相关论文: Divergence of sample quantiles

We prove two related concentration inequalities concerning the number of rational points of hyperelliptic curves over subsets of a finite field. In particular, we investigate the probability of a large discrepancy between the numbers of…

Randomization tests deliver exact finite-sample Type 1 error control when the null satisfies the randomization hypothesis. In practice, achieving these guarantees often requires stronger conditions than the null hypothesis of primary…

This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq…

In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…

We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…

Consider the following probability puzzle: A fair coin is flipped n times. For each HT in the resulting sequence, Bob gets a point, and for each HH Alice gets a point. Who is more likely to win? We provide a proof that Bob wins more often…

We study random graphs with an i.i.d. degree sequence of which the tail of the distribution function $F$ is regularly varying with exponent $\tau\in (1,2)$. Thus, the degrees have infinite mean. Such random graphs can serve as models for…

A sequence $(x_n)$ in a lattice-normed space $(X,p,E)$ is statistical $p$-convergent to $x\in X$ if there exists a statistical $p$-decreasing sequence $q\stpd 0$ with an index set $K$ such that $\delta(K)=1$ and $p(x_{n_k}-x)\leq q_{n_k}$…

Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…

We work out the graph limit theory for dense interval graphs. The theory developed departs from the usual description of a graph limit as a symmetric function $W(x,y)$ on the unit square, with $x$ and $y$ uniform on the interval $(0,1)$.…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Solomonoff's central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior mu, if the latter is computable. Hence, M is eligible as a…

An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…

In the short note, we describe a sampling construction that yields a sequence of graphons converging to a prescribed limit graphon in 1-norm. This convergence is stronger than the convergence in the cut norm, usually used to study graphon…

We outline some simple prescriptions to define a distribution on the set $\mathbb{Q}_0$ of all the rational numbers in $[0,1]$, and we then explore both a few properties of these distributions, and the possibility of making these rational…

In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level,…

The empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly…

Given a graph $G$ and $p\in [0,1]$, the random subgraph $G_p$ is obtained by retaining each edge of $G$ independently with probability $p$. We show that for every $\epsilon>0$, there exists a constant $C>0$ such that the following holds.…

For any physical observable in statistical systems, the most frequently studied quantities are its average and standard deviation. Yet, its full distribution often carries extremely interesting information and can be invoked to put any…

In this note, we will survey the existing convergence results for random variables under sublinear expectations, and prove some new results. Concretely, under the assumption that the sublinear expectation has the monotone continuity…