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We develop a monitoring procedure to detect changes in a large approximate factor model. Letting $r$ be the number of common factors, we base our statistics on the fact that the $\left( r+1\right) $-th eigenvalue of the sample covariance…

统计方法学 · 统计学 2022-02-03 Matteo Barigozzi , Lorenzo Trapani

We introduce the sequence-set betting game, a generalization of An. A. Muchnik's non-monotonic betting game. Instead of successively partitioning the infinite binary strings by their value of a bit at a chosen position, as in the…

数据结构与算法 · 计算机科学 2015-12-23 Tomislav Petrović

In a guessing game, players guess the value of a random real number selected using some probability density function. The winner may be determined in various ways; for example, a winner can be a player whose guess is closest in magnitude to…

计算机科学与博弈论 · 计算机科学 2016-07-11 Anthony Mendes , Kent E. Morrison

Let $X_1,~X_2,\cdots$ be a sequence of i.i.d random variables which are supposed to be observed in sequence. The $n$th value in the sequence is a $k-record~value$ if exactly $k$ of the first $n$ values (including $X_n$) are at least as…

概率论 · 数学 2022-08-16 Anshui Li

We study a simple and exactly solvable model for the generation of random satisfiability problems. These consist of $\gamma N$ random boolean constraints which are to be satisfied simultaneously by $N$ logical variables. In…

无序系统与神经网络 · 物理学 2009-10-31 F. Ricci-Tersenghi , M. Weigt , R. Zecchina

We consider random systems of linear equations over GF(2) in which every equation binds k variables. We obtain a precise description of the clustering of solutions in such systems. In particular, we prove that with probability that tends to…

数据结构与算法 · 计算机科学 2015-10-12 Dimitris Achlioptas , Michael Molloy

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

应用统计 · 统计学 2014-09-01 Issac Shams , Saeede Ajorlou , Kai Yang

The univariate quantile-quantile (Q-Q) plot is a well-known graphical tool for examining whether two data sets are generated from the same distribution or not. It is also used to determine how well a specified probability distribution fits…

统计理论 · 数学 2014-07-07 Subhra Sankar Dhar , Biman Chakraborty , Probal Chaudhuri

Random instances of constraint satisfaction problems such as k-SAT provide challenging benchmarks. If there are m constraints over n variables there is typically a large range of densities r=m/n where solutions are known to exist with…

离散数学 · 计算机科学 2009-11-13 Amin Coja-Oghlan

We study the value of a two-player zero-sum game on a random matrix $M\in \mathbb{R}^{n\times m}$, defined by $v(M) = \min_{x\in\Delta_n}\max_{y\in \Delta_m}x^T M y$. In the setting where $n=m$ and $M$ has i.i.d. standard Gaussian entries,…

概率论 · 数学 2026-01-13 Romain Cosson , Laurent Massoulié

We investigate the problem of computing the probability of winning in an election where voter attendance is uncertain. More precisely, we study the setting where, in addition to a total ordering of the candidates, each voter is associated…

计算机科学与博弈论 · 计算机科学 2021-02-01 Aviram Imber , Benny Kimelfeld

We study the problem of designing consistent sequential two-sample tests in a nonparametric setting. Guided by the principle of testing by betting, we reframe this task into that of selecting a sequence of payoff functions that maximize the…

统计理论 · 数学 2025-08-26 Shubhanshu Shekhar , Aaditya Ramdas

We build new quantum games, similar to the spin flip game, where as a novelty the players perform measurements on a quantum system associated to a continuous time search algorithm. The measurements collapse the wave function into one of the…

量子物理 · 物理学 2009-11-13 Alejandro Romanelli

Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…

概率论 · 数学 2015-08-06 Sean O'Rourke , Alexander Soshnikov

An assignment problem is the optimization problem of finding, in an m by n matrix of nonnegative real numbers, k entries, no two in the same row or column, such that their sum is minimal. Such an optimization problem is called a random…

组合数学 · 数学 2007-05-23 Svante Linusson , Johan Waestlund

In a recent paper [1], it has been claimed that the outcomes of a quantum coin toss which is idealized as an infinite binary sequence is 1-random. We also defend the correctness of this claim and assert that the outcomes of quantum…

综合物理 · 物理学 2021-06-16 İnanç Şahin

Poker is a multiplayer game of imperfect information and has been widely studied in game theory. Many popular variants of poker (e.g., Texas Hold'em and Omaha) at the edge of modern game theory research are large games. However, even toy…

计算机科学与博弈论 · 计算机科学 2020-11-10 Amanda Metzner , Daniel Zwillinger

Form a random k-SAT formula on n variables by selecting uniformly and independently m=rn clauses out of all 2^k (n choose k) possible k-clauses. The Satisfiability Threshold Conjecture asserts that for each k there exists a constant r_k…

统计力学 · 物理学 2009-09-29 Dimitris Achlioptas , Cristopher Moore

We study a modification of Kendall's tau-test, replacing his permutations of n different numbers by sequences of length n, where repetition is allowed. In particular, binary sequences are included. Random sequences can be tested.

统计理论 · 数学 2019-06-04 Peter Lindqvist

Condorcet's paradox is a fundamental result in social choice theory which states that there exist elections in which, no matter which candidate wins, a majority of voters prefer a different candidate. In fact, even if we can select any $k$…

计算机科学与博弈论 · 计算机科学 2025-12-02 Moses Charikar , Prasanna Ramakrishnan , Kangning Wang