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An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…

概率论 · 数学 2022-11-21 O. G. Styrt

Ponderable objects moving in free space according to Newton's First Law constitute both rulers and clocks when one such object is viewed from the rest frame of another. Together with the Reciprocity Principle this is used to demonstrate, in…

综合物理 · 物理学 2009-02-10 J. H. Field

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

A new axiom for rules for claims problems is introduced. It strengthens a condition studied in supply chain literature, which forces rules to disincentivize order inflation under capacity allocation and retail competition. The relevance of…

理论经济学 · 经济学 2024-12-30 Kentarô Yamamoto

The disorder and a simple convex measure of complexity are studied for rank ordered power law distributions, indicative of criticality, in the case where the total number of ranks is large. It is found that a power law distribution may…

adap-org · 物理学 2007-05-23 J. S. Shiner

Recurrence quantification analysis is a method for measuring the complexity of dynamical systems. Recurrence determinism is a fundamental characteristic of it, closely related to correlation sum. In this paper, we study asymptotic behavior…

动力系统 · 数学 2023-04-05 Michaela Mihoková

Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…

We prove existence of the large deviation principle, with a proper convex rate function, for the distribution of the renormalized distance from the origin of a random walk on a free product of finitely generated groups. As a consequence, we…

概率论 · 数学 2021-10-26 Emilio Corso

Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting…

统计方法学 · 统计学 2014-10-08 Enkelejd Hashorva , Lanpeng Ji

On a transient weighted graph, there are two models of random walk which continue after reaching infinity: random interlacements, and random walk reflected off of infinity, recently introduced in arXiv:2506.18827 [math.PR]. We prove these…

概率论 · 数学 2025-12-10 Yao Yu

This paper describes prediction methods for the number of future events from a population of units associated with an on-going time-to-event process. Examples include the prediction of warranty returns and the prediction of the number of…

统计方法学 · 统计学 2020-08-10 Qinglong Tian , Fanqi Meng , Daniel J. Nordman , William Q. Meeker

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

数据分析、统计与概率 · 物理学 2024-04-08 Damián H. Zanette , Inés Samengo

We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…

概率论 · 数学 2011-11-10 E. Andjel , P. A. Ferrari , A. Siqueira

We show that the laws of autocorrelations decay in texts are closely related to applicability limits of language models. Using distributional semantics we empirically demonstrate that autocorrelations of words in texts decay according to a…

计算与语言 · 计算机科学 2023-05-12 Nikolay Mikhaylovskiy , Ilya Churilov

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

组合数学 · 数学 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

We consider a nearest-neighbor, one dimensional random walk $\{X_n\}_{n\geq0}$ in a random i.i.d. environment, in the regime where the walk is transient but with zero speed, so that $X_n$ is of order $n^s$ for some $s<1$. Under the quenched…

概率论 · 数学 2011-02-24 Jonathon Peterson , Ofer Zeitouni

In causal inference, the joint law of a set of counterfactual random variables is generally not identified. We show that a conservative version of the joint law - corresponding to the smallest treatment effect - is identified. Finding this…

统计方法学 · 统计学 2023-10-20 Sivaraman Balakrishnan , Edward Kennedy , Larry Wasserman

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

概率论 · 数学 2010-05-14 Peter Straka , Bruce Ian Henry

``Completeness'' (i.e. probability conservation) is not usually satisfied in the cumulant expansion of the Anderson lattice when a reduced state space is employed for $U\to \infty $. To understand this result, the well known ``Chain''…

凝聚态物理 · 物理学 2015-06-25 M. E. Foglio , M. S. Figueira

A near-maximum insurance claim is one falling within a distance $a$ of the current maximal claim. In this paper, we investigate asymptotic behavior of normalized numbers of near-maximum insurance claims under the assumption that the…

概率论 · 数学 2019-04-08 Anna Dembińska , Aneta Buraczyńska
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