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Background and Objective: Histograms and Pearson's coefficient of variation are among the most popular summary statistics. Researchers use histograms to judge the shape of quantitative data distribution by visual inspection. The coefficient…

统计方法学 · 统计学 2022-04-14 Paulo S. P. Silveira , Jose O. Siqueira

Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…

混沌动力学 · 物理学 2007-05-23 Takeshi Ogasawara , Sadayoshi Toh

We consider a product of $2 \times 2$ random matrices which appears in the physics literature in the analysis of some 1D disordered models. These matrices depend on a parameter $\epsilon >0$ and on a positive random variable $Z$. Derrida…

数学物理 · 物理学 2019-05-15 Benjamin Havret

A random variable X is strictly stable if a sum of independent copies of X has the same distribution as X up to scaling, and is stable (in the broad sense) if the sum has the same distribution as X up to both scaling and shifting. Steutel…

概率论 · 数学 2025-09-25 Matthew Aldridge

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

概率论 · 数学 2017-09-21 Mathew D. Penrose

This work is concerned with the limiting spectral distribution of rank-based dependency measures in high dimensions. We provide distribution-free results for multivariate empirical versions of Kendall's $\tau$ and Spearman's $\rho$ in a…

统计理论 · 数学 2025-08-22 Nina Dörnemann , Michael Fleermann , Johannes Heiny

Stimulated by the growing interest in the applications of complex networks framework on time series analysis, we devise a network model in which each of $N$ nodes is associated with a random walk of length $L$. Connectivity between any two…

物理与社会 · 物理学 2018-10-03 Harinder Pal , Thomas H. Seligman , Juan V. Escobar

Dependence is undoubtedly a central concept in statistics. Though, it proves difficult to locate in the literature a formal definition which goes beyond the self-evident 'dependence = non-independence'. This absence has allowed the term…

统计理论 · 数学 2023-12-25 Gery Geenens

This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal…

概率论 · 数学 2019-12-16 Sebastian Arnold , Ilya Molchanov , Johanna F. Ziegel

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…

概率论 · 数学 2023-10-03 S. R. Mane

We show that any sequence $(x_n)_{n \in \mathbb{N}} \subseteq [0,1]$ that has Poissonian correlations of $k$-th order is uniformly distributed, also providing a quantitative description of this phenomenon. Additionally, we extend…

数论 · 数学 2022-09-26 Manuel Hauke , Agamemnon Zafeiropoulos

Previously, Erd\H{o}s, Kierstead and Trotter investigated the dimension of random height~$2$ partially ordered sets. Their research was motivated primarily by two goals: (1)~analyzing the relative tightness of the F\"{u}redi-Kahn upper…

Based on the notion of maximal correlation, Kimeldorf, May and Sampson (1980) introduce a measure of correlation between two random variables, called the "concordant monotone correlation" (CMC). We revisit, generalize and prove new…

信息论 · 计算机科学 2016-06-23 Omid Etesami , Amin Gohari

Two parties observe independent copies of a $d$-dimensional vector and a scalar. They seek to test if their data is correlated or not, namely they seek to test if the norm $\|\rho\|_2$ of the correlation vector $\rho$ between their…

信息论 · 计算机科学 2020-05-22 K. R. Sahasranand , Himanshu Tyagi

Our interest is in the scaled joint distribution associated with $k$-increasing subsequences for random involutions with a prescribed number of fixed points. We proceed by specifying in terms of correlation functions the same distribution…

组合数学 · 数学 2007-05-23 Peter J. Forrester , Taro Nagao , Eric M. Rains

We introduce a version of Stein's method of comparison of operators specifically tailored to the problem of bounding the Wasserstein-1 distance between continuous and discrete distributions on the real line. Our approach rests on a new…

概率论 · 数学 2023-11-03 Gilles Germain , Yvik Swan

A pair of probability distributions over $\{0,1\}^n$ is said to be $(k,\delta)$-wise indistinguishable if all of the size $k$ marginals are within statistical distance at most $\delta$. Previous works introduced this concept and study when…

计算复杂性 · 计算机科学 2026-05-14 Christopher Williamson

In the present paper, we discuss for the first time the theoretical Kendall correlation coefficient for non-identical bivariate data. In the non-identical case, we first introduce a theoretical Kendall correlation coefficient $\tau_n$ and…

统计理论 · 数学 2026-03-27 Alexei Stepanov

There is given a characterization of the geometric distribution by the independence of linear forms with random coefficients. The result is a discrete analog of the corresponding theorem on exponential distribution. The property of linear…

概率论 · 数学 2022-10-05 Lev Klebanov

A class of discrete probability distributions contains distributions with limited support, i.e. possible argument values are limited to a set of numbers (typically consecutive). Examples of such data are results from subjective experiments…

统计方法学 · 统计学 2019-09-11 Lucjan Janowski , Bogdan Ćmiel , Krzysztof Rusek , Jakub Nawała , Zhi Li