相关论文: Random dense countable sets: characterization by i…
We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…
A set of independence statements may define the independence structure of interest in a family of joint probability distributions. This structure is often captured by a graph that consists of nodes representing the random variables and of…
We develop a model to describe the properties of random assemblies of polydisperse hard spheres. We show that the key features to describe the system are (i) the dependence between the free volume of a sphere and the various coordination…
We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…
Given a control system $\dot{p} = X_0(p) + \sum_i u_i (t)X_i(p)$ on a compact manifold M we study conditions for the foliation defined by the accessible sets be dense in M . To do this we relate the control system to a stochastic…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
We use recent results on the Fourier analysis of the zero sets of Brownian motion to explore the diophantine properties of an algorithmically random Brownian motion (also known as a complex oscillation). We discuss the construction and…
In this note we prove a large deviation bound on the sum of random variables with the following dependency structure: there is a dependency graph $G$ with a bounded chromatic number, in which each vertex represents a random variable.…
We consider large uniform labeled random graphs in different classes with prescribed decorations in their modular decomposition. Our main result is the estimation of the number of copies of every graph as an induced subgraph. As a…
We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude. We establish that the slow trajectories of this system are…
We consider sequential hypothesis testing based on observations which are received in groups of random size. The observations are assumed to be independent both within and between the groups. We assume that the group sizes are independent…
This paper studies the limits of a spatial random field generated by uniformly scattered random sets, as the density $\lambda$ of the sets grows to infinity and the mean volume $\rho$ of the sets tends to zero. Assuming that the volume…
We investigate structure for pairs of randomizations that do not follow each other in a chain. These are unrandomized-inclusive, independent, coincident or double randomizations. This involves taking several structures that satisfy…
In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
In this paper we study records obtained from partial comparisons within a sequence of independent and identically distributed (i.i.d.) random variables, indexed by positive integers, with a common density~\(f.\) Our main result is that if…
Decomposable dependency models possess a number of interesting and useful properties. This paper presents new characterizations of decomposable models in terms of independence relationships, which are obtained by adding a single axiom to…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…
Simultaneous predictive densities for independent Poisson observables are investigated. The observed data and the target variables to be predicted are independently distributed according to different Poisson distributions parametrized by…
Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of subdeterminants of the distribution's covariance matrix. Gaussian conditional independence models thus correspond to algebraic…