glivenko--Cantelli theorem for $\phi$-mixing sequences of…

Probability · Mathematics 2007-06-13 Evgeny Baklanov

We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability. Such condition appeared in the well-known Newman's conjecture concerning the…

Probability · Mathematics 2011-04-22 Alexander Bulinski

We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption…

Dynamical Systems · Mathematics 2011-02-10 Sébastien Gouëzel

Let $(X_1 , \ldots , X_d)$ be random variables taking nonnegative integer values and let $f(z_1, \ldots , z_d)$ be the probability generating function. Suppose that $f$ is real stable; equivalently, suppose that the polarization of this…

Probability · Mathematics 2016-07-12 Subhroshekhar Ghosh , Thomas M. Liggett , Robin Pemantle

We utilize quantum superposition principle to establish the improvable upper and lower bounds on the stronger uncertainty relation, i.e., the "weighted-like" sum of the variances of observables. Our bounds include some free parameters which…

Quantum Physics · Physics 2017-04-17 Jun Zhang , Yang Zhang , Chang-shui Yu

A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…

Probability · Mathematics 2023-11-28 Zhishui Hu , Yiting Zhang

We study some notions of negative dependence of a sampling scheme that can be used to derive variance bounds for the corresponding estimator or discrepancy bounds for the underlying random point set that are at least as good as the…

Numerical Analysis · Mathematics 2021-02-10 Michael Gnewuch , Marcin Wnuk , Nils Hebbinghaus

Let T be an ergodic automorphism of the d-dimensional torus. In the spirit of Le Borgne, we give conditions on the Fourier coeffi cients of a real valued function f under which the Birkhoff sums satis fy a strong invariance principle. Next,…

Dynamical Systems · Mathematics 2012-06-21 Jérôme Dedecker , Florence Merlevède , Francoise Pene

By applying results obtained from the new versions of the classical Levy, Ottaviani, and Hoffmann-Jorgensen (1974) inequalities proved by Li and Rosalsky(2013) and by using techniques developed by Hechner and Heinkel (2010), we provide a…

Probability · Mathematics 2012-10-24 Deli Li , Yongcheng Qi , Andrew Rosalsky

We propose a new constraint on the structure of strongly coupled field theories. The constraint takes the form of an inequality limiting the number of degrees of freedom in the infrared description of a theory relative to the number of…

High Energy Physics - Theory · Physics 2011-05-05 Thomas Appelquist , Andrew G. Cohen , Martin Schmaltz

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

Probability · Mathematics 2017-02-06 Idir Arab , Paulo Eduardo Oliveira

Assessing the stability of a multiple testing procedure under dependence is important but very challenging. Even for multiple testing which among a set of Normal random variables have mean zero, which we refer to as the "Normal means…

Statistics Theory · Mathematics 2020-03-06 Xiongzhi Chen , Rebecca W. Doerge

Using an alternative notion of entropy introduced by Datta, the max-entropy, we present a new simplified framework to study the minimizers of the specific free energy for random fields which are weakly dependent in the sense of Lewis,…

Probability · Mathematics 2021-03-30 Piet Lammers , Martin Tassy

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

Probability · Mathematics 2022-07-19 Youri Davydov , Arkady Tempelman

The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…

Probability · Mathematics 2014-12-18 Jingwei Liu

Employing induced representations of the Lorentz group (Wigner's little group construction), formalism for constructing heavy particle effective Lagrangians is developed, and Lagrangian constraints enforcing Lorentz invariance of the S…

High Energy Physics - Phenomenology · Physics 2013-05-30 Johannes Heinonen , Richard J. Hill , Mikhail P. Solon

In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the…

Probability · Mathematics 2012-06-01 J. Dedecker , F. Merlevède , F. Pène
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