相关论文: Divergence of sample quantiles

In 1957, Lindley published "A statistical paradox" in Biometrika, revealing a fundamental conflict between frequentist and Bayesian inference as sample size approaches infinity. We present a new paradox of a different kind: a conflict…

The negative binomial distribution is self similar: If the spectrum over the whole rapidity range gives rise to a negative binomial, in absence of correlation and if the source is unique, also a partial range in rapidity gives rise to the…

This work presents an upper-bound to value that the Kullback-Leibler (KL) divergence can reach for a class of probability distributions called quantum distributions (QD). The aim is to find a distribution $U$ which maximizes the KL…

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than {\epsilon} ({\epsilon} > 0). It is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

We generalize the family of $\alpha$-divergences using a pair of strictly comparable weighted means. In particular, we obtain the $1$-divergence in the limit case $\alpha\rightarrow 1$ (a generalization of the Kullback-Leibler divergence)…

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

In this work we present concentration inequalities for the sum $S_n$ of independent integer-valued not necessary indentically distributed random variables, where each variable has tail function that can be bounded by some power function…

We prove central limit theorems for the number of descents and the number of inversions after a shelf-shuffle. In particular, we bound the convergence rate for the number of inversions independently of the number of shelves. Along the way,…

Let $\nu_\lambda^p$ be the distribution of the random series $\sum_{n=1}^\infty i_n \lambda^n$, where $i_n$ is a sequence of i.i.d. random variables taking the values 0,1 with probabilities $p,1-p$. These measures are the well-known…

Khinchin proved that the arithmetic mean of continued fraction digits of Lebesgue almost every irrational number in $(0,1)$ diverges to infinity. Hence, none of the classical limit theorems such as the weak and strong laws of large numbers…

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…

Normal approximations for descents and inversions of permutations of the set $\{1,2,...,n\}$ are well known. A number of sequences that occur in practice, such as the human genome and other genomes, contain many repeated elements. Motivated…

Generalizing the bounded kernel results of Borgs, Chayes, Lov\'asz, S\'os and Vesztergombi (2008), we prove two Sampling Lemmas for unbounded kernels with respect to the cut norm. On the one hand, we show that given a (symmetric) kernel…

Slice sampling is an efficient Markov Chain Monte Carlo algorithm to sample from an unnormalized density with acceptance ratio always $1$. However, when the variable to sample is unbounded, its "stepping-out" heuristic works only locally,…

Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…

A palintiple is a natural number which is an integer multiple of its digit reversal. A previous paper partitions all palintiples into three distinct classes according to patterns in the carries and then determines all palintiples belonging…

We show that the moment generating function of the Kullback-Leibler divergence (relative entropy) between the empirical distribution of $n$ independent samples from a distribution $P$ over a finite alphabet of size $k$ (i.e. a multinomial…

Given a (known) function $f:[0,1] \to (0,1)$, we consider the problem of simulating a coin with probability of heads $f(p)$ by tossing a coin with unknown heads probability $p$, as well as a fair coin, $N$ times each, where $N$ may be…

Suppose that we are given an infinite binary sequence which is random for a Bernoulli measure of parameter $p$. By the law of large numbers, the frequency of zeros in the sequence tends to~$p$, and thus we can get better and better…