相关论文: Yule's "nonsense correlation" solved: Part II

This paper deals with the problem of quantifying the approximation a probability measure by means of an empirical (in a wide sense) random probability measure, depending on the first n terms of a sequence of random elements. In Section 2,…

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

We consider the following non-interactive simulation problem: Alice and Bob observe sequences $X^n$ and $Y^n$ respectively where $\{(X_i, Y_i)\}_{i=1}^n$ are drawn i.i.d. from $P(x,y),$ and they output $U$ and $V$ respectively which is…

A coefficient is introduced that quantifies the extent of separation of a random variable $Y$ relative to a number of variables $\mathbf{X} = (X_1, \dots, X_p)$ by skillfully assessing the sensitivity of the relative effects of the…

Let $\{X_i,i\geq1\}$ be a sequence of negatively associated random variables, and let $\{X_i^\ast,i\geq 1\}$ be a sequence of independent random variables such that $X_i^\ast$ and $X_i$ have the same distribution for each $i$. Denote by…

Radio waves propagating from distant pulsars in the interstellar medium (ISM), are refracted by electron density inhomogeneities, so that the intensity of observed pulses fluctuates with time. The theory relating the observed pulse…

In this paper, we investigate the problem of deciding whether two standard normal random vectors $\mathsf{X}\in\mathbb{R}^{n}$ and $\mathsf{Y}\in\mathbb{R}^{n}$ are correlated or not. This is formulated as a hypothesis testing problem,…

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

While records and order statistics of independent and identically distributed (i.i.d.) random variables X_1, ..., X_N are fully understood, much less is known for strongly correlated random variables, which is often the situation…

The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…

This paper examines three types of spurious regressions where both the dependent and independent variables contain deterministic trends, stochastic trends, or breaking trends. We show that the problem of spurious regression disappears if…

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

In 2011, Wooten introduced Non-Response Analysis the founding theory in Implicit Regression where Implicit Regression treats the variables implicitly as codependent variables and not as an explicit function with dependent or independent…

It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…

We study random graphs, both $G(n,p)$ and $G(n,m)$, with random orientations on the edges. For three fixed distinct vertices s,a,b we study the correlation, in the combined probability space, of the events a -> s and s -> b. For G(n,p), we…

The Cauchy distribution is usually presented as a mathematical curiosity, an exception to the Law of Large Numbers, or even as an "Evil" distribution in some introductory courses. It therefore surprised us when Drton and Xiao (2016) proved…

On the complete graph ${\cal{K}}_M$ with $M \ge3$ vertices consider two independent discrete time random walks $\mathbb{X}$ and $\mathbb{Y}$, choosing their steps uniformly at random. A pair of trajectories $\mathbb{X} = \{ X_1, X_2, \dots…

Let $(X,Y)\in\mathcal{X}\times \mathcal{Y}$ be a random couple with unknown distribution $P$. Let $\GG$ be a class of measurable functions and $\ell$ a loss function. The problem of statistical learning deals with the estimation of the…

Correlated proportions arise in longitudinal (panel) studies. A typical example is the ``opinion swing'' problem: ``Has the proportion of people favoring a politician changed after his recent speech to the nation on TV?''. Since the same…

Let $X_1,X_2,...$ be a sequence of independent and identically distributed random variables, and put $S_n=X_1+...+X_n$. Under some conditions on the positive sequence $\tau_n$ and the positive increasing sequence $a_n$, we give necessary…