相关论文: Characterization of random variables with stationa…
We introduce a new type of test for complete spatial randomness that applies to mapped point patterns in a rectangle or a cube of any dimension. This is the first test of its kind to be based on characteristic functions and utilizes a…
We consider functional equations driven by linear fractional transformations, which are special cases of de Rham's functional equations. We consider Hausdorff dimension of the measure whose distribution function is the solution. We give a…
We review some probabilistic properties of the sum-of-digits function of random integers. New asymptotic approximations to the total variation distance and its refinements are also derived. Four different approaches are used: a classical…
Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…
Consider independent observations $(X_1,R_1)$, $(X_2,R_2)$, \ldots, $(X_n,R_n)$ with random or fixed ranks $R_i \in \{1,2,\ldots,k\}$, while conditional on $R_i = r$, the random variable $X_i$ has the same distribution as the $r$-th order…
We describe a curious dynamical system that results in sequences of real numbers in $[0,1]$ with seemingly remarkable properties. Let the function $f:\mathbb{T} \rightarrow \mathbb{R}$ satisfy $\hat{f}(k) \geq c|k|^{-2}$ and define a…
Cochran's $Q$ statistic is routinely used for testing heterogeneity in meta-analysis. Its expected value is also used for estimation of between-study variance $\tau^2$. Cochran's $Q$, or $Q_{IV}$, uses estimated inverse-variance weights…
A concentration property of the functional ${-}\log f(X)$ is demonstrated, when a random vector X has a log-concave density f on $\mathbb{R}^n$. This concentration property implies in particular an extension of the Shannon-McMillan-Breiman…
In this work we investigate and characterize linear functionals $L:\mathbb{R}[x_1,\dots,x_n]\to\mathbb{R}$ with absolutely continuous representing measures $\mu$, i.e., $\mathrm{d}\mu(x) = g(x)\,\mathrm{d} x$ for some density $g$. We focus…
This paper concerns the instantaneous frequency (IF) of continuous-time, zero-mean, complex-valued, proper, mean-square differentiable nonstationary Gaussian stochastic processes. We compute the probability density function for the IF for…
The author establishes a new mathematical expression for the Frequency Polygon. He uses it to prove the strong uniform consistency of the Frequency Polygon marginal density estimator for non-anticipative stationary stochastic processes…
In this work we derive a variant of the classic Glivenko-Cantelli Theorem, which asserts uniform convergence of the empirical Cumulative Distribution Function (CDF) to the CDF of the underlying distribution. Our variant allows for tighter…
A permutation $\sigma$ describing the relative orders of the first $n$ iterates of a point $x$ under a self-map $f$ of the interval $I=[0,1]$ is called an \emph{order pattern}. For fixed $f$ and $n$, measuring the points $x\in I$ (according…
We study divisibility properties of a set $\{f_1(\mathbf{U}_n^{(s)}),\ldots,f_m(\mathbf{U}_n^{(s)})\}$, where $f_1,\ldots,f_m$ are polynomials in $s$ variables over $\mathbb{Z}$ and $\mathbf{U}_n^{(s)}$ is a point picked uniformly at random…
We show there exists a constant $0<c_{0}<1$ such that the dimension of every measure on $[0,1]$, which makes the digits in the continued fraction expansion independent, is at most $1-c_{0}$. This extends a result of Kifer, Peres and Weiss…
We introduce the Random Quadratic Form (RQF): a stochastic differential equation which formally corresponds to the gradient flow of a random quadratic functional on a sphere. While the one-point dynamics of the system is a Brownian motion…
A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed; the former ad hoc proof of this…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…
Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…
Random dynamical systems (RDS) evolve by a dynamical rule chosen independently with a certain probability, from a given set of deterministic rules. These dynamical systems in an interval reach a steady state with a unique well-defined…