相关论文: Strong laws of large numbers for sub-linear expect…

In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

We construct universal prediction systems in the spirit of Popper's falsifiability and Kolmogorov complexity and randomness. These prediction systems do not depend on any statistical assumptions (but under the IID assumption they dominate,…

The calculus of constructions (CC) is a core theory for dependently typed programming and higher-order constructive logic. Originally introduced in Coquand's 1985 thesis, CC has inspired 25 years of research in programming languages and…

We study the statistical properties of random numbers under the Martin-L\"of definition of randomness, proving that random numbers obey analogues of Strong Law of Large Numbers, the Law of the Iterated Logarithm, and that they are normal.…

Given $n$ independent random marked $d$-vectors (points) $X_i$ distributed with a common density, define the measure $\nu_n=\sum_i\xi_i$, where $\xi_i$ is a measure (not necessarily a point measure) which stabilizes; this means that $\xi_i$…

In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit…

We are concerned with the power-law fluids driven by an additive stochastic forcing in dimension $d\geq3$. For the power index $r\in(1,\frac{3d+2}{d+2})$, we establish existence of infinitely many global-in-time probabilistically strong and…

We use a toy model to illustrate how to build effective theories for singular potentials. We consider a central attractive 1/r^2 potential perturbed by a 1/r^4 correction. The power-counting rule, an important ingredient of effective…

Many man-made and natural phenomena, including the intensity of earthquakes, population of cities and size of international wars, are believed to follow power-law distributions. The accurate identification of power-law patterns has…

A simple fragmentation model is introduced and analysed. We show that, under very general conditions, an effective power law for the mass distribution arises with realistic exponent. This exponent has a universal limit, but in practice the…

A real number is called left-computable if there exists a computable increasing sequence of rational numbers converging to it. In this article we investigate the Kolmogorov complexity and the binary expansions of a very specific subset of…

Algorithmic theories of randomness can be related to theories of probabilistic sequence prediction through the notion of a predictor, defined as a function which supplies lower bounds on initial-segment probabilities of infinite sequences.…

We obtain Marcinkiewicz-Zygmund strong laws of large numbers for weighted sums of pairwise positively quadrant dependent random variables stochastically dominated by a random variable $X \in \mathscr{L}_{p}$, $1 \leqslant p < 2$. We use our…

Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent identically distributed $\mathbb{R}^2$-valued random vectors. We prove a strong law of large numbers, a functional central limit theorem and a law of the iterated logarithm for…

The paper concerns the rates of power-law growth of mutual information computed for a stationary measure or for a universal code. The rates are called Hilberg exponents and four such quantities are defined for each measure and each code:…

A notion of conditionally identically distributed (c.i.d.) sequences has been studied as a form of stochastic dependence that is weaker than exchangeability, but is equivalent to exchangeability for stationary sequences. In this article we…

A new concept of (asymptotic) qualitative robustness for plug-in estimators based on identically distributed possibly dependent observations is introduced, and it is shown that Hampel's theorem for general metrics $d$ still holds. Since…

We give error estimates in Peng's central limit theorem for not necessarily nondegenerate case. The exposition uses the language of the classical probability theory instead of the language of the theory of sublinear expectations. We only…